Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information
Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathemat
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INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE Frederick S. Hillier, Series Editor
Stanford University
Vanderbei, R / LINEAR PROGRAMMING: Foundations and Extensions Jaiswal, N.K. I MILITARY OPERATIONS RESEARCH: Quantitative Decision Making Gal, T. & Greenberg, H. I ADVANCES IN SENSmVITY ANALYSIS AND PARAMETRIC PROGRAMMING Prabhu, N.U. I FOUNDATIONS OF QUEUEING THEORY Fang, S.-C., Rajasekera, J.R. & Tsao, H.-S.J. / ENTROPY OPTIMIZATION AND MATHEMATICAL PROGRAMMING Yu, G. I OPERATIONS RESEARCH IN THE AIRLINE INDUSTRY Ho, T.-H. & Tang, C. S. I PRODUCT VARIETY MANAGEMENT EI-Taha, M. & Stidham, S. I SAMPLE-PATH ANALYSIS OF QUEUEING SYSTEMS Miettinen, K. M. I NONLINEAR MULTIOBJECTIVE OPTIMIZATION Chao, H. & Huntington, H. G. I DESIGNING COMPETmVE ELECTRICITY MARKETS Weglarz, J. I PROJECT SCHEDULING: Recent Models, Algorithms & Applications Sahin, I. & Polatoglu, H. I QUALITY, WARRANTY AND PREVENTIVE MAINTENANCE Tavares, L. V. I ADVANCED MODELS FOR PROJECT MANAGEMENT Tayur, S., Ganeshan, R & Magazine, M. / QUANTITATIVE MODELING FOR SUPPLY CHAIN MANAGEMENT Weyant, J./ ENERGY AND ENVIRONMENTAL POLICY MODELING Shanthikumar, 1.G. & Sumita, UJAPPLIED PROBABILITY AND STOCHASTIC PROCESSES Liu, B. & Esogbue, AO. I DECISION CRITERIA AND OPTIMAL INVENTORY PROCESSES Gal, T., Stewart, T.J., Hanne, T.I MULTICRITERIA DECISION MAKING: Advances in MCDM Models, Algorithms, Theory, and Applications Fox, B. L.J STRATEGIES FOR QUASI-MONTE CARLO Hall, RW. I HANDBOOK OF TRANSPORTATION SCIENCE Grassman, W.K.! COMPUTATIONAL PROBABILITY Pomerol, J-C. & Barba-Romero, S. / MULTICRITERION DECISION IN MANAGEMENT Axsliter, S. / INVENTORY CONTROL Wolkowicz, H., Saigal, R., Vandenberghe, L./ HANDBOOK OF SEMI-DEFINITE PROGRAMMING: Theory, Algorithms, and Applications Hobbs, B. F. & Meier, P. I ENERGY DECISIONS AND THE ENVIRONMENT: A Guide /0 the Use ofMulticriteria Methods Dar-EI, E./ HUMAN LEARNING: From Learning Curves to Learning Organizations Armstrong, 1. S./ PRINCIPLES OF FORECASTING: A Handbookfor Researchers and Practitioners Balsamo, S., Persone, V., Onvural, R.! ANALYSISOF QUEUEING NETWORKS WITHBLOCKING Bouyssou, D. et all EVALUATION AND DECISION MODELS: A Critical Perspective Hanne, T./ INTELLIGENT STRATEGIES FOR META MULTIPLE CRITERIA DECISION MAKING Saaty, T. & Vargas, L.J MODELS, METHODS. CONCEPTS & APPLICATIONS OF THEANALYTIC HIERARCHY PROCESS Chatterjee, K. & Samuelson, W./ GAME THEORY AND BUSINESS APPLICATIONS Hobbs, B. et all THE NEXTGENERATION OF ELECTRIC POWER UNIT COMMITMENTMODELS Vanderbei, R.J.! LINEAR PROGRAMMING: Foundations and Extensions, 2nd Ed. Kimms, AI MATHEMATICAL PROGRAMMING AND FINANCIAL OBJECTIVES FOR SCHEDULING PROJECTS Baptiste, P., Le Pape, C. & Nuijten, W./ CONSTRAINT-BASED SCHEDULING Feinberg, E. & Shwartz, AI HANDBOOK OF MARKOV DECISION PROCESSES: Methods and Applications Ramik, 1. & Vlach, M. I GENERALIZED CONCAVITY IN FUZZY OPTIMIZATION AND DECISION ANALYSIS Song, J. & Yao, D. I SUPPLY CHAIN STRUCTURES: Coordination, Information and Optimization Kozan, E. & Ohuchi, AI OPERATIONS RESEARCH/ MA
