Portfolio Selection: Efficient Diversification of Investments / Edition 2

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Overview

This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.

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Product Details

  • ISBN-13: 9781557861085
  • Publisher: Wiley
  • Publication date: 9/3/1991
  • Series: Cowles Foundation Monograph Series
  • Edition description: Revised
  • Edition number: 2
  • Pages: 402
  • Sales rank: 1,436,846
  • Product dimensions: 9.21 (w) x 6.14 (h) x 0.88 (d)

Meet the Author

Professor Markowitz has been awarded the Nobel Prize for Economics 1990.

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Table of Contents

Preface.

Part I: Introduction and Illustrations:.

1. Introduction.

2. Illustrative Portfolio Analysis.

Part II: Relationships Between Securities and Portfolios:.

3. Averages and Expected Values.

4. Standard Deviations and Variances.

5. Investment in Large Numbers of Securities.

6. Return in the Long Run.

Part III: Efficient Portfolios:.

7. Geometric Analysis of Efficient Sets.

8. Derivation of E, V Efficient Portfolios.

9. The Semi-Variance.

Part IV: Rational Choice Under Uncertainty.

10. The Expected Utility Maxim.

11. Utility Analysis Over Time.

12. Probability Beliefs.

13. Applications to Portfolio Selection.

Bibliography.

Addendum.

Appendix A: The Computation of Efficient Sets.

B: A Simplex Method for the Portfolio Selection Problem.

C: Alternative Axiom Systems for Expected Utility.

Index.

Part V: Notes on Previous Chapters.

Note on Chapter IV.

Note on Chapter V.

Note on Chapter VI.

Note on Chapter VII.

Note on Chapter VIII and Appendix A.

Note on Chapter IX.

Note on Part IV and Appendix C.

Appendix: Personal Notes

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