REFERENCES
- BRADLEY , E. , and MORRIS , C. , 1977 , Stein paradox in statistics. Scientific American , May .
- BROCKETT , P. L. , CHARNES , A. , COOPJ;R , W. W. , KWON , K. H. , and RUEFLI , T. W. , 1992 , Chance-conslrained programming approach to empirical analyses of mutual fund investment strategies decision Science. The Journal of the Decision Sciences Institute , 23 , No. 2,March/April .
- CHARNES , A. A. , and COOPER , W. W. , 1959 , Chance-constrained programs with normal deviates and linear decision rules. Naval Research Logistics Quarterly , 7 ; 1992, Chance-constraints and normal deviates. Journal of the American Statistical Assocation, 57 .
- CHARNES , A. A. , COOPER , W. W. , and THOMPSON , G. L. , 1965 , Chance-constrained programming and related approaches to cost effectiveness. System Research Memorandum 123 , Northwestern University , Evanston , Illinois , U.S.A .
- ECK , R. D. , 1976 , Operational Research for Business ( Wadsworth ).
- FISCHER , D. E. , and LIEBERMAN , G. J. , 1990 , Introduction to Mathematical Programming ( New York McGraw-Hill ).
- Ho , Y. K. , 1990 , Stock return seasonalities in Asia Pacific Markets. Journal of International Management and Accounting , 2 ,
- JOHNSON , J. D. , and KORKIE , B. , 1981 , Putting Markowitz theory to work. Journal of Portfolio Management .
- JOHNSON , R. A. , 1982 , Applied Multivariate Statistical Analysis , third edition ( Englewood Cliffs , New Jersey , U.S.A . Prentice Hall ).
- MARKOWITZ , H. M. , 1952 , Portfolio selection. Journal of Finance , 7 ; 1959, Portfolio selection-efficient diversification of investment(New Haven, Connecticut, U.S.A./London, U.K. Yale University Press) .
- MCCORMICK , G. P. , 1983 , Nonlinear Programming Theory, Algorithm and Applications ( New York Wiley ).
- REILLY , F. K. , 1985 , Investment Analysis and Portfolio Management ( Dryden Press ).
- TAHA , H. A. , 1987 , Operations Research-An Introduction ( Macmillan ).
- VAJDA , S. , 1972 , Probabilistic Programming ( New York Academic Press ).
- Tel: + 1 (715) 394 8364; Fax: + 1 (715) 394 8454.