Portfolio Selection: Efficient Diversification of Investments

Copertina anteriore
Wiley, 26 ago 1991 - 402 pagine
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.

Informazioni sull'autore (1991)

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

Informazioni bibliografiche