大葉大學圖書館 |

The portfolio theorists[electronic resource] :Von Neumann, Savage, Arrow and Markowitz /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.15
書名/作者:	The portfolio theorists : Von Neumann, Savage, Arrow and Markowitz // Colin Read.
作者:	Read, Colin,
出版者:	Houndmills, Basingstoke, Hampshire ; : Palgrave Macmillan,, 2012.
面頁冊數:	1 online resource ( ix, 228 p.)
標題:	Finance - History.
標題:	Economics - History.
標題:	Economists - History.
標題:	BUSINESS & ECONOMICS - Finance.
標題:	BUSINESS & ECONOMICS - Personal Finance
標題:	BUSINESS & ECONOMICS - Economics
標題:	BUSINESS & ECONOMICS / Economics / Theory
ISBN:	9780230362307 (electronic bk.)
ISBN:	0230362303 (electronic bk.)
內容註:	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.
摘要、提要註:	This book is the second in a series of discussions about the 'great minds' in the history and theory of finance. The first book examines the role of returns in our personal financial decisions. This second book adds risk and uncertainty to the picture. Colin Read investigates how our treatment of risk and uncertainty necessitated a new understanding of probability. The creation of this fresh treatment of probability induced us to rewrite and to generalize our understanding of financial returns that had to be balanced with risk. While the modeling of risk dramatically complicated our models in finance, it also answered questions that, to then, had challenged our understanding of financial markets and equilibrium. Probability, risk, and uncertainty are examined 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 and insights of financial rewards under risk and uncertainty. In fact, their results are perhaps more significant and groundbreaking than any other financial theorist before or since. Such brilliance is the hallmark of a great mind.
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9780230362307

The portfolio theorists[electronic resource] :Von Neumann, Savage, Arrow and Markowitz /
Read, Colin,1959-

The portfolio theoristsVon Neumann, Savage, Arrow and Markowitz /[electronic resource] :Colin Read. - Houndmills, Basingstoke, Hampshire ;Palgrave Macmillan,2012. - 1 online resource ( ix, 228 p.) - Great minds in finance. - Great minds in finance..

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.

This book is the second in a series of discussions about the 'great minds' in the history and theory of finance. The first book examines the role of returns in our personal financial decisions. This second book adds risk and uncertainty to the picture. Colin Read investigates how our treatment of risk and uncertainty necessitated a new understanding of probability. The creation of this fresh treatment of probability induced us to rewrite and to generalize our understanding of financial returns that had to be balanced with risk. While the modeling of risk dramatically complicated our models in finance, it also answered questions that, to then, had challenged our understanding of financial markets and equilibrium. Probability, risk, and uncertainty are examined 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 and insights of financial rewards under risk and uncertainty. In fact, their results are perhaps more significant and groundbreaking than any other financial theorist before or since. Such brilliance is the hallmark of a great mind.

ISBN: 9780230362307 (electronic bk.)

Source: 416228Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

376991
Finance
--History.Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HG171 / .R338 2012eb

Dewey Class. No.: 330.15

The portfolio theorists[electronic resource] :Von Neumann, Savage, Arrow and Markowitz /
LDR:03605cam 2200325Ka 4500 001 364141
003 OCoLC
005 20120502024447.0
006 m d
007 cr cn|||||||||
008 120814s2012 enk o 000 0deng d
020 $a 9780230362307 (electronic bk.)
020 $a 0230362303 (electronic bk.)
035 $a (OCoLC)769138013
035 $a ocn769138013
037 $a 416228 $b Palgrave Macmillan $n http://www.palgraveconnect.com
040 $a UKPGM $b eng $c UKPGM $d EBLCP $d OCLCQ $d CDX $d YDXCP $d GPM $d E7B $d N$T
049 $a TEFA
050 4 $a HG171 $b .R338 2012eb
072 7 $a BUS $x 069030 $2 bisacsh
082 0 4 $a 330.15 $2 23
100 1 $a Read, Colin, $d 1959- $3 376974
245 1 4 $a The portfolio theorists $h [electronic resource] : $b Von Neumann, Savage, Arrow and Markowitz / $c Colin Read.
260 $a Houndmills, Basingstoke, Hampshire ; $a New York : $b Palgrave Macmillan, $c 2012.
300 $a 1 online resource ( ix, 228 p.)
490 1 $a Great minds in finance
505 0 $a 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.
520 $a This book is the second in a series of discussions about the 'great minds' in the history and theory of finance. The first book examines the role of returns in our personal financial decisions. This second book adds risk and uncertainty to the picture. Colin Read investigates how our treatment of risk and uncertainty necessitated a new understanding of probability. The creation of this fresh treatment of probability induced us to rewrite and to generalize our understanding of financial returns that had to be balanced with risk. While the modeling of risk dramatically complicated our models in finance, it also answered questions that, to then, had challenged our understanding of financial markets and equilibrium. Probability, risk, and uncertainty are examined 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 and insights of financial rewards under risk and uncertainty. In fact, their results are perhaps more significant and groundbreaking than any other financial theorist before or since. Such brilliance is the hallmark of a great mind.
588 $a Description based on print version record.
650 0 $a Finance $x History. $3 376991
650 0 $a Economics $x History. $3 342564
650 0 $a Economists $x History. $3 472386
650 7 $a BUSINESS & ECONOMICS $x Finance. $2 bisacsh $3 443903
650 7 $a BUSINESS & ECONOMICS $x Personal Finance $x General. $2 bisacsh $3 472387
650 7 $a BUSINESS & ECONOMICS $x Economics $x Theory. $2 bisacsh $3 472388
650 7 $a BUSINESS & ECONOMICS / Economics / Theory $2 bisacsh $3 472328
655 4 $a Electronic books. $2 local $3 336502
776 0 8 $i Print version: $a Read, Colin, 1959- $t Portfolio theorists. $d Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2012 $z 9780230274143 $w (DLC) 2011049701 $w (OCoLC)748328623
830 0 $a Great minds in finance. $3 472385
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9780230362307
994 $a C0 $b TEF