skip to content
Portfolio selection : efficient diversification of investments Preview this item
ClosePreview this item
Checking...

Portfolio selection : efficient diversification of investments

Author: H Markowitz
Publisher: Cambridge, Mass. : B. Blackwell, 1991.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: History
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: H Markowitz
ISBN: 1557861080 9781557861085
OCLC Number: 22451421
Description: xvi, 384 pages : illustrations ; 24 cm
Contents: Part I. Introduction and Illustrations: --
1. Introduction --
2. Illustrative Portfolio Analysis --
Part II. Relationships Between Securities and Portfolios: --
3. Averages and Expected Values --
4. Standard Deviations and Variances --
5. Investment in Large Numbers of Securities --
6. Return in the Long Run --
Part III. Efficient Portfolios: --
7. Geometric Analysis of Efficient Sets --
8. Derivation of E, V Efficient Portfolios --
9. The Semi-Variance --
Part IV. Rational Choice Under Uncertainty --
10. The Expected Utility Maxim --
11. Utility Analysis Over Time --
12. Probability Beliefs --
13. Applications to Portfolio Selection --
Appendix A. The Computation of Efficient Sets --
Appendix B. A Simplex Method for the Portfolio Selection Problem --
Appendix C. Alternative Axiom Systems for Expected Utility.
Responsibility: Harry M. Markowitz.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/22451421> # Portfolio selection : efficient diversification of investments
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "22451421" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/341036594#Place/cambridge_mass> ; # Cambridge, Mass.
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/mau> ;
    schema:about <http://id.worldcat.org/fast/978180> ; # Investment analysis
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/analyse_financiere> ; # Analyse financière
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/gestion_de_portefeuille> ; # Gestion de portefeuille
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/portfolio_selection> ; # Portfolio Selection
    schema:about <http://id.loc.gov/authorities/subjects/sh2008103789> ; # Finance--United States--History
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/actions_titres_de_societe> ; # Actions (Titres de société)
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Thing/securities> ; # Securities
    schema:about <http://id.worldcat.org/fast/1072072> ; # Portfolio management
    schema:about <http://id.worldcat.org/fast/978234> ; # Investments
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/finances_etats_unis_histoire> ; # Finances--États-Unis--Histoire
    schema:about <http://id.worldcat.org/fast/1133704> ; # Stocks
    schema:about <http://id.worldcat.org/fast/924349> ; # Finance
    schema:about <http://id.worldcat.org/fast/1204155> ; # United States.
    schema:about <http://experiment.worldcat.org/entity/work/data/341036594#Topic/investissements> ; # Investissements
    schema:about <http://dewey.info/class/332.6/e20/> ;
    schema:bookEdition "2nd ed." ;
    schema:bookFormat bgn:PrintBook ;
    schema:creator <http://viaf.org/viaf/71610> ; # Harry Markowitz
    schema:datePublished "1991" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/341036594> ;
    schema:genre "History"@en ;
    schema:inLanguage "en" ;
    schema:name "Portfolio selection : efficient diversification of investments"@en ;
    schema:productID "22451421" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/22451421#PublicationEvent/cambridge_mass_b_blackwell_1991> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/341036594#Agent/b_blackwell> ; # B. Blackwell
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=002867171&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:url <http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=1562302&custom_att_2=simple_viewer> ;
    schema:url <http://www.gbv.de/dms/hbz/toc/ht003782838.PDF> ;
    schema:workExample <http://worldcat.org/isbn/9781557861085> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GB9047335> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/22451421> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/341036594#Agent/b_blackwell> # B. Blackwell
    a bgn:Agent ;
    schema:name "B. Blackwell" ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Place/cambridge_mass> # Cambridge, Mass.
    a schema:Place ;
    schema:name "Cambridge, Mass." ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Topic/actions_titres_de_societe> # Actions (Titres de société)
    a schema:Intangible ;
    schema:name "Actions (Titres de société)"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Topic/analyse_financiere> # Analyse financière
    a schema:Intangible ;
    schema:name "Analyse financière"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Topic/finances_etats_unis_histoire> # Finances--États-Unis--Histoire
    a schema:Intangible ;
    schema:name "Finances--États-Unis--Histoire"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Topic/gestion_de_portefeuille> # Gestion de portefeuille
    a schema:Intangible ;
    schema:name "Gestion de portefeuille"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/341036594#Topic/portfolio_selection> # Portfolio Selection
    a schema:Intangible ;
    schema:name "Portfolio Selection"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2008103789> # Finance--United States--History
    a schema:Intangible ;
    schema:name "Finance--United States--History"@en ;
    .

<http://id.worldcat.org/fast/1072072> # Portfolio management
    a schema:Intangible ;
    schema:name "Portfolio management"@en ;
    .

<http://id.worldcat.org/fast/1133704> # Stocks
    a schema:Intangible ;
    schema:name "Stocks"@en ;
    .

<http://id.worldcat.org/fast/1204155> # United States.
    a schema:Place ;
    schema:name "United States." ;
    .

<http://id.worldcat.org/fast/924349> # Finance
    a schema:Intangible ;
    schema:name "Finance"@en ;
    .

<http://id.worldcat.org/fast/978180> # Investment analysis
    a schema:Intangible ;
    schema:name "Investment analysis"@en ;
    .

<http://id.worldcat.org/fast/978234> # Investments
    a schema:Intangible ;
    schema:name "Investments"@en ;
    .

<http://viaf.org/viaf/71610> # Harry Markowitz
    a schema:Person ;
    schema:birthDate "1927" ;
    schema:familyName "Markowitz" ;
    schema:givenName "Harry" ;
    schema:givenName "H." ;
    schema:name "Harry Markowitz" ;
    .

<http://worldcat.org/isbn/9781557861085>
    a schema:ProductModel ;
    schema:isbn "1557861080" ;
    schema:isbn "9781557861085" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.