The Portfolio Theorists Von Neumann, Savage, Arrow and Markowitz

Read examines probability, risk, and uncertainty through the contributions of John von Neumann, Leonard Jimmie Savage, Kenneth Arrow and Harry Markowitz. These Portfolio Theorists provided us with a dramatic leap forward in our understanding of and i

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The Portfolio Theorists Von Neumann, Savage, Arrow, and Markowitz

Colin Read

Copyright material from www.palgraveconnect.com - licensed to National Dong Hwa University - PalgraveConnect - 2014-04-09

The Portfolio Theorists

10.1057/9780230362307 - The Portfolio Theorists, Colin Read

Great Minds in Finance Series editor: Professor Colin Read

The Life Cyclists The Portfolio Theorists The Rise of the Quants The Efficiency Hypothesists

Great Minds in Finance Series Standing Order ISBN: 978–0–230–27408–2 (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England

10.1057/9780230362307 - The Portfolio Theorists, Colin Read

Copyright material from www.palgraveconnect.com - licensed to National Dong Hwa University - PalgraveConnect - 2014-04-09

Titles include:

The Portfolio Theorists Copyright material from www.palgraveconnect.com - licensed to National Dong Hwa University - PalgraveConnect - 2014-04-09

Von Neumann, Savage, Arrow, and Markowitz Colin Read

10.1057/9780230362307 - The Portfolio Theorists, Colin Read

© Colin Read 2012

No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2012 by PALGRAVE MACMILLAN Palgrave Macmillan in the UK is an imprint of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. Palgrave Macmillan in the US is a division of St Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. Palgrave Macmillan is the global academic imprint of the above companies and has companies and representatives throughout the world. Palgrave® and Macmillan® are registered trademarks in the United States, the United Kingdom, Europe and other countries. ISBN 978–0–230–27414