Articles liés à Portfolio Selection

9780300013726: Portfolio Selection
Couverture souple
ISBN 10 : 0300013728 ISBN 13 : 9780300013726
Editeur : Yale University Press, New Haven & London, 2009

Synopsis

Applies modern techniques of analysis and computation to the problem of finding combinations of securities that best meet the needs of the private institutional investor. Written primarily with the nonmathematician in mind, although it contains mathematical development of the subject in appendixes.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Revue de presse

"Modern portfolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce their risks. Invented in the 1950s by Harry Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securities to minimize risk." Butron G Malkiel, author of "A Random Walk Down Wall Street"

"In every field of study it is possible to look back and identify a person or event that caused a major change in the direction or development of the field. In investments it is clear that the seminal work by Harry Markowitz on portfolio theory changed the field more than any other single event." Frank K. Reilly, University of Notre Dame, Indiana

Quatrième de couverture

This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed. It also became an essential reference for individuals and financial institutions actually selecting optimal portfolios.

Long out of print and unavailable to numerous recent entrants to both financial theory and financial practice, this new edition leaves the existing text as it stands but adds substantial new material including a new bibliography and a fascinating biographical piece on the birth of the field of finance.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Yale University Press, New Haven & London
Date d'édition
2009
Langue
anglais
ISBN 10 
0300013728
ISBN 13 
9780300013726
Reliure
Broché
Nombre de pages
372
Coordonnées du fabricant
non disponible
Personne responsable
Buchpark GmbH
gpsr@buchpark.de

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