Duality and liquidity constraints under uncertainty

[1]  Richard A. Tapia,et al.  An Extension of the Karush-Kuhn-Tucker Necessity Conditions to Infinite Programming , 1994, SIAM Rev..

[2]  H. He,et al.  Labor income, borrowing constraints, and equilibrium asset prices , 1993 .

[3]  D. Duffie.  Dynamic Asset Pricing Theory , 1992 .

[4]  Neil D. Pearson,et al.  Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case , 1991 .

[5]  Neil D. Pearson,et al.  Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case , 1991 .

[6]  David E. Runkle,et al.  Liquidity constraints and the permanent-income hypothesis: Evidence from panel data , 1991 .

[7]  Robert A. Miller,et al.  Household choices in equilibrium , 1990 .

[8]  A. Deaton.  Saving and Liquidity Constraints , 1989 .

[9]  S. Zeldes,et al.  Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence , 1989 .

[10]  S. Zeldes.  Consumption and Liquidity Constraints: An Empirical Investigation , 1989, Journal of Political Economy.

[11]  Mukul Majumdar,et al.  Controlled semi-Markov models, the discounted case , 1989 .

[12]  Richard Clarida.  Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations , 1987 .

[13]  Suresh P. Sethi,et al.  Explicit Solution of a General Consumption/Investment Problem , 1986, Math. Oper. Res..

[14]  T. MaCurdy.  Longitudinal Analysis of Labor Market Data: Interpreting empirical models of labor supply in an intertemporal framework with uncertainty , 1985 .

[15]  Martin Browning,et al.  A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle , 1985 .

[16]  James J. Heckman,et al.  Longitudinal Analysis of Labor Market Data , 1985 .

[17]  Imperfect capital markets in empirical life-cycle models , 1985 .

[18]  C. Pissarides.  Liquidity Considerations in the Theory of Consumption , 1978 .

[19]  R. C. Merton,et al.  Optimum consumption and portfolio rules in a continuous - time model Journal of Economic Theory 3 , 1971 .

[20]  P. Samuelson.  LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING , 1969 .

[21]  D. Luenberger.  Optimization by Vector Space Methods , 1968 .