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  • Search: subject:"duality methods"
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Year of publication
Subject
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duality methods 5 Afriat 2 Afriat's Theorem 2 CET 2 Duality methods 2 Portfolio selection 2 Portfolio-Management 2 Utility maximization 2 aggregation 2 binomial model 2 choice 2 competitive 2 consumer 2 deman 2 demand 2 demand theory 2 dynamic choice 2 dynamic programming 2 economic models 2 efficiency 2 equilibrium 2 expenditure 2 microeconomics 2 preference 2 price 2 profit-maximizing 2 social choice 2 surplus 2 transaction costs 2 uncertainty 2 utility 2 Altersgrenze 1 Altersvorsorge 1 Consumer behaviour 1 Dual optimization problem 1 Duales Optimierungsproblem 1 Finance 1 Finite elements 1 Habitual persistence 1 Konsumentenverhalten 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 6 Book / Working Paper 1 Other 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 5 English 3
Author
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Kreps, David M. 2 Arregui, I. 1 BAYER, CHRISTIAN 1 Bayer, Christian 1 Biagini, Sara 1 Cendán, J.J. 1 Frittelli, Marco 1 He, Lin 1 Liang, Zongxia 1 Poterba, James M. 1 Qi, Ye 1 Song, Yilun 1 VELIYEV, BEZIRGEN 1 Veliyev, Bezirgen 1 Vázquez, C. 1
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Institution
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Princeton University Press 2
Published in...
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Economics Books / Princeton University Press 1 Finance and Stochastics 1 Insurance 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Introductory Chapters 1 Mathematics and Computers in Simulation (MATCOM) 1
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Source
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RePEc 5 ECONIS (ZBW) 2 BASE 1
Showing 1 - 8 of 8
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Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance 102 (2022), pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
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Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian; Veliyev, Bezirgen - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
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UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS
BAYER, CHRISTIAN; VELIYEV, BEZIRGEN - In: International Journal of Theoretical and Applied … 17 (2014) 04, pp. 1450022-1
with proportional transaction costs with a long time horizon. By duality methods, we can find expressions for the …
Persistent link: https://www.econbiz.de/10010785479
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Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
Arregui, I.; Cendán, J.J.; Vázquez, C. - In: Mathematics and Computers in Simulation (MATCOM) 99 (2014) C, pp. 190-202
The mechanical behavior of magnetic reading devices is mainly governed by compressible Reynolds equations when the air bearing modeling approximation is considered. First, the convection dominated feature motivates the use of a characteristics scheme adapted to steady state problems. Secondly, a...
Persistent link: https://www.econbiz.de/10011050987
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14.471 Public Economics I, Fall 2003
Poterba, James M. - 2003
Theory and evidence on government taxation policy. Topics include tax incidence; optimal tax theory; the effect of taxation on labor supply and savings; corrective taxes for externalities; taxation and corporate behavior; and tax expenditure policy. From the course home page: Course Description...
Persistent link: https://www.econbiz.de/10009432090
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The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara; Frittelli, Marco - In: Finance and Stochastics 11 (2007) 2, pp. 253-266
Persistent link: https://www.econbiz.de/10005613383
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Preface
Kreps, David M. - Princeton University Press
Microeconomic Foundations I develops the choice, price, and general equilibrium theory topics typically found in first-year theory sequences, but in deeper and more complete mathematical form than most standard texts provide. The objective is to take the reader from acquaintance with these...
Persistent link: https://www.econbiz.de/10010681712
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Microeconomic Foundations I: Choice and Competitive Markets
Kreps, David M. - Princeton University Press
Microeconomic Foundations I develops the choice, price, and general equilibrium theory topics typically found in first-year theory sequences, but in deeper and more complete mathematical form than most standard texts provide. The objective is to take the reader from acquaintance with these...
Persistent link: https://www.econbiz.de/10010681123
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