Wiley.com
Print this page Share

Mean-Variance Analysis in Portfolio Choice and Capital Markets

ISBN: 978-1-883249-75-5
Hardcover
400 pages
February 2000
List Price: US $110.00
Government Price: US $56.10
Enter Quantity:   Buy
Mean-Variance Analysis in Portfolio Choice and Capital Markets (1883249759) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

Harry Markowitz has applied computer and mathematical techniques to various practical decision making areas. In finance: he presented in an article in 1952 and a book in 1959 "modern portfolio theory," now a standard topic in college courses and widely used by institutional investors for tactical asset allocation, risk control, and attribution analysis.In other areas: Dr. Markowitz developed "sparse matrix" techniques for solving very large mathematical optimization problems, now standard in production software for optimization programs. He also designed and supervised the development of the SIMSCRIPT programming language which has been widely used for programming computer simulations of systems like factories, transportation systems, and communication networks. In 1989 Dr. Markowitz received The John von Neumann Award from the Operations Research Society of America for his work in portfolio theory, sparse matrix techniques, and SIMSCRIPT. In 1990 he shared The Nobel Prize in Economics for his work on portfolio theory.
G. Peter Todd is a Director of Riverview International Group, Inc., where he is responsible for software development. From 1990 to 1998 Dr. Todd was a Vice President in Daiwa Securities Trust's Global Portfolio Research Department (GPRD), where he worked with Harry Markowitz, GPRD's Director of Research. Dr. Todd received a Ph.D. in Biochemistry from Cornell University and a B.S. in Chemistry from Utah State University.

More By These Authors

Related Titles

More From This Series

by Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi
by Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi

More By These Authors

Investments & Securities

by Frank J. Fabozzi (Editor), James L. Grant (Editor)
by Susan Hudson-Wilson (Editor)
by Frank J. Fabozzi (Editor)
by Frank J. Fabozzi, John N. Dunlevy
Back to Top