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Tag: perron-frobenius
3 items with this tag.
Apr 13, 2026
The asset-pricing no-bubble condition for regime-switching CRE models reduces to a finite spectral-radius test
no-bubble
transversality
spectral-radius
regime-switching
mjls
perron-frobenius
cre-pricing
Apr 13, 2026
Principal Eigenfunction of a Pricing Operator
asset-pricing
eigenvalue
semigroup
long-run-risk
perron-frobenius
Apr 13, 2026
Spectral Radius Test for Markov Pricing Operator (Asset-Pricing No-Bubble Condition)
no-bubble
transversality
spectral-radius
regime-switching
mjls
perron-frobenius
cre-pricing