Quantitative Methods

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Book Review: Risk–Return Analysis: The Theory and Practice of Rational Investing

Risk-Return Analysis: The Theory and Practice of Rational Investing

Drawing on his own prior research and that of others, Harry M. Markowitz addresses the objections to mean–variance analysis, concluding that it is central to finance for good reason. He proceeds from a set of incontrovertible premises to the conclusion that mean–variance analysis is the best tool available for addressing a wide range of portfolio-construction problems. Read more

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