http://worldcat.org/entity/work/id/28216293

Malinvaud's lemma and the theory of interest

'Lemma: Given a sequence p of vectors in the m-dimensional Euclidean space with (P sub t)>or=0, and the convex closed cone Gamma generated by (P sub t, -p sub(t+1)) in 2m-dimensional space there is some vector p>or=0 and some positive rho such that (p, -(rho)p) belongs to Gamma.' In the paper, the authors point out a minor inaccuracy in the above statement and present a proof of a corrected and slightly generalized version. (Author).

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