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" Stochastic Optimization and Economic Models. "
W Leinfellner
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BL
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| Record Number
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776680
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b596677
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| Main Entry
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W Leinfellner
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| Title & Author
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Stochastic Optimization and Economic Models.\ W Leinfellner
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| Publication Statement
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Dordrecht : Springer Netherlands, 1986
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| ISBN
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9401730857
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: 9789401730853
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| Contents
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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.
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G Eberlein
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H Skala
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W Leinfellner
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