Portfolio selection: efficient diversification of investments
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass. [u.a.]
Blackwell
1991
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 384 S. graph. Darst. |
| ISBN: | 1557861080 |
Internformat
MARC
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| 100 | 1 | |a Markowitz, Harry |d 1927-2023 |e Verfasser |0 (DE-588)12926346X |4 aut | |
| 245 | 1 | 0 | |a Portfolio selection |b efficient diversification of investments |c Harry M. Markowitz |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Cambridge, Mass. [u.a.] |b Blackwell |c 1991 | |
| 300 | |a XVI, 384 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Actions (Titres de société) | |
| 650 | 4 | |a Analyse financière | |
| 650 | 4 | |a Finances - États-Unis - Histoire | |
| 650 | 4 | |a Gestion de portefeuille | |
| 650 | 4 | |a Investissements | |
| 650 | 4 | |a Geschichte | |
| 650 | 4 | |a Finance |z United States |x History | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Investments | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Stocks | |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS
Preface to the Second Edition vii
Errata in 1959 edition ix
Preface to the Second Printing xi
Preface xv
PART I INTRODUCTION AND ILLUSTRAT1ONS
I Introduction 3
II Illustrative Portfolio Analyses 8
PART II RELATIONSHIPS BETWEEN SECURITIES AND
PORTFOLIOS
III Averages and Expected Values 37
IV Standard Deviations and Variances 72
V Investment in Large Numbers of Securi¬
ties 102
VI Return in the Long Run 116
PART III EFFICIENT PORTFOLIOS
VII Geometric Analysis of Efficient Sets 129
VIII Derivation of E, V Efficient Portfolios 154
IX The Semi variance 188
PART IV RATIONAL CHOICE UNDER UNCERTAINTY
X The Expected Utility Maxim 205
XI Utility Analysis Over Time 243
XII Probability Beliefs 257
XIII Applications to Portfolio Selection 274
BIBLIOGRAPHY 305
v
vi CONTENTS
ADDENDUM (1970) 308
APPENDIX A The Computation of Efficient Sets 316
B A Simplex Method for the Portfolio
Selection Problem 337
C Alternative Axiom Systems for Expected
Utility 340
INDEX 349
PART V NOTES ON PREVIOUS CHAPTERS (1991)
Note on Chapter IV 355
Note on Chapter V 361
Note on Chapter VI 363
Note on Chapter VII 369
Note on Chapter VIII and Appendix A 373
Note on Chapter IX 374
Note on Part IV and Appendix C 377
APPENDIX: Personal Notes 381
|
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T16:15:49Z |
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| isbn | 1557861080 |
| language | English |
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| physical | XVI, 384 S. graph. Darst. |
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| spelling | Markowitz, Harry 1927-2023 Verfasser (DE-588)12926346X aut Portfolio selection efficient diversification of investments Harry M. Markowitz 2. ed. Cambridge, Mass. [u.a.] Blackwell 1991 XVI, 384 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Actions (Titres de société) Analyse financière Finances - États-Unis - Histoire Gestion de portefeuille Investissements Geschichte Finance United States History Investment analysis Investments Portfolio management Stocks Portfolio Selection (DE-588)4046834-3 gnd rswk-swf USA Portfolio Selection (DE-588)4046834-3 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002867171&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Markowitz, Harry 1927-2023 Portfolio selection efficient diversification of investments Actions (Titres de société) Analyse financière Finances - États-Unis - Histoire Gestion de portefeuille Investissements Geschichte Finance United States History Investment analysis Investments Portfolio management Stocks Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4046834-3 |
| title | Portfolio selection efficient diversification of investments |
| title_auth | Portfolio selection efficient diversification of investments |
| title_exact_search | Portfolio selection efficient diversification of investments |
| title_full | Portfolio selection efficient diversification of investments Harry M. Markowitz |
| title_fullStr | Portfolio selection efficient diversification of investments Harry M. Markowitz |
| title_full_unstemmed | Portfolio selection efficient diversification of investments Harry M. Markowitz |
| title_short | Portfolio selection |
| title_sort | portfolio selection efficient diversification of investments |
| title_sub | efficient diversification of investments |
| topic | Actions (Titres de société) Analyse financière Finances - États-Unis - Histoire Gestion de portefeuille Investissements Geschichte Finance United States History Investment analysis Investments Portfolio management Stocks Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Actions (Titres de société) Analyse financière Finances - États-Unis - Histoire Gestion de portefeuille Investissements Geschichte Finance United States History Investment analysis Investments Portfolio management Stocks Portfolio Selection USA |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002867171&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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