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Parametric Evaluation and Mean-Standard Deviation Analysis in Stochastic Programming Models

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  • Itami, Hiroyuki

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  • Itami, Hiroyuki, 1974. "Parametric Evaluation and Mean-Standard Deviation Analysis in Stochastic Programming Models," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 9(1), pages 62-82, July.
    • Handle: RePEc:hit:hitjcm:v:9:y:1974:i:1:p:62-82
    DOI: 10.15057/7574
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    References listed on IDEAS

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    1. M. S. Feldstein, 1969. "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 5-12.
    2. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    3. Arthur M. Geoffrion, 1967. "Stochastic Programming with Aspiration or Fractile Criteria," Management Science, INFORMS, vol. 13(9), pages 672-679, May.
    4. M. L. Balinski & W. J. Baumol, 1968. "The Dual in Nonlinear Programming and its Economic Interpretation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 35(3), pages 237-256.
    5. Pyle, David H & Turnovsky, Stephen J, 1970. "Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 75-81, February.
    6. William J. Baumol, 1963. "An Expected Gain-Confidence Limit Criterion for Portfolio Selection," Management Science, INFORMS, vol. 10(1), pages 174-182, October.
    7. Bertil Naslund & Andrew Whinston, 1962. "A Model of Multi-Period Investment under Uncertainty," Management Science, INFORMS, vol. 8(2), pages 184-200, January.
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