Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One) - Couverture rigide
Synopsis
The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing
Legendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long run
In Risk-Return Analysis, Markowitz corrects common misunderstandings about Modern Portfolio Theory (MPT) to help advanced financial practitioners dramatically improve their decision making.
In this first volume of a groundbreaking four-part series sure to draw the attention of anyone interested in MPT, Markowitz provides the criteria necessary for judging among risk-measures; surveys a half-century of literature (nearly all of which has been ignored by textbooks) on the applicability of MPT; and presents an empirical study of which functions of mean and some risk-measure is best for those who seek to maximize return in the long run.
Harry M. Markowitz is a Nobel Laureate and the father of Modern Portfolio Theory.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
HARRY M. MARKOWITZ is a Nobel Laureate and the father of Modern Portfolio Theory. Named "Man of the Century" by Pensions & Investments magazine, he is a recipient of the prestigious John von Neumann Theory Prize for his work in portfolio theory, sparse matrix techniques, and the SIMSCRIPT programming language.
KENNETH A. BLAY serves as the Director of Research for 1st Global. He leads asset allocation research and policy recommendations for the firm's investment management platform. He has played an instrumental role in the development of 1st Global's efforts in portfolio management, investment due diligence, capital markets analysis, and the establishment of theInvestment Management Research Group, which today oversees the firm's portfolio management research. Kenneth has worked extensively with Dr. Harry Markowitz on portfolio analysis, risk management, and various research initiatives including tax-cognizant asset allocation.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Risk-Return Analysis: The Theory and Practice of Rational...
Image d'archives
Risk-Return Analysis: the Theory and Practice of Rational Investing (Volume One) Vol. 1
Edité par
McGraw-Hill Education, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Ancien ou d'occasion
Couverture rigide
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Fine. Used book that is in almost brand-new condition. N° de réf. du vendeur 55036134-6
Acheter D'occasion
EUR 27,87
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
Edité par
McGraw Hill, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Ancien ou d'occasion
Couverture rigide
Vendeur : Goodwill of Greater Milwaukee and Chicago, Racine, WI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : acceptable. Book is considered to be in acceptable condition. The actual cover image may not match the stock photo. Book may have one or more of the following defects: noticeable wear on the cover dust jacket or spine; curved, dog eared or creased page s ; writing or highlighting inside or on the edges; sticker s or other adhesive on cover; CD DVD may not be included; and book may be a former library copy. N° de réf. du vendeur SEWV.007181793X.A
Acheter D'occasion
EUR 25,34
Expédition à EUR 2,55
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
Edité par
McGraw-Hill Education, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Ancien ou d'occasion
Couverture rigide
Vendeur : HPB-Red, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_433640511
Acheter D'occasion
EUR 27,82
Expédition à EUR 3,19
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Feb2215580014629
Acheter neuf
EUR 57,62
Expédition à EUR 3,39
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Risk-Return Analysis : The Theory and Practice of Rational Investing
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 19453822-n
Acheter neuf
EUR 58,80
Expédition à EUR 2,25
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 2 disponible(s)
Image d'archives
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9780071817936
Acheter neuf
EUR 65,72
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Risk-Return Analysis : The Theory and Practice of Rational Investing
Edité par
McGraw Hill, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 19453822
Acheter D'occasion
EUR 66,29
Expédition à EUR 2,25
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One) (Hardcover)
Edité par
McGraw-Hill Education - Europe, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Neuf
Couverture rigide
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. The two most important words Harry Markowitz ever wrote are "portfolio selection." In 1952, when everyone in the stock market was looking for the next hot stock, as a doctoral candidate, he proposed to look at many, diverse stocks--a portfolio. He laid the first cornerstone of Modern Portfolio Theory and defended the idea that strategic asset growth means factoring in the risk of an investment. More than 60 years later, the father of modern finance revisits his original masterpiece, describes how his theory has developed, and proves the vitality of hisrisk-return analysis in the current global economy.Risk-Return Analysis opens the door to agroundbreaking four-book series giving readers a privileged look at the personal reflections and current strategies of a luminary in finance. This first volume is Markowitz's response to what he calls the "Great Confusion" that spread when investors lost faith in the diversification benefits of MPT during the financial crisis of 2008. It demonstrates why MPT never became ineffective during the crisis, and how you can continue to reap the rewards of managed diversification into the future. Economists and financial advisors will benefit from the potent balance of theory and hard data on mean-variance analysis aimed at improving decision-making skills. Written for the academic and the practitioner withsome math skills (mostly high school algebra), this richly illustrated guide arms you with:Concrete steps to accurately select and apply the right risk measures in a given circumstanceRare surveys of a half-century of literature covering the applicability of MPTEmpirical data showing mean and riskmeasure used to maximize return in the long termPRAISE FOR RISK-RETURN ANALYSIS"Harry Markowitz invented portfolio analysis and presented the theory in his famous 1952 article and 1959 book. Nobody has greater insight into the process than Harry. No academic or practitioner can truly claim to understand portfolio analysis unless they have read this volume." -- Martin J. Gruber, Professor Emeritus and Scholar in Residence, Stern School of Business, New York University"Surveying the vast literature inspired by [Markowitz's] own 1959 book has stimulated an outpouring of ideas. He builds on the strengths and limitations of the important papers in order to come up with a position that should silence a lot of critics." -- Jack Treynor, President, Treynor Capital Management"The authors do not overlook various criticisms of the MPT, but rather address them convincingly. This excellent book is an essential reference for academics and practitioners alike." -- Haim Levy, Miles Robinson Professor of Finance, Hebrew University, Jerusalem, Israel"Markowitzs groundbreaking publications on Portfolio Selection prescribe a methodology that a rational decision-maker can follow to optimize his investment portfolio in a risky world. . . . Thischallenging new book clarifies many common misconceptions about modern portfolio theory." -- Roger C. Gibson, author of Asset Allocation and Chief Investment Officer, Gibson Capital, LLC"Contain[s] great wisdom that every economist, portfolio manager, and investor should savor page by page." -- Andrew W. Lo, Charles E. and Susan T. Harris Professor and Director, Laboratory for Financial Engineering, MIT Sloan School of Management"[Markowitz's] monumental work in the 1950s would be sufficient to qualify as a lifetime achievement for most mortals, but he keeps spouting fresh insights like lightning flashes year after year, and penetrating ever deeper into the theory, mathematics, and practice of investing." -- Martin Leibowitz, Managing Director, Global Research Strategy, Morgan Stanley"RiskReturn Analysis< Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780071817936
Acheter neuf
EUR 70,99
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Risk-Return Analysis : The Theory and Practice of Rational Investing
Edité par
McGraw Hill, 2013
ISBN 10 : 007181793X
ISBN 13 : 9780071817936
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 19453822
Acheter D'occasion
EUR 73,99
Expédition à EUR 17,23
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Risk-Return Analysis : The Theory and Practice of Rational Investing
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 19453822-n
Acheter neuf
EUR 76,45
Expédition à EUR 17,23
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)