Markowitz, Harry M.
Portfolio Selection.
New York : John Wiley & Sons, 1959.
First edition of the economist’s work, which revolutionized modern investment theory and practice. Octavo, original blue cloth. Lengthily signed by the author with the equation of the Mean-Variance Optimization problem on the half-title page, “Min λ = V – λ′E Where V=x′Cx E=μ′x s.z. Ax=b, x≥0 Harry Markowitz.” Near fine in a near fine dust jacket.Continue reading "Portfolio Selection."
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