Markowitz method
Смотреть что такое "Markowitz method" в других словарях:
Markowitz model — A method of selecting the optimum investment portfolio, devised by H. M. Markowitz (1927 ) and for which he received the Nobel prize in Economics in 1990. It assumes that investors are interested in the average return on a risky investment and… … Big dictionary of business and management
Minimum degree algorithm — In numerical analysis the minimum degree algorithm is an algorithm used to permute the rows and columns of a symmetric sparse matrix before applying the Cholesky decomposition, to reduce the number of non zeros in the Cholesky factor. This… … Wikipedia
Mathematical finance — is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will… … Wikipedia
Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) … Wikipedia
optimization — /op teuh meuh zay sheuhn/ 1. the fact of optimizing; making the best of anything. 2. the condition of being optimized. 3. Math. a mathematical technique for finding a maximum or minimum value of a function of several variables subject to a set of … Universalium
William Forsyth Sharpe — Infobox Scientist name = William F. Sharpe image size = 180px birth date = Birth date and age|1934|6|16|mf=y birth place = Boston, Massachusetts, U.S. nationality = United States field = Economics work institution = William F. Sharpe Associates… … Wikipedia
Milton Friedman — Chicago School of Economics Born July 31, 1912(1912 07 31) Brooklyn, New York … Wikipedia
Dusky dolphin — Dusky dolphin … Wikipedia
Second — This article is about the unit of time. For other uses, see Second (disambiguation). A light flashing approximately once per second. The second (SI unit symbol: s; informal abbreviation: sec) is a unit of measurement of time, and is the… … Wikipedia
Metagenomics — is the study of metagenomes, genetic material recovered directly from environmental samples. The broad field may also be referred to as environmental genomics, ecogenomics or community genomics. Traditional microbiology and microbial genome… … Wikipedia
RiskMetrics — When making an investment, conventional methodology focused purely on the predicted level of return (or yield). Market professionals knew that you can have two assets with similar returns and yet one would be considered more risky . Professionals … Wikipedia