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Harry Markowitz : selected works
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ISBN: 9789812833648 9789812833631 9812833641 9812833633 9786612441417 1282441418 981283365X 9789812833655 Year: 2008 Volume: 1 Publisher: Singapore ; Hackensack, NJ : World Scientific,

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Abstract

Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT - a computer programming language. SIMSCRIPT has been widely

Portfolio selection : efficient diversification of investments
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ISBN: 0300013728 0300191677 9780300191677 0300013698 9780300013696 9780300013726 Year: 1959 Volume: 16 Publisher: New Haven ; London : Yale University Press,

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Applies modern techniques of analysis and computation to the problem of finding combinations of securities that best meet the needs of the private institutional investor.  Written primarily with the nonmathematician in mind, although it contains mathematical development of the subject in appendixes. 

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