Mean-Variance Analysis in Portfolio Choice and Capital Markets

by Harry M. Markowitz and G. Peter Todd

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In 1952, Harry Markowitz published -Portfolio Selection,- a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance...

Format:Hardcover

Language:English

ISBN:1883249759

ISBN13:9781883249755

Release Date:February 2000

Publisher:Wiley

Length:400 Pages

Weight:0.15 lbs.

Dimensions:1.0" x 6.0" x 9.0"

Related Subjects

Business Business & Finance Business & Investing Economics Education & Reference Investing Investments & Securities Math Mathematics Popular Economics

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Mean-Variance Analysis in Portfolio Choice and Capital Markets

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