Portfolio Selection: Efficient Diversification of Investments

Harry M. Markowitz

Language: English

Publisher: Wiley

Published: Dec 15, 1959

Description:

This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.