Winston, Elliot Hedging and maxmin. (English) Zbl 0474.90084 SIAM J. Control Optimization 20, 14-19 (1982). MSC: 91A05 90C90 49J35 PDFBibTeX XMLCite \textit{E. Winston}, SIAM J. Control Optim. 20, 14--19 (1982; Zbl 0474.90084) Full Text: DOI
Harrison, J. Michael; Pliska, Stanley R. Martingales and stochastic integrals in the theory of continuous trading. (English) Zbl 0482.60097 Stochastic Processes Appl. 11, 215-260 (1981). MSC: 60K30 91-02 60H05 60G44 91B99 91G20 PDFBibTeX XMLCite \textit{J. M. Harrison} and \textit{S. R. Pliska}, Stochastic Processes Appl. 11, 215--260 (1981; Zbl 0482.60097) Full Text: DOI
Silvert, William The formulation and evaluation of predictions. (English) Zbl 0463.93008 Int. J. Gen. Syst. 7, 189-205 (1981). MSC: 93A10 03E72 PDFBibTeX XMLCite \textit{W. Silvert}, Int. J. Gen. Syst. 7, 189--205 (1981; Zbl 0463.93008) Full Text: DOI
Richard, Scott F. A generalized capital asset pricing model. (English) Zbl 0421.90039 Portofolio theory, 25 years after, Essays in Honor of Harry Markowitz; TIMS, Stud. Manage. Sci., Vol. 11, 215-232 (1979). MSC: 90B99 91B10 PDFBibTeX XML
Sharpe, William F. Mean-absolute-deviation characteristic lines for securities and portfolios. (English) Zbl 0225.90009 Manage. Sci., Appl. 18, B1-B13 (1971). MSC: 91G20 91G10 PDFBibTeX XMLCite \textit{W. F. Sharpe}, Manage. Sci., Appl. 18, B1--B13 (1971; Zbl 0225.90009) Full Text: DOI