Abstract Concavity of Increasing Co-radiant and Quasi-Concave Functions with Applications in Mathematical Economics
Author
Abstract
Suggested Citation
DOI: 10.1007/s10957-016-0901-6
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Juan Enrique Martínez-Legaz & Alexander M. Rubinov & Siegfried Schaible, 2005. "Increasing quasiconcave co-radiant functions with applications in mathematical economics," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 61(2), pages 261-280, June.
- Martinez-Legaz, Juan-Enrique & Santos, Manuel S., 1996.
"On expenditure functions,"
Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 143-163.
- Martínez Legaz, Juan Enrrique & Santos, Manuel S., 1994. "On expenditure functions," UC3M Working papers. Economics 2916, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- E. Martinez Legaz & M. Santos, 1994. "On Expenditure Functions," Working Papers 9402, Centro de Investigacion Economica, ITAM.
- Jean-Paul Penot & Michel Volle, 1990. "On Quasi-Convex Duality," Mathematics of Operations Research, INFORMS, vol. 15(4), pages 597-625, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016. "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, vol. 12(3), pages 409-440, December.
- Satoshi Suzuki & Daishi Kuroiwa, 2011. "On Set Containment Characterization and Constraint Qualification for Quasiconvex Programming," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 554-563, June.
- Wang, Wei & Xu, Huifu & Ma, Tiejun, 2023. "Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 322-347.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011.
"Complete Monotone Quasiconcave Duality,"
Mathematics of Operations Research, INFORMS, vol. 36(2), pages 321-339, May.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.
- Edward E. Schlee & M. Ali Khan, 2022. "Money Metrics In Applied Welfare Analysis: A Saddlepoint Rehabilitation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 189-210, February.
- Jean-Paul Penot, 2010. "Are dualities appropriate for duality theories in optimization?," Journal of Global Optimization, Springer, vol. 47(3), pages 503-525, July.
- M. Ali Khan & Edward E. Schlee, 2016.
"On Lionel McKenzie's 1957 intrusion into 20th‐century demand theory,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(2), pages 589-636, May.
- M. Ali Khan & Edward E. Schlee, 2016. "On Lionel McKenzie's 1957 intrusion into 20th-century demand theory," Canadian Journal of Economics, Canadian Economics Association, vol. 49(2), pages 589-636, May.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals," Working Papers 561, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Aleksandr Alekseev & Mikhail Sokolov, 2016. "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series 2016/04, European University at St. Petersburg, Department of Economics.
- Nader Kanzi & Majid Soleimani-damaneh, 2020. "Characterization of the weakly efficient solutions in nonsmooth quasiconvex multiobjective optimization," Journal of Global Optimization, Springer, vol. 77(3), pages 627-641, July.
- Maria Arduca & Cosimo Munari, 2021. "Risk measures beyond frictionless markets," Papers 2111.08294, arXiv.org.
- Samuel Drapeau & Michael Kupper, 2013. "Risk Preferences and Their Robust Representation," Mathematics of Operations Research, INFORMS, vol. 38(1), pages 28-62, February.
- Qamrul Hasan Ansari & Pradeep Kumar Sharma, 2022. "Some Properties of Generalized Oriented Distance Function and their Applications to Set Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 247-279, June.
- Elisa Fusco & Bernardo Maggi, 2022. "Computing nonperforming loan prices in banking efficiency analysis," Computational Management Science, Springer, vol. 19(1), pages 1-23, January.
- Satoshi Suzuki, 2010. "Set containment characterization with strict and weak quasiconvex inequalities," Journal of Global Optimization, Springer, vol. 47(2), pages 273-285, June.
- Jean-Paul Penot, 2015. "Projective dualities for quasiconvex problems," Journal of Global Optimization, Springer, vol. 62(3), pages 411-430, July.
- Alexander Alekseev & Mikhail Sokolov, 2016. "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series Ec-04/16, European University at St. Petersburg, Department of Economics.
- M. Volle & J. E. Martínez-Legaz & J. Vicente-Pérez, 2015. "Duality for Closed Convex Functions and Evenly Convex Functions," Journal of Optimization Theory and Applications, Springer, vol. 167(3), pages 985-997, December.
- Mynbaev, Kairat, 1998. "Profit Maximization and the Threshold Price," MPRA Paper 20323, University Library of Munich, Germany, revised 29 Jan 2010.
- Alcantud, J. C. R. & Manrique, A., 2001. "Continuous representation by a money-metric function," Mathematical Social Sciences, Elsevier, vol. 41(3), pages 365-373, May.
More about this item
Keywords
Abstract concavity; Abstract convexity; Duality; Co-radiant function; Quasi-concave function; Increasing function; Upper semi-continuous function; Upper support set; Superdifferential; Production function;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:169:y:2016:i:2:d:10.1007_s10957-016-0901-6. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.