9781333760434 - an extension of the markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes (classic reprint) de pogue, gerald a. (3 resultados)
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 25,65
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 24,67
Envío por EUR 3,79Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 15 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Forgotten Books, London, Reino UnidoForgotten Books
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Paperback. Condición: New. Print on Demand. This book extends the boundaries of portfolio selection theory, first developed by H.M. Markowitz in 1952 and limited to a set of assumptions that ignored real-world investor concerns. The author here revises Markowitz's model to encompass the full range of portfolio management decisio…n-making, including transactions costs, short selling, and the use of margin loans and unsecured debt. The significance of the author's contribution is to bring what was once a largely theoretical model into the real world of complex investment possibilities. By considering the actual costs and concerns of portfolio managers, the updated framework presented here details an approach to portfolio optimization that will deliver results that are more reflective of the decision making required of investment advisors. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
