Harry Markowitz: Selected Works (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
716
Utgivningsdatum
2009-03-04
Förlag
World Scientific Publishing Co Pte Ltd
Dimensioner
254 x 177 x 31 mm
Vikt
1360 g
Antal komponenter
1
ISBN
9789812833631
Harry Markowitz: Selected Works (inbunden)

Harry Markowitz: Selected Works

Inbunden Engelska, 2009-03-04
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Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT - a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.This book consists of a collection of Dr Markowitz's most important works in these and other fields.
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Since I acquired my copy of Harry Markowitz: Selected Works, I have consulted it frequently. The book always reminds me of the joy that comes from wide-ranging curiosity, contemplation, playfulness, critical thinking, and plain old hard work. -- Quantitative Finance "Quantitative Finance"

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Innehållsförteckning

1952; Rand [I] and The Cowles Foundation; Rand [II] and CACI; IBM's T J Watson Research Center; Baruch College (CUNY) and Daiwa Securities; Harry Markowitz Company