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Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One) - Couverture rigide

Markowitz

 
9780071817936: Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
Couverture rigide
ISBN 10 : 007181793X ISBN 13 : 9780071817936
Editeur : McGraw Hill, 2013

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.

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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.

Éditeur
McGraw Hill
Date d'édition
2013
Langue
anglais
ISBN 10 
007181793X
ISBN 13 
9780071817936
Reliure
Relié
Nombre de pages
270
Coordonnées du fabricant
non disponible
Personne responsable
GPSR Kontakt
gpsr@libri.de

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Hamburg
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