Duality and liquidity constraints under uncertainty
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Publication:1350480
DOI10.1016/0165-1889(95)00894-2zbMath0875.90143OpenAlexW1999291812MaRDI QIDQ1350480
Yannis M. Ioannides, Vassilis Argyrou Hajivassiliou
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(95)00894-2
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- An Extension of the Karush–Kuhn–Tucker Necessity Conditions to Infinite Programming
- Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
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