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Rand [II] and CACI

In: Harry Markowitz Selected Works

Author

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  • HARRY M MARKOWITZ

    (University of California, San Diego, USA)

Abstract

AbstractThe following sections are included:SIMULATING WITH SIMSCRIPTSimscript's World-ViewThe Simscript Method of CommunicationReferencesPROGRAMMING BY QUESTIONNAIREPREFACECONTENTSINTRODUCTIONTHE MECHANICS OF PROGRAM GENERATIONUSING A PROGRAM GENERATORTHE QUESTIONNAIRETHE STATEMENT LISTDECISION TABLESTHE EDITOROBSERVATIONS AND DISCUSSIONOTHER TECHNIQUESEXTENSIONS OF THE PROGRAM GENERATION CONCEPTCHANGING THE GENERATOR AND MODIFYING GENERATED PROGRAMSVARIANTS OF THE QUESTIONNAIREDIFFICULTIES YET UNSOLVEDCONCLUSION Appendix A QUESTIONNAIREAppendix B SAMPLE STATEMENT LIST AND DECISION TABLESSIMSCRIPTHISTORYBASIC CONCEPTSEntitiesAttributesSetsChange of StatusSIMULATION APPLICATIONSA Job Shop ExerciseA Life Insurance Company Corporate ModelA VM/370 SimulatorAN ENTITY, ATTRIBUTE, SET, AND EVENT VIEW OF DATA BASE SYSTEMSComparison with Other Data Base LanguagesTHE SIMSCRIPT LANGUAGE WRITING LANGUAGEAdditional Level 7 NeedsENTITIES OF LOGIC AND MATHEMATICSSUMMARYREFERENCESBARRIERS TO THE PRACTICAL USE OF SIMULATION ANALYSISINTRODUCTIONPASTPRESENTFUTUREPOSTSCRIPT AND SUMMARYREFERENCES

Suggested Citation

  • Harry M Markowitz, 2009. "Rand [II] and CACI," World Scientific Book Chapters,in: Harry Markowitz Selected Works, chapter 4, pages 147-277 World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812833655_0004
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    Keywords

    Portfolio Theory; SIMSCRIPT; Sparse Matrices; Behavioral Finance; Harry Markowitz;

    JEL classification:

    • B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
    • D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G1 - Financial Economics - - General Financial Markets

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