Portfolio selection: efficient diversification of investments
Auteur :
Markowitz, Harry M.
Éditeur :
John Wiley & Sons Inc
ISBN :
9781557861085
Date de publication :
14 mars 1991
Dimensions :
23,6 x 16,3 x 2,8 cm
Poids :
726 g
Langue :
Anglais
Pays d'origine :
USA
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.