These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.
SSRN Research Paper Series
The Social Science Research Network’s Research Paper Series includes working papers produced by Stanford GSB the Rock Center.
You may search for authors and topics and download copies of the work there.
Optimal Portfolio Selection In A Log-normal Market When The Investor's Utility-function Is Logarithmic
The paper analyzes the portfolio choice problem when the investor has logarithmic utility of wealth and asset returns have a multivariate lognormal distribution. It is shown that there exists a surrogate problem (objective function) which has the…
Simplification Activities in a Network Scheduling Context
Network scheduling activities are usually addressed in a two stage process of static schedule determination and subsecluent control monitoring. A more complete view combines these two subsets of decisions with information acquisition decisions…