Search Results: portfolio selection by markowitz harry m

Yale University Press. Good. Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported

Wiley, 1991-08-26. 2nd Revised ed. hardcover. Used: Good.

Paperback. Acceptable.

Yale University Press. Good. 1971. Paperback. 0300013728 . - Book is in good overall condition. No writing or major blemishes. Average wear.; Cowles Foundation Monograph: No. 16 .

Yale University Press, 1970. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0300013698

Paperback / softback. New. Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.

Wiley, 1991-08-26. Hardcover. New. New. In shrink wrap. Looks like an interesting title!

Finanzbuch Verlag GmbH: Finanzbuch Verlag GmbH, Auflage: 1 (28. Februar 2008). Auflage: 1 (28. Februar 2008). Hardcover. 23 x 15,8 x 3,4 cm. Harry Markowitz, 1990 für sein Lebenswerk mit dem Nobelpreis ausgezeichnet, hat mit diesem Buch Standards im modernen Wissenschaftsbetrieb gesetzt. Als "Portfolio Selection" 1959 erstmals in Buchform erschien, revolutionierten diese Ansichten das theoretische und praktische Vorgehen im Finanzbereich. Wissenschaftler, Banker und Privatleute mussten radikal umdenken. Markowitz hatte ein Modell entwickelt, das eine völlig neue Strategie bei der Asset Allocation forderte. Basis seiner Theorie, die bis heute Gültigkeit besitzt, ist das Abwägen zwischen Risiko und Ertrag auf mathematischer Basis. Markowitz bewies, dass ein optimales Portfolio dann zustande kommt, wenn der Investor verschiedene Wertpapiere unterschiedlicher Unternehmen und Staaten in sein Depot legt, anstatt auf einzelne Aktien oder Anleihen zu setzen. Diese Mischung reduziert zwar kurzfristig den… Read More

Yale Univ Pr, 1971. Paperback. New. 368 pages. 8.00x5.00x1.00 inches.

Hardback. New. This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.

Hardback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building blo

Wiley, 1991-08-26. 2. hardcover. Used:Good.

John Wiley & Sons Inc, 1991. Hardcover. New. 2nd sub edition. 400 pages. 9.50x6.50x1.25 inches.

Blackwell Publishing , pp. 402 2nd Edition . Hardback. New.

New Haven: Yale University Press, 1970. Second edition of the economist's work, which revolutionized modern investment theory and practice. Octavo, original blue cloth. Presentation copy, inscribed by the author on the title page, "Dear William Best Wishes Harry Markowitz." In near fine condition. "Modern portfolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce their risks. Invented in the 1950s by Harry Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securities to minimize risk" (Burton G. Malkiel).

Cambridge: Blackwell, 1991. Second edition of the economist's ground breaking work. Octavo, original black cloth. Inscribed by the author, "Dear Mike: Thank you for your interest and attention. Best Wishes Harry Markowitz." In near fine condition, without the dust jacket. "Modern portfolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce their risks. Invented in the 1950s by Harry Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securities to minimize risk." (Burton G. Malkiel)

New York: John Wiley & Sons, Inc; Chapman & Hall, Ltd, London,, 1959. Risk, diversified First edition, first printing, of the foundational work of modern portfolio theory. The theory - now widely followed by investors and financiers - emphasizes that a diversified portfolio will maximize returns against a given level of risk. Markowitz was awarded the Nobel Prize in Economics in 1990 alongside Merton Miller and William Sharpe, who subsequently developed the theory. In their announcement, the Swedish Academy of Sciences stated that, "the first pioneering contribution in the field of financial economics was made in the 1950s by Harry Markowitz who developed a theory for households' and firms' allocation of financial assets under uncertainty, the so-called theory of portfolio choice. This theory analyzes how wealth can be optimally invested in assets which differ in regard to their expected return and risk, and thereby also how risks can be reduced... Markowitz showed that under certain given… Read More

New York: John Wiley & Sons, 1959. First edition of the economist's work, which revolutionized modern investment theory and practice. Octavo, original blue cloth. Presentation copy, inscribed by the author on the half-title page, "For William Best Wishes Harry Markowitz." Near fine in a near fine dust jacket. Housed in a custom half morocco clamshell box made by the Harcourt Bindery. "Modern portfolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce their risks. Invented in the 1950s by Harry Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securities to minimize risk" (Burton G. Malkiel).

New York: John Wiley & Sons, Inc.; Chapman & Hall, Ltd, London,, 1959. Inscribed to an investor who developed his principles First edition, first printing, inscribed by the author on the title page "Dear Andrew: Best wishes, Harry Markowitz". The recipient was the American investor and financial writer Andrew Rudd, the co-author of a book based on Markowitz's principles: Modern Portfolio Theory: The Principles of Investment Management (1982). Portfolio Selection is the founding book of what is since known as Modern Portfolio Theory. The theory - widely followed in financial markets and asset holdings - emphasizes that a diversified portfolio mixing low-risk with risker investments will optimize returns with controlled risk. The book greatly expands the system first put forward in Markowitz's 1952 article of the same name. Markowitz was awarded the Nobel Prize in Economics in 1990 for his work in the field, alongside Merton Miller and William Sharpe who subsequently developed the theory. In their… Read More

New York: John Wiley & Sons, 1959. First edition of the economist's work, which revolutionized modern investment theory and practice. Octavo, original blue cloth. Presentation copy, inscribed by the author on the title page, "For Ken Best wishes Harry Markowitz." Near fine in a very good dust jacket. Housed in a custom half morocco clamshell box. Rare and desirable signed and inscribed. Modern portfolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce their risks. Invented in the 1950s by Harry Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securities to minimize risk" (Burton G. Malkiel).