mean variance analysis portfolio choice von markowitz harry (12 Ergebnisse)

Zustand: Good. First Edition. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.

Hardcover. Zustand: Gut. Gr. 8°. XIX u. 379 Seiten mit zahlreichen graphischen Darstellungen (überwiegend Diagramme), Papp-Bd. - Die erste Ausgabe des Werks ist 1987 erschienen. Die vorliegende Ausgabe aus dem Jahr 2000 ist erweitert um ein dreizehntes Kapitel (von G. Peter Todd), ein Vorwort von William F. Sharpe und ein 'Preface to Revised Reissue' des Autors. Mit Literaturangaben und Index. - Der Einband leicht berieben. Im unteren Bereich des Rückdeckels Rückstände eines Klebeetiketts.

Zustand: acceptable. Ausreichend/Acceptable: Exemplar mit vollständigem Text und sämtlichen Abbildungen oder Karten. Schmutztitel oder Vorsatz können fehlen. Einband bzw. Schutzumschlag weisen unter Umständen starke Gebrauchsspuren auf. / Describes a book or dust jacket that has the complete text pages (including those with maps or plates) but may lack endpapers, half-title, etc. (which must be noted). Binding, dust jacket (if any), etc may also be worn.

Zustand: Good. First Edition. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.

Zustand: Good. First Edition. Used book that is in clean, average condition without any missing pages.

Zustand: New. In.

Buch. Zustand: Neu. Neuware - 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 the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.

Zustand: New. pp. 400.

Paperback. Zustand: Fair. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.

Zustand: New. 2000. 1st Edition. Hardcover. Num Pages: 700 pages, black & white illustrations. BIC Classification: KF. Category: (UF) Further/Higher Education; (XV) Technical / Manuals. Dimension: 228 x 157 x 26. Weight in Grams: 705. . . . . . Books ship from the US and Ireland.

Hardcover. Zustand: Brand New. 1st edition. 399 pages. 9.00x6.00x1.25 inches. In Stock.

First edition, first impression, presentation copy, inscribed on the title page: "Dear Gary: Best Wishes, Harry Markowitz". Here, Markowitz (1927-2023) outlines a consciously accessible account of his method of portfolio analysis, while underlining its usefulness for professional investment management. Markowitz jointly won the Nobel Prize for Economics in 1990 for his work on portfolio theories and stock market risk. Octavo. Tables and graphs in the text. Original dark blue boards, spine lettered in gilt. With dust jacket. Minimal bumping to spine ends; slight rubbing and creasing to unclipped jacket: a near-fine copy in like jacket.