Mean-Variance Analysis in Portfolio Choice and Capital Markets

Markowitz, Harry M.

ISBN 10: 0631178546 / ISBN 13: 9780631178545

Editore: Blackwell Pub, 1990

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Codice articolo D8S0-3-M-0631178546-2

Dati bibliografici

• Titolo: Mean-Variance Analysis in Portfolio Choice and Capital Markets
• Editore: Blackwell Pub
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 0631178546
• ISBN 13: 9780631178545
• Rilegatura: paperback
• Condizione: Good
• Tipo di libro: book

Descrizione articolo

Riassunto

The purpose of this book is two-fold - first, to present a comprehensive and accessible account of the general mean-variance portfolio analysis and second, to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The work is aimed at professional financial economists and operational research scholars, graduate students in courses in mean-variance analysis and advanced portfolio theory.