Harry Markowitz : selected works / edited by Harry M. Markowitz. - xvi, 693 pages : illustrations ; 26 cm. - World Scientific nobel laureate series ; v. 1 . - World Scientific nobel laureate series ; v. 1. .

Includes bibliographical references.

Overview -- 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.

9812833633 9789812833631 9812833641 9789812833648

2009323272


Portfolio management.
Sparse matrices

HG4529.5 / .M368 2008

330.9