A Model of Multi-Period Investment under Uncertainty
This paper explores rational decision making for investment in the stock market. The first part is concerned with problems of a methodological nature, mainly dealing with the relationship between normative models and operations research. The major part explores a particular model and the various features the model possesses. The interpretation and use of a dual prices in a stochastic programming model is discussed. The final part will suggest various possible extensions into other areas.
Year of publication: |
1962
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Authors: | Naslund, Bertil ; Whinston, Andrew |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 8.1962, 2, p. 184-200
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
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