Markowitz 2.0: Innovations for asset allocation

The idea of conducting financial analysis on asset classes, while widely accepted today, was a new concept in the 1950s. It was so new that Nobel Prize winner in economics Harry Markowitz almost did not receive his doctorate because his thesis on portfolio optimisation was deemed as “not economics”...

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主要作者: Knowledge@SMU
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2012
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在線閱讀:https://ink.library.smu.edu.sg/ksmu/62
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1061&context=ksmu
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