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Titre :
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Portfolio selection:efficient diversification of investments
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Auteurs :
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H. Markowitz
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Type de document :
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ouvrage
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Editeur :
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Oxford, GBR, 2e ed : Blackwell publishers, 1991
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Format :
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384 p.
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Langues:
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= Anglais
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Catégories :
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Sciences et techniques - Ingénierie
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Mots-clés:
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MODELISATION
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Résumé :
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"Modern portofolio theory gives a rigorous mathematical justification for the time honored investment maxim that diversification is a sensible strategy for individuals who wish to reduce theirs risks. Invented in the 1950s by H. Markowitz in this book, the theory provides a firm foundation for the intuition that you should not put all your eggs in one basket and shows investors how to combine securites to minimize risk." Burton G. Malkiel, Princeton University.
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