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Continuous-time optimal stochastic growth : local martingales, transversality and existence
Foldes, Lucien Paul - 2004
Persistent link: https://www.econbiz.de/10002108451
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Quarterly returns to investment in ordinary shares 1919-1970
Foldes, Lucien; Watson, Pauline - In: Economica 49 (1982), pp. 161-181
Persistent link: https://www.econbiz.de/10002158560
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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul - 2000
Persistent link: https://www.econbiz.de/10001465982
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The Optimal Consumption Function in a Brownian Model of Accumulation, Part B : Existence of Solutions of Boundary Value Problems
Foldes, Lucien - 2008
In Part A of the present study, subtitled The Consumption Function as Solution of a Boundary Value Problem, Discussion Paper No. TE/96/297, STICERD, London School of Economics, we formulated a Brownian model of accumulation and derived sufficient conditions for optimality of a plan generated by...
Persistent link: https://www.econbiz.de/10012771166
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The Optimal Consumption Function in a Brownian Model of Accumulation Part a : The Consumption Function as Solution of a Boundary Value Problem
Foldes, Lucien - 2008
We consider a neo-classical model of optimal economic growth with c.r.r.a. utility in which the traditional deterministic trends representing population growth, technological progress, depreciation and impatience are replaced by Brownian motions with drift. When transformed to 'intensive' units,...
Persistent link: https://www.econbiz.de/10012771168
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The Optimal Consumption Function in a Brownian Model of Accumulation - Part B : Existence of Solutions of Boundary Value Problems
Foldes, Lucien - 1998
In Part A of the present study, subtitled quot;The Consumption Function as Solution of a Boundary Value Problem,quot; Discussion Paper No. TE/96/297, STICERD, London School of Economics, we formulated a Brownian model of accumulation and derived sufficient conditions for optimality of a plan...
Persistent link: https://www.econbiz.de/10012791991
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The Optimal Consumption Function in a Brownian Model of Accumulation - Part a : The Consumption Function as Solution of a Boundary Value Problem
Foldes, Lucien - 1998
We consider a neo-classical model of optimal economic growth with c.r.r.a. utility in which the traditional deterministic trends representing population growth, technological progress, depreciation and impatience are replaced by Brownian motions with drift. When transformed to 'intensive' units,...
Persistent link: https://www.econbiz.de/10012792003
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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 & control 25 (2001) 12, pp. 1951-1972
Persistent link: https://www.econbiz.de/10006773390