The portfolio theorists: von Neumann, Savage, Arrow, and Markowitz
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke [u.a.]
Palgrave Macmillan
2012
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| Ausgabe: | 1. publ. |
| Schriftenreihe: | Great minds in finance
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 228 S. graph. Darst. |
| ISBN: | 0230274145 9780230274143 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | Titel: The portfolio theorists
Autor: Read, Colin
Jahr: 2012
Contents
List of Figures and Tables vii
Preface to the Great Minds in Finance series viii
1. Introduction 1
2. A Roadmap to Resolve the Big Question 6
Section 1 John von Neumann 9
3. The Early Years of John von Neumann and
Oskar Morgenstern 11
4. The Times and the Beginning of an Era 19
5. The Theory of von Neumann and Morgenstern 32
6. Applications and Elaborations of the von
Neumann-Morgenstern Model 46
7. The Later Life and Legacy of von Neumann and
Morgenstern 56
Section 2 Leonard Jimmie Savage 71
8. The Early Years 73
9. Friedman and Savage s Times 80
10. The Theory of Friedman and Savage 91
11. Applications of the Concept of Subjective Probabilities 106
12. Life and Legacy 114
Section 3 Kenneth J. Arrow 125
13. The Early Years 127
14. The Times 140
15. Arrow s Great Idea 148
16. Applications of the Contingent Claims Model 159
17. Life, Legacy, and the Nobel Prize 165
Section 4 Harry Markowitz 171
18. The Early Years 173
19. The Times and a New Paradigm in Personal Finance 177
20. The Theory of an Efficient Portfolio 184
21. Applications of Portfolio Theory 193
22. Life, Legacy, and the Nobel Prize 200
Section 5 What We Have Learned 205
23. Combined Contributions in Portfolio Theory 207
24. Conclusions 211
Glossary 214
Notes 218
Index 226
|
| any_adam_object | 1 |
| author | Read, Colin 1959- |
| author_GND | (DE-588)138263019 |
| author_facet | Read, Colin 1959- |
| author_role | aut |
| author_sort | Read, Colin 1959- |
| author_variant | c r cr |
| building | Verbundindex |
| bvnumber | BV039842681 |
| classification_rvk | QK 810 |
| ctrlnum | (OCoLC)774165724 (DE-599)GBV668399619 |
| dewey-full | 332.60922 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.60922 |
| dewey-search | 332.60922 |
| dewey-sort | 3332.60922 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV039842681 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:12:29Z |
| institution | BVB |
| isbn | 0230274145 9780230274143 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024702563 |
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| physical | IX, 228 S. graph. Darst. |
| publishDate | 2012 |
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| series2 | Great minds in finance |
| spelling | Read, Colin 1959- Verfasser (DE-588)138263019 aut The portfolio theorists von Neumann, Savage, Arrow, and Markowitz Colin Read 1. publ. Basingstoke [u.a.] Palgrave Macmillan 2012 IX, 228 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Great minds in finance Entscheidung bei Risiko (DE-588)4225781-5 gnd rswk-swf Geschichte (DE-588)4020517-4 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf Theorie (DE-588)4059787-8 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s Entscheidung bei Risiko (DE-588)4225781-5 s Entscheidung bei Unsicherheit (DE-588)4070864-0 s Theorie (DE-588)4059787-8 s Geschichte (DE-588)4020517-4 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024702563&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Read, Colin 1959- The portfolio theorists von Neumann, Savage, Arrow, and Markowitz Entscheidung bei Risiko (DE-588)4225781-5 gnd Geschichte (DE-588)4020517-4 gnd Portfoliomanagement (DE-588)4115601-8 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Theorie (DE-588)4059787-8 gnd |
| subject_GND | (DE-588)4225781-5 (DE-588)4020517-4 (DE-588)4115601-8 (DE-588)4070864-0 (DE-588)4059787-8 |
| title | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz |
| title_auth | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz |
| title_exact_search | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz |
| title_full | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz Colin Read |
| title_fullStr | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz Colin Read |
| title_full_unstemmed | The portfolio theorists von Neumann, Savage, Arrow, and Markowitz Colin Read |
| title_short | The portfolio theorists |
| title_sort | the portfolio theorists von neumann savage arrow and markowitz |
| title_sub | von Neumann, Savage, Arrow, and Markowitz |
| topic | Entscheidung bei Risiko (DE-588)4225781-5 gnd Geschichte (DE-588)4020517-4 gnd Portfoliomanagement (DE-588)4115601-8 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Theorie (DE-588)4059787-8 gnd |
| topic_facet | Entscheidung bei Risiko Geschichte Portfoliomanagement Entscheidung bei Unsicherheit Theorie |
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