Risk-Return Analysis : The Theory and Practice of Rational Investing (Volume One)
Overview
The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing
Legendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long run
In Risk-Return Analysis, Markowitz corrects common misunderstandings about Modern Portfolio Theory (MPT) to help advanced financial practitioners dramatically improve their decision making.
In this first volume of a groundbreaking four-part series sure to draw the attention of anyone interested in MPT, Markowitz provides the criteria necessary for judging among risk-measures; surveys a half-century of literature (nearly all of which has been ignored by textbooks) on the applicability of MPT; and presents an empirical study of which functions of mean and some risk-measure is best for those who seek to maximize return in the long run.
Harry M. Markowitz is a Nobel Laureate and the father of Modern Portfolio Theory.
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Details
- ISBN-13: 9780071817936
- ISBN-10: 007181793X
- Publisher: McGraw-Hill Companies
- Publish Date: September 2013
- Dimensions: 9.31 x 6.31 x 0.98 inches
- Shipping Weight: 1.19 pounds
- Page Count: 272
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