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Stochastic Linear Programming Models
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Stochastic Linear Programming Models (1986)Stochastic Linear Programming ModelsLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Decision Making Under Uncertainty: Models and Choices (1979)Decision Making Under Uncerta…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingRisk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Utility Theory for Decision Making (1971)Utility Theory for Decision M…UTILITY THEORY FOR DECISION MAKING (1970)UTILITY THEORY FOR DECISION M…Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Decision Analysis: Introducto…Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Decision Analysis: Introducto…Entscheidungskriterien bei Risiko (1967)Entscheidungskriterien bei Ri…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…Theory of Games and Economic Behaviour. (1946)Theory of Games and Economic …The Framing of Decisions and the Psychology of Choice (1981)Maxmin expected utility with non-unique prior (1989)Time Discounting and Time Preference: A Critical Review (2002)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)A two-stage stochastic programming framework for transportation planning in disaster response (2004)The Economic Theory of Agency: The Principal's Problem. (1973)Prospect theory: An analysis of decision under risk (1988)Evaluating patient-based outcome measures for use in clinical trials. (1998)The valuation of reliability for personal travel (2001)Cooperation between non-kin in animal societies (2009)On Economic Inequality (1973)The structure of random utility models (1977)The Framing of Decisions and the Psychology of Choice (1985)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)Coping with Uncertainty: A Naturalistic Decision-Making Analysis (1997)The antecedents and consequents of user perceptions in information technology adoption (1998)The irrelevance of inference: a decision-making approach to the stochastic evaluation of health care technologies (1999)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)On the measurement of inequality (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
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References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1971Utility Theory for Decision Making2,460 cited
  • 1969Decision Analysis: Introductory Lectures on Choices Under Uncertainty.1,928 cited
  • 1970UTILITY THEORY FOR DECISION MAKING1,614 cited
  • 1946Theory of Games and Economic Behaviour.1,285 cited
  • 1955Linear Programming under Uncertainty1,227 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1969Decision Analysis: Introductory Lectures on Choices Under Uncertainty.960 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 1967Entscheidungskriterien bei Risiko368 cited
  • 1976Stochastic Linear Programming337 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
  • 1979Decision Making Under Uncertainty: Models and Choices198 cited

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