Mean-Variance Analysis in Portfolio Choice and Capital Markets

Autor:

Markowitz, Harry M.

Título:

Mean-Variance Analysis in Portfolio Choice and Capital Markets

Temas:

 - FINANZAS  - TEORÍA FINANCIERA  - MERCADO DE CAPITALES  - MODELOS MATEMÁTICOS 

Idioma:

Inglés

Medio:

Impreso en papel

País:

Reino Unido

Lugar, editor y fecha:

Oxford: Basil Blackwell, 1989

Edición:

1st. ed. 1st. repr.

Páginas:

xi, 387 p.

ISBN:

0-631-15381-0; 

Acceso en línea:

- 

Puede solicitar más fácilmente el ejemplar con: PHL 336.01 MAR r89 (in)

Preface 

Part 1. The General Portfolio Selection Model

1. Portfolio Selection Models

2. The General Mean-Variance Portfolio Selection Model

3. Capabilities and Assumptions of the General Model


Part 2. Preliminary Results

4. Properties of Feasible Portfolio Sets

5. Sets Involving Mean, Variance, and Standard Deviation

6. Portfolio Selection Models with Affine Constraint Sets


Part 3. Solution to the General Portfolio Selection Model

7. Efficient Sets for Nondegenerate  Models

8. Getting Started

9. Degenerate Cases

10. All Feasible Mean-Variance Combinations


Part 4. Special Cases

11. Canonical form of the Two-Dimensional Analysis

12. Conical Constraint Sets and the Efficiency of the Market Portfolio


Part 5. Portfolio Selection Program

13. Program Description


Appendix. Elements of Matrix Algebra and Vector Spaces


References

Index