Efficient Asset Management
Subtitle: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
Publisher: Oxford University Press, USA
Published: August 16, 2001
Language: eng
Format: Hardcover
Number of pages: 152
ISBN-13: 9780875847436
Subjects: Stocks & shares; Investments; Business/Economics; Business & Economics; Business / Economics / Finance; Portfolio management; Mathematical models; Investments & Securities - General; Accounting - General; Entrepreneurship; Investments & Securities - Stocks; Business & Economics / Investments & Securities; Business & Economics-Accounting - General; Business & Economics-Entrepreneurship; Finance; Investment Analysis
First sentence: Markowitz (1959) mean-variance (MV) efficiency is the classic paradigm of modern finance for effeciently allocating capital among risky assets.