Stochastic Optimization Models in Finance
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Published By Elsevier

9780127808505

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A GENERAL THEORY OF SUBJECTIVE PROBABILITIES AND EXPECTED UTILITIES

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50008-3 ◽

1975 ◽

pp. 11-21

Author(s):

PETER C. FISHBURN

Keyword(s):

General Theory ◽

Subjective Probabilities

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SAFETY-FIRST AND EXPECTED UTILITY MAXIMIZATION IN MEAN-STANDARD DEVIATION PORTFOLIO ANALYSIS

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50025-3 ◽

1975 ◽

pp. 235-241

Author(s):

David H. Pyle ◽

Stephen J. Turnovsky

Keyword(s):

Standard Deviation ◽

Expected Utility ◽

Utility Maximization ◽

Portfolio Analysis ◽

Expected Utility Maximization ◽

Safety First

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THE VALUE OF THE CALL OPTION ON A BOND**Financial support was provided by the Institute of Business and Economic Research of the University of California, Berkeley.

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50046-0 ◽

1975 ◽

pp. 547-552

Author(s):

GORDON PYE

Keyword(s):

Financial Support ◽

University Of California ◽

Economic Research ◽

Call Option ◽

The University

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INVESTMENT ANALYSIS UNDER UNCERTAINTY**Received January 1967; revised March 1968.††This study was supported, in part, by funds made available by the Ford Foundation to the Graduate School of Business, Stanford University. However, the conclusions, opinions and other statements in this publication are those of the author and are not necessarily those of the Ford Foundation.

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50034-4 ◽

1975 ◽

pp. 373-387

Author(s):

ROBERT WILSON

Keyword(s):

Graduate School ◽

Ford Foundation ◽

Investment Analysis ◽

Stanford University

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COMPUTATIONAL AND REVIEW EXERCISES

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50031-9 ◽

1975 ◽

pp. 331-341

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COMPUTATIONAL AND REVIEW EXERCISES

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50020-4 ◽

1975 ◽

pp. 171-181

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EVALUATING A CALL OPTION AND OPTIMAL TIMING STRATEGY IN THE STOCK MARKET**Received May 1966 and revised January 1967.

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50047-2 ◽

1975 ◽

pp. 553-562

Author(s):

HOWARD M. TAYLOR

Keyword(s):

Stock Market ◽

Optimal Timing ◽

Call Option

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PSEUDO-CONVEX FUNCTIONS**Received by the editors March 4, 1965.

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50009-5 ◽

1975 ◽

pp. 23-32

Author(s):

O.L. MANGASARIAN

Keyword(s):

Convex Functions ◽

Pseudo Convex

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PREFACE

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50005-8 ◽

1975 ◽

pp. xiii-xv

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Bibliography

Stochastic Optimization Models in Finance ◽

10.1016/b978-0-12-780850-5.50055-1 ◽

1975 ◽

pp. 701-714

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