Portfolio Selection, Efficient Diversification of Investments (2nd) Second Edition

by Harry M. Markoitz

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.

Genres: Finance, Economics, Business, Nonfiction

Hardcover

First published January 28, 1968

Reviews

[Alexandre Oliveira · Rating 5 out of 5]

Here Harry Markowitz demonstrate his brightness by creating a new subject mixing operations research, statistics, math and economics.

Any investment professional must read and have this book on the shelf, at least for historical reasons!

[David · Rating 5 out of 5]

awesome book. won markowitz the Nobel, but doesn't seem to be worthy @ goodreads