Portfolio analysis with factors and scenarios
By: by Harry M. Markowitz and André F. Perold
Contributors: Perold, André F., joint author; Perold, André F., author
Series: Working paper - Division of Research, Graduate School of Business Administration, Harvard University ; HBS 80-47; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 80-47
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1980
Place of publication: Boston
Language: eng
Number of pages: 12
Subjects: Portfolio management; Mathematical models; Investment analysis; Securities
Notes: Bibliography: leaf [13]