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A Model of Multi-Period Investment under Uncertainty

A Model of Multi-Period Investment under Uncertainty This paper explores rational decision making for investment in the stock market. The first part is concerned with problems of a methodological nature, mainly dealing with the relationship between normative models and operations research. The major part explores a particular model and the various features the model possesses. The interpretation and use of a dual prices in a stochastic programming model is discussed. The final part will suggest various possible extensions into other areas. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Management Science INFORMS

A Model of Multi-Period Investment under Uncertainty

Naslund, Bertil; Whinston, Andrew
Management Science , Volume 8 (2): 17 – Jan 1, 1962
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Publisher
INFORMS
Copyright
Copyright © INFORMS
Subject
Research Article
ISSN
0025-1909
eISSN
1526-5501
DOI
10.1287/mnsc.8.2.184
Publisher site
See Article on Publisher Site

Abstract

This paper explores rational decision making for investment in the stock market. The first part is concerned with problems of a methodological nature, mainly dealing with the relationship between normative models and operations research. The major part explores a particular model and the various features the model possesses. The interpretation and use of a dual prices in a stochastic programming model is discussed. The final part will suggest various possible extensions into other areas.

Journal

Management Science – INFORMS

Published: Jan 1, 1962

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