LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
暂无分享,去创建一个
[1] T. Srinivasan,et al. Optimal Savings under Uncertainty , 1969 .
[2] Paul A. Samuelson,et al. A Complete Model of Warrant Pricing that Maximizes Utility , 1969 .
[3] J. Mossin. Optimal multiperiod portfolio policies , 1968 .
[4] P. Samuelson. General Proof that Diversification Pays , 1967, Journal of Financial and Quantitative Analysis.
[5] K. Arrow,et al. Aspects of the theory of risk-bearing , 1966 .
[6] P. Samuelson. Risk and uncertainty: a fallacy of large numbers , 1963 .
[7] Edmund S. Phelps. THE ACCUMULATION OF RISKY CAPITAL: A SEQUENTIAL UTILITY ANALYSIS , 1962 .
[8] A. Stuart,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .
[9] H. Latané. Criteria for Choice Among Risky Ventures , 1959, Journal of Political Economy.
[10] J. Tobin. Liquidity Preference as Behavior towards Risk , 1958 .
[11] John L. Kelly,et al. A new interpretation of information rate , 1956, IRE Trans. Inf. Theory.
[12] J. B. Williams. Speculation and the Carryover , 1936 .