Annals of Operations Research · 1989 · 129 citations · 27 references
Natural SciencesIndustrial EngineeringMathematicsInvestment ManagementOptimizationStochastic ProcessesCombinatorial OptimizationInvestmentNetwork OptimizationStochastic NetworksStochastic OptimizationStochastic ProgrammingMulti-stage Stochastic ProgrammingOptimal InvestmentStochastic Network FlowsStochastic Network ModelsStochastic Network Optimization
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Colin Goodall, Ian T. Jolliffe · Technometrics · 1988 · 8.7K citations
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations
Theory of Games and Economic Behavior
E. N., John von Neumann, Oskar Morgenstern · The Journal of Philosophy · 1945 · 4.1K citations