Cover of Harry M. Markowitz, Kenneth Blay: Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)

Harry M. Markowitz, Kenneth Blay Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)

Price for Eshop: 1757 Kč (€ 70.3)

VAT 0% included

New

E-book delivered electronically online

E-Book information

McGraw Hill LLC

2013

EPub, PDF
How do I buy e-book?

208

978-0-07-181794-3

0-07-181794-8

Annotation

The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investingLegendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long runIn 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.

Ask question

You can ask us about this book and we'll send an answer to your e-mail.