Related Books

Mean-Variance Analysis in Portfolio Choice and Capital Markets
Language: en
Pages: 404
Authors: Harry M. Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2000-02-15 - Publisher: John Wiley & Sons

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In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in select
Developments in Mean-Variance Efficient Portfolio Selection
Language: en
Pages: 258
Authors: M. Agarwal
Categories: Business & Economics
Type: BOOK - Published: 2015-12-11 - Publisher: Springer

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This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios
Portfolio Selection
Language: en
Pages: 369
Authors: Harry Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2008-10-01 - Publisher: Yale University Press

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Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securi
Efficient Asset Management
Language: en
Pages: 207
Authors: Richard O. Michaud
Categories: Business & Economics
Type: BOOK - Published: 2008-03-03 - Publisher: Oxford University Press

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In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, a
Handbook of Portfolio Construction
Language: en
Pages: 796
Authors: John B. Guerard, Jr.
Categories: Business & Economics
Type: BOOK - Published: 2009-12-12 - Publisher: Springer Science & Business Media

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Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification