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Harry M. Markowitz 作者

World Scientific Publishing Company

译者

2009-03-03 出版日期

724 页数

USD 127.00 价格

Hardcover

丛书系列

9789812833631 图书编码

Harry Markowitz 在线电子书图书标签: 金融学论文英文原版经济学投资学 Nobel_prize

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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.

Contents: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.

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