The American Economic Review, Volume 70American Economic Association., 1980 Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association. |
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Página 708
... given by xh ( H ) where x is a random variable with a mean of unity and with support [ a , b ] , where a > 0. As Levhari and Weiss note , this is a somewhat restric- tive way to model the randomness of human capital returns ...
... given by xh ( H ) where x is a random variable with a mean of unity and with support [ a , b ] , where a > 0. As Levhari and Weiss note , this is a somewhat restric- tive way to model the randomness of human capital returns ...
Página 898
... Given the above assumptions , the present value of the developer's profits is simply ( 5 ) P.V. = N1 ( R , −p ( 1 + D ) l , ) + DN1⁄2 ( R2 − pl2 ) Maximizing P.V. with respect to lot sizes and public services given equations ( 3 ) and ...
... Given the above assumptions , the present value of the developer's profits is simply ( 5 ) P.V. = N1 ( R , −p ( 1 + D ) l , ) + DN1⁄2 ( R2 − pl2 ) Maximizing P.V. with respect to lot sizes and public services given equations ( 3 ) and ...
Página 1093
... Given two cumulative probability distributions F , and F2 , strategy 1 will be preferred to strategy 2 by every ex- pected utility maximizer with a concave utility function , if and only if S ] [ F2 ( 1 ) − F ( 1 ) ] dt > 0 ∞ for all ...
... Given two cumulative probability distributions F , and F2 , strategy 1 will be preferred to strategy 2 by every ex- pected utility maximizer with a concave utility function , if and only if S ] [ F2 ( 1 ) − F ( 1 ) ] dt > 0 ∞ for all ...
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