Author: Richard A. Brealey
Publisher: MIT Press (MA)
Published: 1969
Total Pages: 168
ISBN-13:
DOWNLOAD EBOOK →Author: Edgar Lawrence Smith
Publisher:
Published: 2013-10
Total Pages: 134
ISBN-13: 9781258850388
DOWNLOAD EBOOK →This is a new release of the original 1928 edition.
Author: Harry M. Markowitz
Publisher: McGraw Hill Professional
Published: 2013-09-06
Total Pages: 208
ISBN-13: 0071817948
DOWNLOAD EBOOK →The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing Legendary economist Harry M. Markowitz provides the insight and methods you need to build a portfolio that generates strong returns for the long run In Risk-Return Analysis, Markowitz corrects common misunderstandings about Modern Portfolio Theory (MPT) to help advanced financial practitioners dramatically improve their decision making. In this first volume of a groundbreaking four-part series sure to draw the attention of anyone interested in MPT, Markowitz provides the criteria necessary for judging among risk-measures; surveys a half-century of literature (nearly all of which has been ignored by textbooks) on the applicability of MPT; and presents an empirical study of which functions of mean and some risk-measure is best for those who seek to maximize return in the long run. Harry M. Markowitz is a Nobel Laureate and the father of Modern Portfolio Theory.
Author: Ying L. Becker
Publisher: CFA Institute Research Foundation
Published: 2018-05-10
Total Pages: 82
ISBN-13: 1944960457
DOWNLOAD EBOOK →Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.
Author: Barbara Apostolou
Publisher: Barron's Educational Series
Published: 2000
Total Pages: 184
ISBN-13:
DOWNLOAD EBOOK →Revised and updated to reflect recent market trends, this easy-to-read book describes common stocks, stock exchanges, blue chips, mutual funds, 401(K) plans, and the activities of the Securities and Exchange Commission and Federal Reserve Board.