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Portfolio Selection: Efficient Diversification of Investments
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Portfolio Selection: Efficient Diversification of Investments

3.92 of 5 stars 3.92  ·  rating details  ·  12 ratings  ·  1 review
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.
Hardcover, 402 pages
Published August 26th 1991 by John Wiley & Sons (first published January 28th 1968)
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David
awesome book. won markowitz the Nobel, but doesn't seem to be worthy @ goodreads
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Harry M. Markowitz, PhD, is a consultant in the area of finance. In 1990, he was awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel for his groundbreaking work in portfolio theory. In 1989, he received the John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences for his work in portfolio theory and other applications of math ...more
More about Harry M. Markowitz...
Mean-Variance Analysis in Portfolio Choice and Capital Markets Portfolio Selection (Cowles Foundation Monograph: No. 16) Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One) Harry Markowitz: Selected Works The Theory and Practice of Investment Management Workbook: Step-by-Step Exercises and Tests to Help You Master The Theory and Practice of Investment Management (Frank J. Fabozzi Series)

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