Portfolio selection: efficient diversification of investments/ Harry M. Markowitz.

By: Markowitz, HMaterial type: TextTextPublication details: Cambridge, Mass. : B. Blackwell, 1991Edition: 2nd edDescription: xvi, 384 p. : ill. ; 24 cmISBN: 9781557861085Subject(s): Portfolio management | Investment analysis | Stocks | Investments | Finance -- United States -- HistoryDDC classification: 332.6
Contents:
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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Item type Current library Call number Status Date due Barcode Item holds
General Books General Books Central Library, Sikkim University
332.6 MAR/P (Browse shelf(Opens below)) Available 46454
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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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