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Portfolio selection : efficient diversification of investments / Harry M. Markowitz.

By: Material type: TextTextLanguage: English Publication details: Cambridge : Blackwell Publishers, 1991.Edition: Second editionDescription: xvi, 384 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 1557861080
Subject(s): DDC classification:
  • 332.6  M17p  21
Other classification:
  • R42
Contents:
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 -- Appendix A: The Computation of Efficient Sets ; B: A Simplex Method for the Portfolio Selection Problem ; C: Alternative Axiom Systems for Expected Utility -- Part V. Notes on Previous Chapters.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 332.6 M17p (Browse shelf(Opens below)) Available Mantener en colección. 29004018990613
Total holds: 0

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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 -- Appendix A: The Computation of Efficient Sets ; B: A Simplex Method for the Portfolio Selection Problem ; C: Alternative Axiom Systems for Expected Utility -- Part V. Notes on Previous Chapters.

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