|
|
Sold Out
Book Categories |
Foreword.
Preface to Revised Reissue.
Preface.
PART I: THE GENERAL PORTFOLIO SELECTION MODEL.
1. Portfolio Selection Models.
2. The General Mean-Variance Portfolio Selection Model.
3. Capabilities and Assumptions of the General Model.
PART II: PRELIMINARY RESULTS.
4. Properties of Feasible Portfolio Sets.
5. Sets Involving Mean, Variance, and Standard Deviation.
6. Portfolio Selection Models with Affine Constraint Sets.
PART III: SOLUTION TO THE GENERAL PORTFOLIO SELECTION MODEL.
7. Efficient Sets for Nondegenerate Models.
8. Getting Started.
9. Denegerate Cases.
10. All Feasible Mean-Variance Combinations.
PART IV: SPECIAL CASES.
11. Canonical Form on the Two-Dimensional Analysis.
12. Conical Constraint Sets and Efficiency of the Market Portfolio.
PART V: A PORFOLIO SELECTION PROGRAM.
13. Program Description (By G. Peter Todd).
Appendix: Elements of Matrix Algebra and Vector Spaces.
References.
Index.
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Mean-Variance Analysis in Portfolio Choice and Capital Markets
X
This Item is in Your Inventory
Mean-Variance Analysis in Portfolio Choice and Capital Markets
X
You must be logged in to review the productsX
X
X
Add Mean-Variance Analysis in Portfolio Choice and Capital Markets, In 1952, Harry Markowitz published Portfolio Selection, a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on, Mean-Variance Analysis in Portfolio Choice and Capital Markets to the inventory that you are selling on WonderClubX
X
Add Mean-Variance Analysis in Portfolio Choice and Capital Markets, In 1952, Harry Markowitz published Portfolio Selection, a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on, Mean-Variance Analysis in Portfolio Choice and Capital Markets to your collection on WonderClub |