Risk-return analysis. the theory and practice of rational investing / Volume 1 :

The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing Legendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long run In Risk-Return Analysis , Marko...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser:
Markowitz, Harry M., Blay, Kenneth
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
New York : McGraw-Hill Education, [2014]
Ausgabe:
1st edition
Zusammenfassung:
The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing Legendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long run In Risk-Return Analysis , Markowitz corrects common misunderstandings about Modern Portfolio Theory (MPT) to help advanced financial practitioners dramatically improve their decision making. In this first volume of a groundbreaking four-part series sure to draw the attention of anyone interested in MPT, Markowitz provides the criteria necessary for judging among risk-measures; surveys a half-century of literature (nearly all of which has been ignored by textbooks) on the applicability of MPT; and presents an empirical study of which functions of mean and some risk-measure is best for those who seek to maximize return in the long run. Harry M. Markowitz is a Nobel Laureate and the father of Modern Portfolio Theory.
Umfang:
1 online resource (1 v.) : ill.
text file
Anmerkungen:
Bibliographic Level Mode of Issuance: Monograph
Anmerkungen:
English
Bibliografie:
Includes bibliographical references and index.
ISBN:
9780071817943
0071817948
Schlagworte:
Investment analysis.
Investments > Mathematical models.
Bezugswerke:
Links: