Mean-variance analysis in portfolio choice and capital markets

Author(s)

• Markowitz, Harry M.
• Todd, G. Peter

Bibliographic Information

Mean-variance analysis in portfolio choice and capital markets

Harry M. Markowitz ; with a chapter and program by G. Peter Todd ; [foreword by William F. Sharpe]

Frank J. Fabozzi Associates, 2000, c1987

Rev. reissue

Note

"Printing of revised reissue with new chapter 13 in 2000"--T.p. verso

Bibliography: p. [361]-366

Includes index

Details

• NCID: BA51617067
• ISBN:
  • 1883249759
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Hope, Pa.
• Pages/Volumes: xix, 379 p.
• Size: 24 cm
• Classification:
  • LCC : HG4529.5
  • DC19 : 332.6
• Subject Headings:
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Capital market -- Mathematical models