Asset Allocation Problem Solving

  • Shingo Takahashi
  • Kyoichi Kijima
  • Ryo Sato


This chapter deals with an asset allocation problem using scenario and stochastic networks. It is an example of the application of the coordination mechanism of Takahara’s cybernetic approach to organizations [5], hereafter referred to as the “cybernetic approach.”


Asset Allocation Asset Class Stochastic Network Balance Principle Solution Aggregation 
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    Mesarovic MD, Macko D, Takahara Y (1970) Theory of hierarchical, multilevel systems. Academic, New YorkGoogle Scholar
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    Mulvey JM, Vladimirou H (1989) Stochastic network optimization models for investment planning. Annals of Operations Research 20:187–217MathSciNetMATHCrossRefGoogle Scholar
  3. 3.
    Takahara Y, Mesarovic MD (2003) Organizational structure: cybernetic foundation. Kluwer Academic, New YorkGoogle Scholar

Copyright information

© Springer Japan 2004

Authors and Affiliations

  • Shingo Takahashi
    • 1
  • Kyoichi Kijima
    • 2
  • Ryo Sato
    • 3
  1. 1.School of Science and EngineeringWaseda UniversityShinjuku-ku, TokyoJapan
  2. 2.Faculty of Decision Science and TechnologyTokyo Institute of TechnologyMeguro-ku, TokyoJapan
  3. 3.Institute of Policy and Planning SciencesThe University of TsukubaTsukuba, IbarakiJapan

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