Green, Jerry R., and Walter P. Heller. "Mathematical Analysis and Convexity with Applications to Economics." In Handbook of Mathematical Economics, Vol. 1, edited by Kenneth J. Arrow and Michael D.
Using a pedagogical, unified approach, this book presents both the analytic and combinatorial aspects of convexity and its applications in optimization. On the ...
Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...
We rationalize these findings in a menu cost model with positive trend inflation and decreasing returns at the firm level, which replicates firm and aggregate Phillips curve convexity. The ...
Mohit Tawarmalani, the executive associate dean of faculty and Allison and Nancy Schleicher Chair in Management in the Mitch Daniels School of Business, presented “Optimization Beyond Convexity: ...