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Portfolio Selection
Book • 1968
This book, written by Harry M. Markowitz, is a seminal work in the field of finance.
It introduces the Markowitz model, also known as the mean-variance model, which is a portfolio optimization model that helps in selecting the most efficient portfolio by analyzing various possible portfolios of given securities.
The model emphasizes diversification to reduce risk and maximize returns, based on expected returns and the standard deviation of the portfolios.
The book is a classic in modern financial theory and has been instrumental in shaping the demand for risky securities.
It introduces the Markowitz model, also known as the mean-variance model, which is a portfolio optimization model that helps in selecting the most efficient portfolio by analyzing various possible portfolios of given securities.
The model emphasizes diversification to reduce risk and maximize returns, based on expected returns and the standard deviation of the portfolios.
The book is a classic in modern financial theory and has been instrumental in shaping the demand for risky securities.
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Mentioned in 1 episodes
Erwähnt von Marcel im Zusammenhang mit dem Capital Asset Pricing Modell und der Portfolio-Selektion.
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