DREZE, Jacques H.; LACHIRI, Oussama; MINELLI, Enrico - Center for Operations Research and Econometrics (CORE), … - 2007
We propose an objective for the firm in a general model of production economies extending over time under uncertainty and with incomplete markets. Trading in commodities and shares of stock occurssequentially on spot markets at all date-events. We derive the objective of the firm from the...