Risk-Return Analysis: the Theory and Practice of Rational Investing (Volume One) Vol. 1 |
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| Author:
| Markowitz, Harry M.
Blay, Kenneth |
| ISBN: | 978-0-07-181793-6 |
| Publication Date: | Sep 2013 |
| Publisher: | McGraw-Hill Education
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| Book Format: | Hardback |
| List Price: | USD $61.00 |
Book Description:
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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...
More Description
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.