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    <SEQUENTIAL>
      <record key="001" att1="001" value="LIB903244706" att2="LIB903244706">001   LIB903244706</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="087" subkey="a">33</field>
      <field key="100" subkey="b">ziemba, w.t. (ed.)</field>
      <field key="104" subkey="b">vickson, r.g. (ed.)</field>
      <field key="331" subkey="">stochastic optimization models in finance</field>
      <field key="335" subkey="a">ziemba, william ; dedicated to the memory of (1910-1967)</field>
      <field key="403" subkey="">1. ed.</field>
      <field key="410" subkey="">new york, san francisco, london</field>
      <field key="412" subkey="">academic press, a subsidiary of harcourt brace jovanovich, publishers</field>
      <field key="425" subkey="">1975</field>
      <field key="433" subkey="">xvi, 719 pp.</field>
      <field key="451" subkey="">economic theory and mathematical economics</field>
      <field key="451" subkey="h">shell, karl (ed.)</field>
      <field key="517" subkey="c">from the table of contents: preface; mathematical tools: introduction; expected utility theory; convexity and the kuhn-tucker</field>
      <field key="con" subkey="d">itions; dynamic programming; computational and review exercises; mind-expanding exercises; qualitative economic results:</field>
      <field key="int" subkey="r">oduction; stochastic dominance; measures of risk aversion; separation theorems; computational and review exercises;</field>
      <field key="min" subkey="d">-expanding exercises; static portfolio selection models: introduction; mean-variance and safety first approaches and their</field>
      <field key="ext" subkey="e">nsions; existence and diversification of optimal portfolio policies; effects of taxes on risk taking; computational and</field>
      <field key="rev" subkey="i">ew exercises; mind-expanding exercises; dynamic models reducible to static models: introduction; models that have a single</field>
      <field key="dec" subkey="i">sion point; risk aversion over time implies static risk aversion; myopic portfolio policies; computational and review</field>
      <field key="exe" subkey="r">cises; mind-expanding exercises; dynamic models: introduction; two-period consumption models and portfolio revision; models</field>
      <field key="of" subkey="o">ptimal capital accumulation and portfolio selection; models of option strategy; the capital growth criterion and</field>
      <field key="con" subkey="t">inuous-time models; computational and review exercises; mind-expanding exercises;</field>
      <field key="540" subkey="">0-12-780850-7</field>
      <field key="544" subkey="">6925-A</field>
      <field key="700" subkey="b">332</field>
      <field key="700" subkey="b">financial economics</field>
      <field key="710" subkey="">finance</field>
      <field key="710" subkey="">mathematical optimization</field>
      <field key="710" subkey="">stochastic processes</field>
    </SEQUENTIAL>
  </section>