Portfolio selection : efficient diversification of investments / / Harry M. Markowitz

• Autore: Markowitz Harry M. <1927-2023.>
• Pubblicazione: New Haven ; ; London : , : Yale University Press, , 1959
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (368 p.) : illustrations
• Disciplina: 332.6
• Soggetto topico: Finance - United States - History; Investment analysis; Investments; Portfolio management; Stocks
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• 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
• Sommario/riassunto: 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.
• Titolo autorizzato: Portfolio selection
• ISBN: 0-300-19167-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910825394303321
• Lo trovi qui: Univ. Federico II
• Serie: Monograph (Yale University. Cowles Foundation for Research in Economics) ; ; 16.