Advertisement

The Portfolio Theorists

Von Neumann, Savage, Arrow and Markowitz

  • Authors
  • Colin Read

Part of the Great Minds in Finance book series (GMF)

Table of contents

  1. Front Matter
    Pages i-x
  2. Introduction

    1. Colin Read
      Pages 1-5
  3. A Roadmap to Resolve the Big Question

  4. John von Neumann

  5. Leonard Jimmie Savage

    1. Front Matter
      Pages 71-71
    2. Colin Read
      Pages 73-79
    3. Colin Read
      Pages 80-90
    4. Colin Read
      Pages 91-105
    5. Colin Read
      Pages 114-123
  6. Kenneth J. Arrow

    1. Front Matter
      Pages 125-125
    2. Colin Read
      Pages 127-139
    3. Colin Read
      Pages 140-147
    4. Colin Read
      Pages 148-158
    5. Colin Read
      Pages 165-170
  7. Harry Markowitz

    1. Front Matter
      Pages 171-171
    2. Colin Read
      Pages 173-176
    3. Colin Read
      Pages 184-192
    4. Colin Read
      Pages 193-199
    5. Colin Read
      Pages 200-203
  8. What We Have Learned

    1. Front Matter
      Pages 205-205
    2. Colin Read
      Pages 211-213
  9. Back Matter
    Pages 214-228

About this book

Introduction

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 insights into financial rewards under risk and uncertainty.

Keywords

finance Portfolio Portfolio Theory probability science and technology

Bibliographic information