September 2013
Intermediate to advanced
208 pages
4h 23m
English
book
Risk-Return Analysis: The Theory and Practice of Rational Investing (Volume One)
by Harry Markowitz, Kenneth Blay
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INDEX
Please note that index links point to page beginnings from the print edition. Locations are approximate in e-readers, and you may need to page down one or more times after clicking a link to get to the indexed material.
Absolute safety-first, 29
Adjusted MAD-squared, 128
DMS database and, 140
RMSQ and, 129–130
Adjusted semivariance, 128, 129
SV and, 131–133
Adjusted VaR estimated variance
RVEV, 133–135
for 16 equity markets in twentieth century, 146
Adjusted variance
DMS database and, 140
geometric mean and, 129, 132, 133
Taylor series approximations and, 129
AIC. See Akaike information criteria
Akaike information criteria (AIC), 202
Allais, Maurice, 17
Allais’s paradox, 17–24
Axiom II ...
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