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Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga, (2020)
An adaptive Lagrangian-based scheme for nonconvex composite optimization
Hallak, Nadav, (2023)
Interior point methods in DEA to determine non-zero multiplier weights
Bougnol, M. L., (2012)
Implicit functions and diffeomorphisms without C 1
Hurwicz, Leonid, (1995)
Hurwicz, Leonid, (2003)
Revisiting externalities
Hurwicz, Leonid, (1999)