Mean-Variance Analysis in Portfolio Choice and Capital Markets: 66 (Frank J. Fabozzi Series) - Image 1

£85.00

Wiley Mean-Variance Analysis in Portfolio Choice and Capital Markets: 66 (Frank J. Fabozzi Series)

Name: Mean-Variance Analysis in Portfolio Choice and Capital Markets: 66 (Frank J. Fabozzi Series)
Brand: Wiley
Price: 85.0 GBP
Availability: InStock

Applied Mathematics

It has never been this cheap. We have no record of a lower price.

£85 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 66 days • 66 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 66 days • 1 price levels

Days at Price

Price Analysis

Most common price: £85 (66 days, 100.0%)

Price range: £85 - £85

Price levels: 1 different prices over 66 days

Description

In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1883249759
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 28 February 2000
Listed Since: 22 January 2007

Barcode

No barcode data available

Wiley Mean-Variance Analysis in Portfolio Choice and Capital Markets: 66 (Frank J. Fabozzi Series)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Robust Equity Portfolio Management, + Website: Formulations, Implementations, and Properties using MATLAB (Frank J. Fabozzi Series)

Modern Portfolio Theory, + Website: Foundations, Analysis, and New Developments: 795 (Wiley Finance)

Risk-Return Analysis Volume 3: The Theory and Practice of Rational Investing (BUSINESS BOOKS)

Portfolio Optimization: Theory and Application

Lectures On The Theory And Application Of Modern Finance With R And Chatgpt: 10 (World Scientific Lecture Notes in Finance)

Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor

Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™

Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing

Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)

Springer Handbook of Portfolio Construction - Markowitz Techniques

Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies: 316 (Studies in Fuzziness and Soft Computing, 316)

Investment Analysis: An Introduction to Portfolio Theory and Management

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

Portfolio Management: Theory and Practice

Portfolio Management in Practice, Volume 2: Asset Allocation (CFA Institute Investment Series)

Computational Finance: An Introductory Course with R: 1 (Atlantis Studies in Computational Finance and Financial Engineering, 1)

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

Springer Asset Management and Institutional Investors Book

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

Investment Theory and Risk Management: 711 (Wiley Finance)

Multi-Asset Investing: A Practitioner's Framework

The Complete Guide to Portfolio Performance: Appraise, Analyze, Act

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)