eBOOK
Risk-Return Analysis
The Theory and Practice of Rational Investing (Volume One)
By: Harry Markowitz, Kenneth Blay
eBook | 6 September 2013
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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 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.
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ISBN: 9780071817943
ISBN-10: 0071817948
Published: 6th September 2013
Format: ePUB
Language: English
Number of Pages: 208
Publisher: McGraw-Hill Education
