LeatherSagiKnowledgebase
Search
Search
Dark mode
Light mode
Explorer
Tag: eigenvalue
3 items with this tag.
Apr 13, 2026
The principal eigenvalue of the pricing semigroup determines the long-run yield and the long-run risk-price vector
asset-pricing
eigenvalue
long-run-risk
term-structure
yield
Apr 13, 2026
Principal Eigenfunction of a Pricing Operator
asset-pricing
eigenvalue
semigroup
long-run-risk
perron-frobenius
Apr 13, 2026
Long-Term Risk: An Operator Approach
long-run-risk
operator-approach
asset-pricing
eigenvalue
semigroup
stochastic-discount-factor