Harry Markowitz: Selected Works

Released on by Harry M Markowitz
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  • Harry Markowitz: Selected Works Book Detail

  • Author : Harry M Markowitz
  • Release Date : 2009-03-03
  • Publisher : World Scientific
  • Genre : Business & Economics
  • Pages : 719
  • ISBN 13 : 981447021X
  • File Size : 2,2 MB
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Harry Markowitz: Selected Works by Harry M Markowitz PDF Summary

Book Description: Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT — a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.This book consists of a collection of Dr Markowitz's most important works in these and other fields.

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Harry Markowitz: Selected Works

Harry Markowitz: Selected Works

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Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Ins

Modern Portfolio Theory

Modern Portfolio Theory

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A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated with Harry Ma