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A note on the arrow-lind theorem

Foldes, Lucien; Rees, R. - 1977

The article comments on Kenneth Arrow and Robert Lind's theory on the social costs of risky public projects. The conditions stated by Arrow and Lind as sufficient for the validity of their result include the following: (i) the government initially appropriates all benefits and pays all costs,...

Persistent link: https://www.econbiz.de/10009440353

Martingale conditions for optimal saving-discrete time

Foldes, Lucien - In: Journal of Mathematical Economics 5 (1978) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10005374165

Qtrly Returns to Investment in Ordinary Shares, 1919-1970.

Foldes, Lucien; Watson, Pauline - In: Economica 49 (1982) 194, pp. 161-81

Persistent link: https://www.econbiz.de/10005161821

Optimal Saving and Risk in Continuous Time.

Foldes, Lucien - In: Review of Economic Studies 45 (1978) 1, pp. 39-65

Persistent link: https://www.econbiz.de/10005168149

The optimal consumption function in a Brownian model of accumulation Part A: The consumption function as solution of a boundary value problem

Foldes, Lucien - In: Journal of Economic Dynamics and Control 25 (2001) 12, pp. 1951-1971

Persistent link: https://www.econbiz.de/10005205180

Valuation and martingale properties of shadow prices: An exposition

Foldes, Lucien - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1641-1701

Persistent link: https://www.econbiz.de/10005205293

Expected Utility and Continuity.

Foldes, Lucien - In: Review of Economic Studies 39 (1972) 4, pp. 407-21

Persistent link: https://www.econbiz.de/10005672725

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