Portfolio Selection: Efficient Diversification of Investments |
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Contents
Part I should be read by way of motivation and illustra | 1 |
W INTRODUCTION | 3 |
AVERAGES AND EXPECTED VALUES | 37 |
Copyright | |
14 other sections not shown
Common terms and phrases
alternative amount analysis appears apply approximation associated assume attached average return Axiom better certainty chance changes Chapter choice choose column combinations computing concerning consider consistent correlation covariances critical line curve decision defined definition depends derived discussion dollar efficient portfolios efficient set equal exactly example expected return expected utility maxim expected value expressed Figure frequency gains gives greater Hence illustrated implies increases indicates individual invested investor legitimate less linear loss matrix maximum mean measure move nature objective obtain ordering outcome particular past period possible preferred present principles probability beliefs probability distribution problem procedure produce programming proof quadratic random variable Rational relationship represented ring rule selection similar single situation square standard deviation strategy Suppose Table theorem third true utility function variance vector weighted wheel zero
Bibliographic information
| Title | Portfolio Selection: Efficient Diversification of Investments Cowles Foundation for Research in Economics at Yale University. Monograph 16. "The method of analysis presented in this monograph was originally developed for ... the author's doctoral dissertation. University of Chicago." Includes bibliography Volume 16 of Cowles foundation monographs Issue 16 of Monograph (Yale University. Cowles Foundation for Research in Economics), Cowles Foundation for Research in Economics at Yale University Volume 16 of Monograph - Cowles Foundation, ISSN 0084-9413 Volume 16 of Monograph / Cowles Foundation for Research in Economics at Yale University Issue 16 of Monograph, Cowles Commission for Research in Economics |
| Author | Harry Markowitz |
| Edition | 3 |
| Publisher | Wiley, 1959 |
| Original from | the University of Michigan |
| Digitized | Nov 8, 2010 |
| Length | 344 pages |
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