Staochastic Optimization Models in Finance

Bibliographic Details
Main Author: Ziemba, W, T, (Ziemba, W, T)
Other Authors: Vickson, R, G, (Vickson, R, G)
Format: Printed Book
Language:English
Published: New York: Academic Press, 1975.
Series:Economic Theory and Mathematical Economics.
Subjects:
Econometrics, Dynamic Programming, Effects of Taxes on Risk Taking.
Expected Utility Theory,Dynamic Programming,Stochastic Dominance,Separation Theorem,Measure of Risk Aversion

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