Markowitz, Harry Max,   1927- <br/><br/>
Portfolio selection :   efficient diversification of investments / 
Harry M. Markowitz. 
 - Second edition 
 - Cambridge :   Blackwell Publishers,   1991. 
 - xvi, 384 páginas :   tablas, gráficas ;   23 cm. 
<br/><br/>Incluye bibliografías e índice. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>1557861080 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portafolio de inversiones<br/>Análisis de inversiones<br/>Administración del portafolio<br/>Administración del portafolio de inversión
<br/><br/><label>Dewey Class. No.: </label>332.6   / M17p