Conjugate Duality in Economic Analysis
Bruce C. Dieffenbach ()
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Bruce C. Dieffenbach: Independent author
in Contributions to Economics from Springer, currently edited by Johannes Glaeser
Date: 2026
ISBN: 978-3-032-21396-9
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Chapters in this book:
- Ch 1 Discovery and Proof via Duality
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- Ch 2 No Duality Gap
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- Ch 3 Fenchel Factors
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- Ch 4 Conjugate Duality
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- Ch 5 Support
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- Ch 6 Epigraph
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- Ch 7 Subdifferential
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- Ch 8 Lagrangian
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- Ch 9 Karush-Kuhn-Tucker
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- Ch 10 Linear Transformation
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- Ch 11 Decomposition
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- Ch 12 Linear Equation
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- Ch 13 Benefit and Cost
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- Ch 14 Diet
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- Ch 15 Activity Analysis
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- Ch 16 Zero-Sum Game
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- Ch 17 Assignment
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- Ch 18 Constant Elasticity of Substitution
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- Ch 19 Cone Representation of a Convex Set
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- Ch 20 Cone Representation of a Convex Function
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- Ch 21 Directional Derivative and Subdifferential
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- Ch 22 Normal Cone
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- Ch 23 Subdifferential Calculus
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- Ch 24 Polyhedra
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- Ch 25 Euclidean Jordan Algebra
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- Ch 26 Spectral Decomposition
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- Ch 27 Spectral Conjugate
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- Ch 28 Quadratic Function
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- Ch 29 Lorentz Euclidean Jordan Algebra
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- Ch 30 Hermitian Euclidean Jordan Algebra
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- Ch 31 Hahn-Banach
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- Ch 32 Ekeland Variational Principle
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- Ch 33 Homogeneous Fractional Programming
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- Ch 34 Fractional Programming
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- Ch 35 The Alternative
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- Ch 36 Efficiency Duality
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- Ch 37 Weak Efficiency
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- Ch 38 Efficiency
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- Ch 39 Domestic Product and Income
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- Ch 40 Shephard Duality
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- Ch 41 Heckscher-Ohlin via Shephard Duality
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- Ch 42 Factor-Intensive Production Function
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- Ch 43 Heckscher-Ohlin via Factor-Intensive Production Function
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- Ch 44 Hicks and Marshall Decompositions
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- Ch 45 Consumption Demand
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- Ch 46 Indirect Utility
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- Ch 47 Benefit
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- Ch 48 Resource Utilization
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- Ch 49 Welfare and Equilibrium
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- Ch 50 Core and Equilibrium
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- Ch 51 Bondareva-Shapley
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- Ch 52 Moment Space
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- Ch 53 Least-Squares Linear Regression
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- Ch 54 Multivariate Least-Squares Linear Regression
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- Ch 55 Instrumental Variables
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- Ch 56 Likelihood Statistical Inference
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- Ch 57 Conjugate Maximum Likelihood
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- Ch 58 Maximum-Likelihood Estimation of Linear Regression
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- Ch 59 Stochastic Discount Factor
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- Ch 60 Expected Utility
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- Ch 61 Price Bounds
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- Ch 62 Sharpe Ratio
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- Ch 63 Efficient-Portfolios Risk-Free Asset
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- Ch 64 Efficient Portfolios No Risk-Free Asset
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- Ch 65 Capital-Asset Pricing
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- Ch 66 Arbitrage Pricing Theory
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- Ch 67 Stability
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- Ch 68 Balanced Growth
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Persistent link: https://EconPapers.repec.org/RePEc:spr:coneco:978-3-032-21396-9
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DOI: 10.1007/978-3-032-21396-9
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