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Items where Author is "Foldes, Lucien"

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Number of items: 56.

Foldes, Lucien (2017) Notes on revisiting Klappholz and Agassi’s “Methodological Prescriptions in Economics”. In: Bar-AM, Nimrod and Gattei, Stefano, (eds.) Encouraging Openness: Essays for Joseph Agassi on the Occasion of His 90th Birthday. Boston Studies in the Philosophy and History of Science. Springer Berlin / Heidelberg, Cham, CH, 455 - 466. ISBN 9783319576688

Foldes, Lucien (2017) The optimal consumption function in a Brownian model of accumulation. Part C: a dynamical system formulation. Systemic Risk Centre Discussion Papers (68). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (2014) The optimal consumption function in a Brownian model of accumulation part B: existence of solutions of boundary value problems. Systemic Risk Centre Discussion Papers (25). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (2005) Boundary value problems in optimal investment. In: Programme on Developments in Quantitative Finance, 2005-04-25 - 2005-04-29, Isaac Newton Institute, Cambridge, United Kingdom, GBR. (Submitted)

Foldes, Lucien (2004) Continuous time optimal stochastic growth: local martingales, transversality and existence. Financial Markets Group Discussion Papers (479). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (2001) The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem. Journal of Economic Dynamics and Control, 25 (12). pp. 1951-1971. ISSN 0165-1889

Foldes, Lucien (2001) Optimal saving and risk in continuous time. In: Schaefer, Stephen M., (ed.) The Foundations of Continuous Time Finance. Edward Elgar, Cheltenham, UK. ISBN 978 1 85898 750 7

Foldes, Lucien (2000) Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24 (11-12). pp. 1641-1701. ISSN 0165-1889

Foldes, Lucien (2000) Valuation and Martingale properties of shadow prices. Financial Markets Group Discussion Papers (342). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Foldes, Lucien (1992) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Stochastics and Stochastic Reports, 41 (4). pp. 241-267. ISSN 1045-1129

Foldes, Lucien (1992) Semimartingale calculus in portfolio theory. In: Oberwolfach Conference on Mathematical Finance, 1992-08-23 - 1992-08-29, Oberwolfach, Germany, DEU. (Submitted)

Foldes, Lucien (1991) Optimal sure portfolio plans. Mathematical Finance, 1 (2). pp. 15-55. ISSN 0960-1627

Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Financial Markets Group Discussion Papers (109). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163

Foldes, Lucien (1990) Certainty equivalence in the continuous-time portfolio-cum-saving model. Financial Markets Group Discussion Papers (95). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1045-1129

Foldes, Lucien (1989) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Financial Markets Group Discussion Papers (53). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien and Watson, Pauline (1982) Quarterly returns to investment in ordinary shares, 1919-1970. Economica, 49 (194). 161 - 181. ISSN 0013-0427

Foldes, Lucien and Watson, Pauline (1982) Time series analysis of UK and US equity portfolios 1926-1970. Papers on capital and risk (8). London School of Economics and Political Science, London, UK.

Foldes, Lucien and Watson, Pauline (1982) Time series analysis of UK and US equity portfolios 1926-70. Papers on capital and risk (8). RTZ, London, UK.

Foldes, Lucien and Watson, Pauline (1981) Quarterly returns to Treasury Bills: UK and US, 1926-75. Papers on capital and risk (7). London School of Economics and Political Science, London, UK.

Foldes, Lucien and Watson, Pauline (1981) Quarterly returns to treasury bills: U.K. and U.S. 1926-75. Papers on capital and risk (7). RTZ, London, UK.

Foldes, Lucien (1980) Optimal accumulation of capital: a continuous-time martingale theory. Part I: optimal saving with risk. . London School of Economics and Political Science. (Unpublished)

Foldes, Lucien (1980) Optimal accumulation of capital: a continuous-time martingale theory. Part II: the portfolio-cum-saving model. . London School of Economics and Political Science. (Unpublished)

Foldes, Lucien and Watson, Pauline (1978) Quarterly returns to UK equities 1919-1970. Papers on capital and risk (6).

