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Linear approximations to Euler equations imply a linear relationship between expected consumption growth and uncertainty in consumption growth, with a slope coefficient that is a function of the ...
Econometrica, Vol. 35, No. 3/4 (Jul. - Oct., 1967), pp. 447-471 (25 pages) ...
Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...