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Portfolio Selection

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Portfolio Selection Cover

 

Synopses & Reviews

Publisher Comments:

This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed. It also became an essential reference for individuals and financial institutions actually selecting optimal portfolios.

Long out of print and unavailable to numerous recent entrants to both financial theory and financial practice, this new edition leaves the existing text as it stands but adds substantial new material including a new bibliography and a fascinating biographical piece on the birth of the field of finance.

Synopsis:

This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.

About the Author

Professor Markowitz has been awarded the Nobel Prize for Economics 1990.

Table of Contents

Preface.

Part I: Introduction and Illustrations:.

1. Introduction.

2. Illustrative Portfolio Analysis.

Part II: Relationships Between Securities and Portfolios:.

3. Averages and Expected Values.

4. Standard Deviations and Variances.

5. Investment in Large Numbers of Securities.

6. Return in the Long Run.

Part III: Efficient Portfolios:.

7. Geometric Analysis of Efficient Sets.

8. Derivation of E, V Efficient Portfolios.

9. The Semi-Variance.

Part IV: Rational Choice Under Uncertainty.

10. The Expected Utility Maxim.

11. Utility Analysis Over Time.

12. Probability Beliefs.

13. Applications to Portfolio Selection.

Bibliography.

Addendum.

Appendix A: The Computation of Efficient Sets.

B: A Simplex Method for the Portfolio Selection Problem.

C: Alternative Axiom Systems for Expected Utility.

Index.

Part V: Notes on Previous Chapters.

Note on Chapter IV.

Note on Chapter V.

Note on Chapter VI.

Note on Chapter VII.

Note on Chapter VIII and Appendix A.

Note on Chapter IX.

Note on Part IV and Appendix C.

Appendix: Personal Notes

Product Details

ISBN:
9781557861085
Author:
Markowitz, H.
Author:
Markowitz, Harry M.
Author:
Markowitz, Harry M.
Author:
Markowitz
Publisher:
John Wiley & Sons
Location:
Cambridge, Mass. :
Subject:
History
Subject:
Investments
Subject:
Finance
Subject:
Investments & Securities
Subject:
Stocks
Subject:
Investment analysis
Subject:
Portfolio management
Subject:
Finance -- United States -- History.
Subject:
Investments & Securities - General
Subject:
Business, Investing
Copyright:
Edition Number:
2
Edition Description:
Revised
Series Volume:
ch. G
Publication Date:
February 1991
Binding:
HARDCOVER
Grade Level:
Professional and scholarly
Language:
English
Illustrations:
Yes
Pages:
402
Dimensions:
236.2 x 163 x 27.9 mm 25 oz
Children's Book Type:
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Science and Mathematics » Nature Studies » General

Portfolio Selection New Hardcover
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$109.25 In Stock
Product details 402 pages Blackwell Publishers - English 9781557861085 Reviews:
"Synopsis" by , This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.
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