Stochastic Optimization and Economic Models

by Jati K. Sengupta

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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Year of publication:	1986
Authors:	Sengupta, Jati K.
Publisher:	Dordrecht : Springer
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming \| Portfolio-Management \| Portfolio selection \| Ökonometrisches Modell \| Econometric model \| Data-Envelopment-Analyse \| Data envelopment analysis \| Wirtschaftsmodell \| Economic model

Extent:	Online-Ressource (X, 373 p) digital
Series:	Theory and Decision Library, Series B: Mathematical and Statistical Methods ; 2 Theory and Decision Library B, Mathematical and Statistical Methods ; 2
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-94-017-3085-3 ; 978-90-481-8426-2
Other identifiers:	10.1007/978-94-017-3085-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013520217