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the long-term implications for risk pricing. This measure is typically distinct from the physical and the risk neutral … measures that are well known in mathematical finance. We apply a generalized version of Perron-Frobenius theory to construct … observational implications of risk adjustments and investor beliefs as reflected in asset market data; ii) catalog alternative forms …
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the long-term implications for risk pricing. This measure is typically distinct from the physical and the risk neutral … measures that are well known in mathematical finance. We apply a generalized version of Perron-Frobenius theory to construct … observational implications of risk adjustments and investor beliefs as reflected in asset market data; ii) catalog alternative forms …
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