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9781883249755 - Mean-Variance Analysis in Portfolio Choice and Capital Markets di Markowitz, Harry; Todd, Peter (25 risultati)
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
Lingua: Inglese
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ISBN 10: 1883249759 ISBN 13: 9781883249755
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice & Capital Markets (eng)
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Mean-variance analysis in portfolio choice and capital markets. Ex-Library.
Lingua: Inglese
Editore: Frank J. Fabozzi Associates, (New Hope, Pennsylvania), 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
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Aggiungi al carrelloHardcover. Condizione: Good. xix, 379 p., Rev. reissue with new Chapter 13.
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
Lingua: Inglese
Editore: Frank J. Fabozzi Associates, 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
Lingua: Inglese
Editore: Frank J. Fabozzi Associates, 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
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Mean-Variance Analysis in Portfolio Choice and Capital Markets (Frank J. Fabozzi Series)
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
Lingua: Inglese
Editore: Frank J. Fabozzi Associates, 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
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Aggiungi al carrelloGebunden. Condizione: New. Über den AutorrnrnnHarry M. Markowitz is president of Harry Markowitz Co. in San Diego. In 1990, he was jointly awarded the Nobel Prize for economics with Merton Miller and William Sharpe. nKlappentextIn 1952, .
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Aggiungi al carrelloBuch. Condizione: Neu. Neuware - In 1952, Harry Markowitz published 'Portfolio Selection,' a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.
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Mean-Variance Analysis in Portfolio Choice and Capital Markets (Frank J. Fabozzi Series)
Da: Revaluation Books, Exeter, Regno Unito
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 399 pages. 9.00x6.00x1.25 inches. In Stock. This item is printed on demand.
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Mean-Variance Analysis in Portfolio Choice and Capital Markets
Lingua: Inglese
Editore: Frank J. Fabozzi Associates, 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Aggiungi al carrelloHardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 735.
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Mean-Variance Analysis in Portfolio Choice and Capital Markets (Hardcover)
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2000
ISBN 10: 1883249759 ISBN 13: 9781883249755
Da: CitiRetail, Stevenage, Regno Unito
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Aggiungi al carrelloHardcover. Condizione: new. Hardcover. In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions. In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
