STOCHASTIC

REFERENCES
SOME EFFECTS OF TAXES ON RISK-TAKING 305
[1] Charnes, A. and Cooper, W. W. Management Models and Industrial Applications
of Linear Programming (John Wiley & Sons Inc., New York, 1961, I and II).
[2] Charnes, A., Cooper, W. W. and Thompson, G. L. " Chance-Constrained Programming
and Related Approaches to Cost Effectiveness " O.N.R. Contract 760
(24) NR 047-048, Carnegie Institute of Technology, Pittsburgh, U.S.A.
[3] Charnes, A. and Cooper, W. W. " Chance-Constrained Programming^", Management
Science, 6, No. 1 (October 1959).
[4] Charnes, A. and Cooper, W. W. " Deterministic Equivalents for Optimizing and
Satisficing under Chance-Constraints ", Operations Research, 11 (1963), 18-39.
[5] Charnes, A. and Cooper, W. W. " Normal Deviates and Chance Constraints ",
Journal of the American Statistical Association, 57 (1962), 134-138.
[6] Charnes, A., Cooper, W. W. and Symonds, G. H. " Cost Horizons and Certainty
Equivalents: An Approach to Stochastic Programming of Heating Oil Production ",
Management Science, 4, No. 3 (1958).
[7] Charnes, A., Cooper, W. W. and Thompson, G. L. " Characterizations by Chance-
Constrained Programming " in R. L. Graves and P. Wolfe, eds., Recent Advances
in Mathematical Programming (New York, 1963).
[8] Domar, E. and Musgrave, R. " Proportional Income Taxation and Risk-Taking ",
Quarterly Journal of Economics, 57.
[9] Lintner, J. " The Valuation of Risk Assets and the Selection of Risky Investments
in Stock Portfolios and Capital Budgets ", Review of Economics and Statistics
(June 1965).
[10] Markowitz, H. " Portfolio Selection ", Journal of Finance, 7, No. 1 (1952), 77-91.
[11] Markowitz, H. M., Portfolio Selection (New York, 1959).
[12] Naslund, B. and Whinston, A. " A Model of Decision Making Under Uncertainty ",
Management Science (January 1962).
[13] Naslund, B. and Whinston, A. " On some Variational Theorems ", Indian Journal
of Operations Research, No. 1, 1965.
[14] Naslund, B. " Mathematical Programming Under Risk ", The Swedish Journal of
Economics (October 1965).
[15] Puu, T. Studier i Det Optimala Tillgdngsvalets Teori (Almqvist & Wicksell, Uppsala,
1964).
[16] Richter, M. K. " Cardinal Utility Portfolio Selection and Taxation ", The Review
of Economic Studies (1960).
[17] Roy, A. D. " Safety First and the Holding of Assets ", Econometrica (July 1952).
[18] Samuelson, P. A. Foundations of Economic Analysis (Cambridge, 1958).
3. EFFECTS OF TAXES ON RISK TAKING 329