ポートフォリオ理論の大家 The Portfolio Theorists : Von Neumann, Savage, Arrow, and Markowitz (Great Minds in Finance)

Read, Colin

Palgrave Macmillan（2012/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 228 p.
• 言語 ENG
• 商品コード 9780230274143
• DDC分類 330.15

基本説明

Examines probability, risk, and uncertainty through the contributions of John von Neumann and Oskar Morgenstern, Leonard Jimmie Savege, Kenneth Arrow, and Harry Markowitz.

Full Description

Read examines probability, risk, and uncertainty through the contributions of John von Neumann, Leonard Jimmie Savage, Kenneth Arrow and Harry Markowitz. These Portfolio Theorists provided us with a dramatic leap forward in our understanding of and insights into financial rewards under risk and uncertainty.

Contents

Introduction A Roadmap to Resolve the Big Question PART I: JOHN VON NEUMANN The Early Years for John von Neumann and Oskar Morgenstern The Times and the Beginning of an Era The Theory of von Neumann and Morgenstern Applications and Elaborations of the von Neumann-Morgenstern Model The Later Life and Legacy of John von Neumann and Oskar Morgenstern PART II: LEONARD JIMMIE SAVAGE The Early Years Friedman and Savage's Times The Theory of Friedman and Savage Applications of the Concept of Subjective Probabilities Savage's Later Life and Legacy PART III: KENNETH J. ARROW Arrow's Early Years The Times Arrow's Great Idea Applications of the Contingent Claims Model Arrow's Life, Legacy, and the Nobel Prize PART IV: HARRY MARKOWITZ The Early Years of Harry Markowitz The Times and a New Paradigm in Personal Finance The Theory of an Efficient Portfolio Applications of Portfolio Theory The Nobel Prize, Life, and Legacy of Harry Markowitz PART V: WHAT WE HAVE LEARNED Combined Contributions in Portfolio Theory Conclusions