06.06.2013 Views

STOCHASTIC

STOCHASTIC

STOCHASTIC

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

KUSHNER, H. J. (1967). Stochastic Stability and Control. Academic Press, New York.<br />

KUSHNER, H. J. (1971). Introduction to Stochastic Control. Holt, New York.<br />

LARSON, R. E. (1968). State Increment Dynamic Programming. Amer. Elsevier, New<br />

York.<br />

LASDON, L. S. (1970). Optimization Theory for Large Systems. Macmillan, New York.<br />

LATANE, H. A. (1959). "Criteria for choice among risky ventures." JPE 67, 144-155.<br />

LATANE, H. A. (1972). "An optimum growth portfolio selection model." In Mathematical<br />

Methods in Investment and Finance (G. Szego and K. Shell, eds,) pp. 336-343. North-<br />

Holland Publ., Amsterdam.<br />

LEHMANN, E. L. (1955). "Ordered families of distributions." AMS 26, 399-419.<br />

LELAND, H. E. (1968). "Saving and uncertainty: The precautionary demand for saving."<br />

QJE 82, 465^173.<br />

LELAND, H. E. (1971). "Optimal forward exchange positions." JPE 79, 257-269.<br />

LELAND, H. E. (1972). "On turnpike portfolios." In Mathematical Methods in Investment<br />

and Finance (G. Szego and K. Shell, eds.), pp. 24-33. North-Holland Publ., Amsterdam.<br />

LEPPER, S. J. (1967). "Effects of Alternative Tax Structures on Individual Holdings of<br />

Financial Assets." In Risk Aversion and Portfolio Choice (D. D. Hester and J. Tobin, eds.),<br />

pp. 51-109. Wiley, New York.<br />

LEVHARI, D. (1972). "Optimal savings and portfolio choice under uncertainty." In<br />

Mathematical Methods in Investment and Finance (G. Szego and K. Shell, eds.), pp. 34-48.<br />

North-Holland Publ., Amsterdam.<br />

LEVHARI, D., and SRINIVASAN, T. N. (1969). "Optimal savings under uncertainty." RES 36,<br />

153-163.<br />

LEVY, H. (1973). "Stochastic dominance among log-normal prospects." Res. Rep. No.<br />

1/1973. Dept. of Bus. Admin., The Hebrew Univ. Jerusalem.<br />

LEVY, H. (1974). "The rationale of mean-standard deviation analysis: Comment." AER 64,<br />

434-441.<br />

LEVY, H. and HANOCH, G. (1970). "Relative effectiveness of efficiency criteria for portfolio<br />

selection." JFQA 5, 63-76.<br />

LEVY, H., and SARNAT, M. (1970). "Alternative efficiency criteria: An empirical analysis."<br />

JF 25, 1153-1158.<br />

LEVY, H., and SARNAT, M. (1971). "Two period portfolio selection and investors' discount<br />

rates." JF26 757-761.<br />

LEVY, H., and SARNAT, M. (1972a). Investment and Portfolio Analysis. Wiley, New York.<br />

LEVY, H., and SARNAT, M. (1972b). "Safety first: An expected utility principle." JFQA 7,<br />

1829-1834.<br />

LIPPMAN, S. A. (1971). Elements of Probability and Statistics. Holt, New York.<br />

LIPPMAN, S. A. (1972). "Optimal reinsurance." JFQA 7, 2151-2155.<br />

LOEVE, M. (1963). Probability Theory, 3rd ed. Van Nostrand-Reinhold, Princeton, New<br />

Jersey.<br />

LONG, J. B., JR. (1972). "Consumption-investment decisions and equilibrium in the<br />

securities market." In Studies in the Theory of Capital Markets (M. C. Jensen, ed.),<br />

pp. 146-222. Praeger, New York.<br />

LUENBERGER, D. G. (1969). Optimization by Vector Space Methods. Wiley, New York.<br />

LUENBERGER, D. E. (1973). Introduction to Linear and Nonlinear Programming. Addison-<br />

Wesley, Reading, Massachusetts.<br />

LUSTIG, P. A., and SCHWAB, B. (1973). Managerial Finance in a Canadian Setting. Holt,<br />

New York.<br />

MADANSKY, A. (1962). "Methods of solution of linear programs under uncertainty." OR<br />

10, 165-176.<br />

708<br />

BIBLIOGRAPHY

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!