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Harry Markowitz [[electronic resource] ] : selected works / / edited by Harry M. Markowitz
| Harry Markowitz [[electronic resource] ] : selected works / / edited by Harry M. Markowitz |
| Autore | Markowitz H (Harry), <1927-> |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (720 p.) |
| Disciplina | 330.9 |
| Altri autori (Persone) | MarkowitzH <1927-> (Harry) |
| Collana | World Scientific nobel laureate series |
| Soggetto topico |
Investment analysis
Portfolio management Sparse matrices |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-44141-8
9786612441417 981-283-365-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword; Contents; Acknowledgements; Chapter 1 Overview; Chapter 2 1952; Chapter 3 Rand [I] and The Cowles Foundation; Chapter 4 Rand [II] and CACI; Chapter 5 IBM's T. J. Watson Research Center; Chapter 6 Baruch College (CUNY) and Daiwa Securities; Chapter 7 Harry Markowitz Company |
| Record Nr. | UNINA-9910456604403321 |
Markowitz H (Harry), <1927->
|
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| Singapore ; ; Hackensack, NJ, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Portfolio selection : efficient diversification of investments / / Harry M. Markowitz
| Portfolio selection : efficient diversification of investments / / Harry M. Markowitz |
| Autore | Markowitz H (Harry), <1927-> |
| Pubbl/distr/stampa | New Haven ; ; London : , : Yale University Press, , 1959 |
| Descrizione fisica | 1 online resource (368 p.) : illustrations |
| Disciplina | 332.6 |
| Collana | Cowles foundation for research in economics. Monograph |
| Soggetto topico |
Finance - United States - History
Investment analysis Investments Portfolio management Stocks |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-300-19167-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface to the Second Printing -- Preface -- 1. Introduction -- 2. Illustrative Portfolio Analyses -- 3. Averages and Expected Values -- 4. Standard Deviations and Variances -- 5. Investment in Large Numbers of Securities -- 6. Return in The Long Run -- 7. Geometric Analysis of Efficient Sets -- 8. Derivation of E, V Efficient Portfolios -- 9. The Semi-Variance -- 10. The Expected Utility Maxim -- 11. Utility Analysis Over Time -- 12. Probability Beliefs -- 13. Applications to Portfolio Selection -- Bibliography -- A. The Computation of Efficient Sets -- B. A Simplex Method for Portfolio Selection -- C. Alternative Axiom Systems for Expected Utility -- Index -- Cowles Foundation Monographs |
| Record Nr. | UNINA-9910463040403321 |
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Markowitz H (Harry), <1927->
|
||
| New Haven ; ; London : , : Yale University Press, , 1959 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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