LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING-Reference-Cited by-同舟云学术

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LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING

Published:1975 Issue: Volume: Page:517-524
ISSN:
Container-title:Stochastic Optimization Models in Finance
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Author:

Samuelson Paul A.

Publisher

Elsevier

Reference16 articles.

1. “Aspects of the Theory of Risk-Bearing”;Arrow,1965

2. “A New Interpretation of Information Rate,”;Kelly;Bell System Technical Journal,1956

3. “Criteria for Choice Among Risky Ventures,”;Latané;Journal of Political Economy,1959

4. “Optimal Savings Under Uncertainty,”;Levhari,1967

5. Portfolio Selection: Efficient Diversification of Investment;Markowitz,1959

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