Harry Markowitz: Selected Works (World Scientific-Nobel Laureate)
Language: English
Published by World Scientific Publishing Comp, 2009
- Hardcover
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- Title
- Harry Markowitz: Selected Works (World Scientific-Nobel Laureate)
- Publisher
- World Scientific Publishing Comp
- Publication year
- 2009
- Condition
- Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 9812833633
- ISBN 13
- 9789812833631
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.
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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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