mean variance analysis portfolio choice di markowitz harry (32 risultati)

Hardcover. Condizione: Gut. Gr. 8°. XIX u. 379 Seiten mit zahlreichen graphischen Darstellungen (überwiegend Diagramme), Papp-Bd. - Die erste Ausgabe des Werks ist 1987 erschienen. Die vorliegende Ausgabe aus dem Jahr 2000 ist erweitert um ein dreizehntes Kapitel (von G. Peter Todd), ein Vorwort von William F. Sharpe und ein 'Preface to Revised Reissue' des Autors. Mit Literaturangaben und Index. - Der Einband leicht berieben. Im unteren Bereich des Rückdeckels Rückstände eines Klebeetiketts.

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Condizione: Good. First Edition. Used book that is in clean, average condition without any missing pages.

Hardcover. Condizione: Good. xix, 379 p., Rev. reissue with new Chapter 13.

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hardcover. Condizione: As New. Looks new and unread but has ownership ink to flyleaf. A23 Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal.

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Condizione: New. pp. 400.

Gebunden. Condizione: New. &Uumlber 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, .

Condizione: New. pp. 400 1st Edition.

Hardcover. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Hardcover. Condizione: Brand New. 1st edition. 399 pages. 9.00x6.00x1.25 inches. In Stock.

Hardcover. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!

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Soft cover. Condizione: Very Good. Very good, clean, tight condition. Text free of marks. Professional book dealer since 1999. All orders are processed promptly and carefully packaged.

Condizione: New.

Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. 2000. 1st Edition. Hardcover. Num Pages: 700 pages, black & white illustrations. BIC Classification: KF. Category: (UF) Further/Higher Education; (XV) Technical / Manuals. Dimension: 228 x 157 x 26. Weight in Grams: 705. . . . . .

paperback. Condizione: Good. Good. book.

Condizione: New. 2000. 1st Edition. Hardcover. Num Pages: 700 pages, black & white illustrations. BIC Classification: KF. Category: (UF) Further/Higher Education; (XV) Technical / Manuals. Dimension: 228 x 157 x 26. Weight in Grams: 705. . . . . . Books ship from the US and Ireland.

First edition, first impression, presentation copy, inscribed on the title page: "Dear Gary: Best Wishes, Harry Markowitz". Here, Markowitz (1927-2023) outlines a consciously accessible account of his method of portfolio analysis, while underlining its usefulness for professional investment management. Markowitz jointly won the Nobel Prize for Economics in 1990 for his work on portfolio theories and stock market risk. Octavo. Tables and graphs in the text. Original dark blue boards, spine lettered in gilt. With dust jacket. Minimal bumping to spine ends; slight rubbing and creasing to unclipped jacket: a near-fine copy in like jacket.