CFM 16

Harry M. Markowitz, Portfolio Selection: Efficient Diversification of Investments, John Wiley & Sons, 1959 [7,730 kb] [Table of Contents]


Abstract: 

Preliminary Pages [i-xii]
PART I. Introduction and Illustrations
1 Introduction [3]
2 Illustrative Portfolio Analyses [8]
PART II. Relationships between Securities and Portfolios
3 Averages and Expected Values [37]
4 Standard Deviations and Variances [72]
5 Investment in Large Numbers of Securities [102]
6 Return in the Long Run [116]
PART III. Efficient Portfolios
7 Geometric Analysis of Efficient Sets [129]
8 Derivation of E, V Efficient Portfolios [154]
9 The Semi-Variance [188]
PART IV. Rational Choice under Uncertainty
10 The Expected Utility Maxim [205]
11 Utility Analysis over Time [243]
12 Probability Beliefs [257]
13 Applications to Portfolio Selection [274]
Bibliography [305]
Appendices [309]
A The Computation of Efficient Sets
B A Simplex Method for Portfolio Selection
C Alternative Axiom Systems for Expected Utility
Index [341]