Foldes, Lucien (1978) Martingale conditions for optimal saving: discrete time. Journal of Mathematical Economics, 5 (1). pp. 83-96. ISSN 0304-4068

Foldes, Lucien (1978) Optimal saving and risk in continuous time. Review of Economic Studies, 45 (1). pp. 39-65. ISSN 0034-6527

Foldes, Lucien and Watson, Pauline (1978) Quarterly returns to U.K. equities 1919-70. Papers on capital and risk (6). RTZ, London, UK.

Foldes, Lucien and Rees, R. (1977) A note on the arrow-lind theorem. American Economic Review, 67 (2). pp. 188-193. ISSN 0002-8282

Foldes, Lucien (1976) Martingale conditions for optimal saving: discrete time. Papers on capital and risk (2). London School of Economics and Political Science, London, UK.

Orhnial, Tony and Foldes, Lucien (1976) Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Papers on capital and risk, 42 (4). Business Evaluation Department, RTZ, & London School of Economics and Political Science, London, UK.

Orhnial, A. J. H. and Foldes, Lucien (1975) Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Economica, 42 (165). pp. 79-91. ISSN 0013-0427

Orhnial, A. J. H. and Foldes, Lucien (1975) Tax uncertainty in project evaluation: a case study. Accounting and Business Research. ISSN 0001-4788

Foldes, Lucien (1973) Some comments on the theory of monopoly. In: Peston, Maurice and Corry, Bernard, (eds.) Essays in Honour of Lord Robbins. International Arts and Sciences Press, New York, USA. ISBN 0873320433

Foldes, Lucien (1972) Expected utility and continuity. Review of Economic Studies, 39 (4). pp. 407-421. ISSN 0034-6527

Foldes, Lucien (1972) The effect of connection charges on the number of connections and on the prices and rents of houses. . London School of Economics and Political Science, London, UK. (Submitted)

Foldes, Lucien (1971) Inflation and financial accounts: the treatment of loan capital. The Accountant. ISSN 0001-4710

Foldes, Lucien (1968) Redistribution: a reply. Economica, 35 (138). pp. 198-204. ISSN 0013-0427

Foldes, Lucien (1967) A note on redistribution. Economica, 34 (134). pp. 203-205. ISSN 0013-0427

Foldes, Lucien (1967) Income redistribution in money and in kind. Econometrica, 133 (34). pp. 30-41. ISSN 0012-9682

Foldes, Lucien (1967) Discussion of professor Borch's paper 'the theory of risk'. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 29 (3). 460 - 460. ISSN 1369-7412

Foldes, Lucien (1965) A note on individualistic explanations. In: Lakatos, I. and Musgrave, A., (eds.) Problems in the Philosophy of Science: Proceedings of the International Colloquium in the Philosophy of Science. North-Holland, UK.

Foldes, Lucien (1964) A determinate model of bilateral monopoly. Economica, 31 (122). pp. 117-131. ISSN 0013-0427

Foldes, Lucien (1961) Domestic air transport policy - part ii. Economica, 28 (111). pp. 270-285. ISSN 0013-0427

Foldes, Lucien (1961) Imperfect capital markets and the theory of investment. Review of Economic Studies, 28 (3). pp. 182-195. ISSN 0034-6527

Foldes, Lucien (1961) Domestic air transport policy. Part i. Economica, 28 (110). pp. 156-175. ISSN 0013-0427

Foldes, Lucien and Wilson, S. S. (1961) 55 iron and steel companies, 1948-59. London and Cambridge Economic Bulletin.

Foldes, Lucien (1958) Uncertainty, probability and potential surprise. Economica, 25 (99). pp. 246-254. ISSN 0013-0427

Foldes, Lucien (1957) Military budgeting and financial control. Public Administration Review, 17 (1). 36 - 43. ISSN 1540-6210

Foldes, Lucien (1957) The control of nationalised industries. Public Law. ISSN 0033-3565

Foldes, Lucien (1956) Iron and steel prices. Economica, 23 (92). pp. 344-356. ISSN 0013-0427

Foldes, Lucien (1955) The delegation of authority to spend. Economica, 22 (87). pp. 246-260. ISSN 0013-0427

Foldes, Lucien and Hood, J. M. (1951) A survey of monopoly legislation. . London School of Economics and Political Science. (Unpublished)

This list was generated on Sun Dec 22 10:54:26 2024 GMT.