Markowitz, H.

Harry Markowitz : selected works / edited by Harry M. Markowitz - Hackensack, NJ : World Scientific, c2008 - xvi, 700 p. : ill. ; 26 cm. - World Scientific nobel laureate series ; v. 1 . - World Scientific nobel laureate series ; v. 1 .

Includes bibliographical references

9789812833631 9812833633


Portfolio management
Investment analysis
Sparse matrices