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In pursuit of the perfect portfolio : the stories, voices, and key insights of the pioneers who shaped the way we invest / Andrew W. Lo and Stephen R. Foerster

By: Lo, Andrew W. (Andrew Wen-Chuan) [author].
Contributor(s): Foerster, Stephen Robert [author].
Publisher: Princeton, New Jersey : Princeton University Press, ©2021Copyright date: ©2021Description: 400 p: illustrations, charts ; 25 cm.Content type: text | still image Media type: unmediated Carrier type: volumeISBN: 9780691215204; 0691215200; 9780691226446; 069122644X.Subject(s): Capitalists and financiers | Portfolio management | InvestmentsGenre/Form: Case studies. | Case studies. | Print books.
Contents:
The pioneers and their connections -- A brief history of investments -- Harry Markowitz and portfolio selection -- William Sharpe and the capital asset pricing model -- Dugene Fama and efficient markets -- John Bogle and the Vanguard portfolio -- Myron Scholes and the Black-Scholes / Merton option pricing model -- Robert Merton, from derivatives to retirement -- Martin Leibowitz, from bond guru to investment strategist -- Robert Shiller and irrational exuberance -- Charles Ellis and winning at the loser's game -- Jeremy Siegel, the wizard of Wharton -- So, what is the perfect portfolio?
Summary: Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by profiling and interviewing ten of the most prominent figures in the finance world: Jack Bogle, Charley Ellis, Gene Fama, Marty Liebowitz, Harry Markowitz, Bob Merton, Myron Scholes, Bill Sharpe, Bob Shiller, and Jeremy Siegel. We learn about the personal and intellectual journeys of these luminaries, which include six Nobel Laureates and a trailblazer in mutual funds, and their most innovative contributions. In the process, we come to understand how the science of modern investing came to be. Each of these finance greats discusses their idea of a perfect portfolio, offering invaluable insights to today's investors
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Includes bibliographical references (pages 367-383) and index

The pioneers and their connections -- A brief history of investments -- Harry Markowitz and portfolio selection -- William Sharpe and the capital asset pricing model -- Dugene Fama and efficient markets -- John Bogle and the Vanguard portfolio -- Myron Scholes and the Black-Scholes / Merton option pricing model -- Robert Merton, from derivatives to retirement -- Martin Leibowitz, from bond guru to investment strategist -- Robert Shiller and irrational exuberance -- Charles Ellis and winning at the loser's game -- Jeremy Siegel, the wizard of Wharton -- So, what is the perfect portfolio?

Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by profiling and interviewing ten of the most prominent figures in the finance world: Jack Bogle, Charley Ellis, Gene Fama, Marty Liebowitz, Harry Markowitz, Bob Merton, Myron Scholes, Bill Sharpe, Bob Shiller, and Jeremy Siegel. We learn about the personal and intellectual journeys of these luminaries, which include six Nobel Laureates and a trailblazer in mutual funds, and their most innovative contributions. In the process, we come to understand how the science of modern investing came to be. Each of these finance greats discusses their idea of a perfect portfolio, offering invaluable insights to today's investors

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