Portfolio selection : efficient diversification of investments

Harry M. Markowitz

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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[目次]

  • 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

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この本の情報

書名 Portfolio selection : efficient diversification of investments
著作者等 Markowitz, Harry M.
出版元 B. Blackwell
刊行年月 1991
版表示 2nd ed
ページ数 xvi, 384 p.
大きさ 24 cm
ISBN 9781557861085
NCID BA1231923X
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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