诺贝尔奖得主哈里·马科维茨访谈录

An Interview with Nobel Laureate Harry M. Markowitz

Financial Analysts Journal · 2017
被引 9
ABS 3

中文导读

2016年对哈里·马科维茨的访谈,涵盖其学术背景、对现代投资组合理论及其他领域的贡献,以及对2008年金融危机的看法。

Abstract

On 8 November and 6 December 2016, Mark Kritzman, CFA, interviewed Harry M. Markowitz to discuss his background at the University of Chicago, the Cowles Commission, and the RAND Corporation; his many contributions not only to modern portfolio theory but also to other fields; and his views on the 2008 global financial crisis.

金融经济学投资组合理论经济学史