Coverart for item
The Resource Mean-variance analysis in portfolio choice and capital markets, Harry M. Markowitz

Mean-variance analysis in portfolio choice and capital markets, Harry M. Markowitz

Label
Mean-variance analysis in portfolio choice and capital markets
Title
Mean-variance analysis in portfolio choice and capital markets
Statement of responsibility
Harry M. Markowitz
Creator
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1927-
http://library.link/vocab/creatorName
Markowitz, H.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Portfolio management
  • Capital market
Label
Mean-variance analysis in portfolio choice and capital markets, Harry M. Markowitz
Instantiates
Publication
Note
Includes index
Bibliography note
Bibliography: pages [369]-374
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- Part I: The general portfolio selection model -- 1. Portfolio selection models -- 2. The general mean-variance portfolio selection model -- 3. Capabilities and assumptions of the general model -- Part II: Preliminary results -- 4. Properties of feasible portfolio sets -- 5. Sets involving mean, variance, and standard deviation -- 6. Portfolio selection models with affine constraint sets -- Part III: Solution to the general portfolio selection model -- 7. Efficient sets for nondegenerate models -- 8. Getting started -- 9. Degenerate cases -- 10. All feasible mean-variance combinations -- Part IV: Special cases -- 11. Canonical form of the two-dimensional analysis -- 12. Conical constraint sets and the efficiency of the market portfolio -- Part V: A portfolio selection program -- 13. Program description -- Appendix: Elements of matrix algebra and vector spaces
Control code
15659673
Dimensions
24 cm
Extent
xi, 387 pages
Isbn
9780631153818
Lccn
87002975
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)1031759
Label
Mean-variance analysis in portfolio choice and capital markets, Harry M. Markowitz
Publication
Note
Includes index
Bibliography note
Bibliography: pages [369]-374
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- Part I: The general portfolio selection model -- 1. Portfolio selection models -- 2. The general mean-variance portfolio selection model -- 3. Capabilities and assumptions of the general model -- Part II: Preliminary results -- 4. Properties of feasible portfolio sets -- 5. Sets involving mean, variance, and standard deviation -- 6. Portfolio selection models with affine constraint sets -- Part III: Solution to the general portfolio selection model -- 7. Efficient sets for nondegenerate models -- 8. Getting started -- 9. Degenerate cases -- 10. All feasible mean-variance combinations -- Part IV: Special cases -- 11. Canonical form of the two-dimensional analysis -- 12. Conical constraint sets and the efficiency of the market portfolio -- Part V: A portfolio selection program -- 13. Program description -- Appendix: Elements of matrix algebra and vector spaces
Control code
15659673
Dimensions
24 cm
Extent
xi, 387 pages
Isbn
9780631153818
Lccn
87002975
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)1031759

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      38.944491 -92.326012
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