Stochastic optimization and economic models
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I. Econometric Models and Optimal Economic Policy.- II. Stochastic Processes in Economic Models.- III. Recent Economic Models in Applied Optimal Control.- IV. Efficient Diversification in Optimal Portfolio Theory.- V. Portfolio Efficiency under Singularity and Orthogonality.- VI. Diversification and Robustness in Portfolio Investment: An Empirical Analysis.- VII. Efficiency Measurement in Nonmarket Systems Through Data Envelopment Analysis.- Author Index.