Mean-variance analysis in portfolio choice and capital markets

著者

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

書誌事項

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

注記

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

Bibliography: p. [361]-366

Includes index

詳細情報

• NII書誌ID(NCID): BA51617067
• ISBN:
  • 1883249759
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Hope, Pa.
• ページ数/冊数: xix, 379 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4529.5
  • DC19 : 332.6
• 件名:
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Capital market -- Mathematical models