Foldes, Lucien

Number of items: 56.
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  • Foldes, Lucien (2005-04-25 - 2005-04-29) Boundary value problems in optimal investment [Other]. Programme on Developments in Quantitative Finance, Isaac Newton Institute, Cambridge, United Kingdom, GBR.
  • 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), 1951-1971. https://doi.org/10.1016/S0165-1889(00)00011-7
  • Foldes, Lucien (2001). Optimal saving and risk in continuous time. In Schaefer, Stephen M. (Ed.), The Foundations of Continuous Time Finance . Edward Elgar.
  • Foldes, Lucien (2000). Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24(11-12), 1641-1701. https://doi.org/10.1016/S0165-1889(99)00090-1
  • 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), 241-267. https://doi.org/10.1080/17442509208833805
  • Foldes, Lucien (1991). Optimal sure portfolio plans. Mathematical Finance, 1(2), 15-55. https://doi.org/10.1111/j.1467-9965.1991.tb00008.x
  • Foldes, Lucien (1990). Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In Davis, M. H. A., Elliot, R. J. (Eds.), Applied Stochastic Analysis (pp. 343-387). Gordon & Breach Science Publishers Ltd.
  • Foldes, Lucien (1990). Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29(1), 133-170. https://doi.org/10.1080/17442509008833610
  • Foldes, Lucien, Watson, Pauline (1982). Quarterly returns to investment in ordinary shares, 1919-1970. Economica, 49(194), 161 - 181. https://doi.org/10.2307/2553305
  • 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.
  • 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.
  • Foldes, Lucien (1978). Optimal saving and risk in continuous time. Review of Economic Studies, 45(1), 39-65.
  • Foldes, Lucien, Rees, R. (1977). A note on the arrow-lind theorem. American Economic Review, 67(2), 188-193.
  • Orhnial, A. J. H., Foldes, Lucien (1975). Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. Economica, 42(165), 79-91.
  • Orhnial, A. J. H., Foldes, Lucien (1975). Tax uncertainty in project evaluation: a case study. Accounting and Business Research, https://doi.org/10.1080/00014788.1975.9728646
  • Foldes, Lucien (1972). Expected utility and continuity. Review of Economic Studies, 39(4), 407-421.
  • Foldes, Lucien (1968). Redistribution: a reply. Economica, 35(138), 198-204.
  • Foldes, Lucien (1967). A note on redistribution. Economica, 34(134), 203-205.
  • Foldes, Lucien (1967). Income redistribution in money and in kind. Econometrica, 133(34), 30-41.
  • 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.
  • Foldes, Lucien (1964). A determinate model of bilateral monopoly. Economica, 31(122), 117-131.
  • Foldes, Lucien (1961). Domestic air transport policy - part ii. Economica, 28(111), 270-285.
  • Foldes, Lucien (1961). Imperfect capital markets and the theory of investment. Review of Economic Studies, 28(3), 182-195.
  • Foldes, Lucien (1961). Domestic air transport policy. Part i. Economica, 28(110), 156-175.
  • Foldes, Lucien (1958). Uncertainty, probability and potential surprise. Economica, 25(99), 246-254.
  • Foldes, Lucien (1957). Military budgeting and financial control. Public Administration Review, 17(1), 36 - 43. https://doi.org/10.2307/973620
  • Foldes, Lucien (1956). Iron and steel prices. Economica, 23(92), 344-356.
  • Foldes, Lucien (1955). The delegation of authority to spend. Economica, 22(87), 246-260.
  • Foldes, Lucien, Hood, J. M. (1951). A survey of monopoly legislation. London School of Economics and Political Science.
    • Public
  • Foldes, Lucien (2017). Notes on revisiting Klappholz and Agassi’s “Methodological Prescriptions in Economics”. In Bar-AM, Nimrod, Gattei, Stefano (Eds.), Encouraging Openness: Essays for Joseph Agassi on the Occasion of His 90th Birthday (pp. 455 - 466). Springer Berlin / Heidelberg. https://doi.org/10.1007/978-3-319-57669-5_36 picture_as_pdf
  • 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.
  • 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.
  • 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.
  • 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. picture_as_pdf
  • 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.
  • 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.
  • Foldes, Lucien (1992-08-23 - 1992-08-29) Semimartingale calculus in portfolio theory [Other]. Oberwolfach Conference on Mathematical Finance, Oberwolfach, Germany, DEU.
  • 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. picture_as_pdf
  • Foldes, Lucien (1990). Optimal sure portfolio plans. (Financial Markets Group Discussion Papers 106). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • 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. picture_as_pdf
  • 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. picture_as_pdf
  • Foldes, Lucien, 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. picture_as_pdf
  • Foldes, Lucien, Watson, Pauline (1982). Time series analysis of UK and US equity portfolios 1926-70. (Papers on capital and risk 8). RTZ.
  • Foldes, Lucien, 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. picture_as_pdf
  • Foldes, Lucien, Watson, Pauline (1981). Quarterly returns to treasury bills: U.K. and U.S. 1926-75. (Papers on capital and risk 7). RTZ.
  • Foldes, Lucien, 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), 83-96. https://doi.org/10.1016/0304-4068(78)90007-1
  • Foldes, Lucien, Watson, Pauline (1978). Quarterly returns to U.K. equities 1919-70. (Papers on capital and risk 6). RTZ.
  • Foldes, Lucien (1976). Martingale conditions for optimal saving: discrete time. (Papers on capital and risk 2). London School of Economics and Political Science. picture_as_pdf
  • Orhnial, Tony, Foldes, Lucien (1976). Estimates of marginal tax rates for dividends and bond interest in the United Kingdom 1919-1970. (Papers on capital and risk 4). Business Evaluation Department, RTZ, & London School of Economics and Political Science.
  • Foldes, Lucien (1973). Some comments on the theory of monopoly. In Peston, Maurice, Corry, Bernard (Eds.), Essays in Honour of Lord Robbins . International Arts and Sciences Press. picture_as_pdf
  • 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.
  • Foldes, Lucien (1971). Inflation and financial accounts: the treatment of loan capital. The Accountant, picture_as_pdf
  • Foldes, Lucien (1965). A note on individualistic explanations. In Lakatos, I., Musgrave, A. (Eds.), Problems in the Philosophy of Science: Proceedings of the International Colloquium in the Philosophy of Science . North-Holland. picture_as_pdf
  • Foldes, Lucien, Wilson, S. S. (1961). 55 iron and steel companies, 1948-59. London and Cambridge Economic Bulletin, picture_as_pdf
  • Foldes, Lucien (1957). The control of nationalised industries. Public Law, picture_as_pdf