Duality and liquidity constraints under uncertainty

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

zbMATH Keywords

DualityLiquidity constraintsFrisch demands

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62)

Cites Work

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• Controlled semi-Markov models - the discounted case
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
• Labor income, borrowing constraints, and equilibrium asset prices
• Liquidity Considerations in the Theory of Consumption
• Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations
• 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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