Mean-Variance Analysis in Portfolio Choice and Capital Markets pdf epub mobi txt 电子书下载 2026

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出版者:Wiley

作者:Harry M. Markowitz

出品人:

页数:399

译者:

出版时间:2000-2

价格:GBP 90.00

装帧:Hardcover

isbn号码:9781883249755

丛书系列:

图书标签:

股票
投资组合
证券
数学
复习
投资组合选择
均值方差分析
资本市场
金融工程
投资管理
资产定价
风险管理
现代投资理论
投资策略
金融模型

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具体描述

Book Description

In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.

该书《Mean-Variance Analysis in Portfolio Choice and Capital Markets》深入探讨了投资组合选择中的经典理论框架，系统分析了风险和收益之间的平衡策略。这本书以严谨的逻辑结构呈现，旨在帮助读者理解资本市场中资源配置的重要原理。核心内容围绕现代投资决策展开，从数学模型到实际应用进行全方位阐释。作者详细介绍了经典的资本资产定价模型（CAPM）及其局限性，深入剖析多元化投资的重要性，并通过案例分析展示理论在不同市场环境下的运用场景。书中不仅注重解释各概念和工具，更强调实践中的应用技巧，帮助读者建立系统化的风险管理思路。本文章节一从基础概念入手，详细介绍了均值-方差分析的起源与演变过程，解析其在金融市场决策中的核心作用。接着，作者系统讲解了资产配置理论，通过具体例子说明如何通过调整投资组合达到最优化效果。这一部分尤其适合希望掌握基础财富管理理念的读者。书中对现代投资工具如ETF和指数基金的介绍也尤为详实，使读者能够准确识别各类金融产品中的风险特征。在后续章节，内容更加深入，探讨了市场情绪与宏观经济因素对投资决策的影响，以及如何利用统计方法评估资产表现的可靠性。作者结合大量实证数据，为读者提供了具体分析框架，帮助他们更清晰地理解市场波动背后的规律。书中还特别强调风险控制与收益最大化的平衡策略，通过数学公式和图表辅助说明，为读者提供了直观的理解路径。此外，书中对投资者心理偏差的分析也值得关注，这部分内容帮助读者认识到情感因素在决策过程中的潜在影响，并提出应对策略。特别是关于分散化投资和长期视角的论述，为初学者树立了正确的投资心理基础。书中还详细介绍了各种风险评估工具，如VaR（Value at Risk）模型，帮助读者更科学地量化潜在损失。整体而言，该书以清晰的逻辑和丰富的实例为读者提供了一套系统的投资分析方法框架，适合希望深化对金融市场运作机制理解的读者。它不仅呈现了理论的内涵，更通过实际案例展示其在不同情境下的应用价值，为专业人士和初学者 alike打下坚实基础。这一内容深入而全面，使读者能够在复杂的资本市场环境中做出更明智的决策。