Год выпуска: 0 Автор: Edwin J. Elton, Martin J. Gruber Издательство: Страниц: 0 ISBN: 0262050609
Описание
"Through their scholarship and through their students, Elton and Gruber have for 35 years led the development of Modern Portfolio Theory and its applications. By underpinning the creation of the European Finance Association, Ned and Marty also helped create today's international community of finance scholars. This volume documents their contribution to the theory and practice of investment." -- Elroy Dimson, President-Designate, European Finance Association; London Business School This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz. Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative...
