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NEAVE, E. H. (1973). "Optimal Consumption-investment decisions and discrete-time dynamic<br />

programming." Mimeograph. Queen's Univ., Kingston, Ontario, Canada.<br />

NEMHAUSER, G. L. (1966). Introduction to Dynamic Programming. Wiley, New York.<br />

NEWMAN, P. (1969). "Some properties of concave functions." JET I, 291-314.<br />

OHLSON, J. A. (1972a). "Portfolio selection in a log stable market." Res. Paper No. 137.<br />

Graduate School of Bus., Stanford Univ., Stanford, California.<br />

OHLSON, J. A. (1972b). "Optimal portfolio selection in a log-normal market when the<br />

investor's utility-function is logarithmic." Res. Paper No. 117. Graduate School of Bus.,<br />

Stanford Univ., Stanford, California.<br />

OHLSON, J. A. (1974). "Quadratic approximations of the portfolio selection problem when<br />

the means and variances of returns are infinite. Mimeograph. Graduate School of Bus.,<br />

Stanford Univ., Stanford, California.<br />

OHLSON, J. A., and ZIEMBA, W. T. (1974). "Portfolio selection in a lognormal market when the<br />

investor has a power utility function." JFQA. To be published.<br />

OLSEN, P. L. (1973a). "Multistage stochastic programming: The deterministic equivalent<br />

problem." Tech. Rep. No. 191. Dept. of Oper. Res., Cornell Univ., Ithaca, New York.<br />

OLSEN, P. L. (1973b). "Measurability in stochastic programming." Tech. Rep. No. 196.<br />

Dep. of Oper. Res., Cornell Univ., Ithaca, New York.<br />

ORGLER, Y. E. (1969). "An unequal-period model for cash management decisions." MS 16,<br />

472-490.<br />

ORGLER, Y. E. (1970). Cash Management: Methods and Models. Wadsworth, Belmont,<br />

California.<br />

ORR, D. (1970). Cash Management and the Demand for Money. Praeger, New York.<br />

PAINE, N. R. (1966). "A case study in mathematical programming of portfolio selections."<br />

Applied Statistics 1, 24-36.<br />

PARIKH, S. C. (1968). "Lecture notes for the course in stochastic programming." Dep. of<br />

I.E. and O.R., Univ. of California, Berkeley.<br />

PENNER, R. G. (1964). "A note on portfolio selection and taxation." RES 31, 83-86.<br />

PHELPS, E. S. (1962). "The accumulation of risky capital: A sequential utility analysis."<br />

£30,729-743.<br />

PHELPS, R. R. (1966). Lectures on Choquet's Theorem. Van Nostrand-Reinhold, Princeton,<br />

New Jersey.<br />

POGUE, G. A. (1970). "An intertemporal model for investment management." JBR 1, 17-33.<br />

POLLAK, R. A. (1967). "Additive von Neumann-Morgenstern utility functions." E 35,<br />

485-494.<br />

PONSTEIN, J. (1967). "Seven kinds of convexity." SI AM Rev. 9, 115-119.<br />

PONTRYAGIN, L. S., BOLTYANSKII, V. G., GAMKRELIDZE, R. V., and MISCHENKO, E. F.<br />

(1962). The Mathematical Theory of Optimal Processes, translated by K. N. Trirogoff.<br />

Wiley (Interscience), New York.<br />

PORTER, R. B. (1961). "A model of bank portfolio selection." Yale Economic Essays, Vol. I,<br />

pp. 323-357.<br />

PORTER, R. B. (1972). "A comparison of stochastic dominance and stochastic programming<br />

as corporate financial decision models under uncertainty." Mimeograph. School of<br />

Business, Univ. of Kansas, Lawrence, Kansas.<br />

PORTER, R. B. (1974). "Semivariance and stochastic dominance: A comparison." AER.<br />

To be published.<br />

PORTER, R. B., and GAUMNITZ, J. E. (1972). "Stochastic dominance vs. mean-variance<br />

portfolio analysis: An empirical evaluation." AER 62, 438-446.<br />

PORTER, R. B., WART, J. R., and FERGUSON, D. L. (1973). "Efficient algorithms for conducting<br />

stochastic dominance tests on large numbers of portfolios." JFQA 8, 71-81.<br />

710<br />

BIBLIOGRAPHY

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