Neuware - Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks. This book consists of a collection of Dr Markowitz's most important works in these three fields.

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Bibliographic Details

Title: Harry Markowitz: Selected Works
Publisher: World Scientific Publishing Company M�r 2009
Publication Date: 2009
Language: English
ISBN 10: 9812833633
ISBN 13: 9789812833631
Binding: Buch
Condition: Neu
Weight: 1348 grams

About this title

Synopsis

Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT -- a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.This book consists of a collection of Dr Markowitz's most important works in these and other fields.

About the Author

Harry M. Markowitz is a Nobel Laureate and the father of Modern Portfolio Theory. He divides his time between consulting and teaching as an adjunct professor at the Rady School of Management at the University of California at San Diego.

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