A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe
作者： Hal Varian
DOI: 10.1257/JEP.7.1.159
关键词:
摘要: Three pioneers of quantitative finance have now been justly honored: Harry Markowitz, Merton Miller, and William Sharpe received the Nobel Prize in Economic Science 1990. From today's perspective it is hard to understand what was like before portfolio theory. Here I attempt provide a very brief history revolution finance, drawing upon P. Bernstein's Capital Ideas (1992) accounts three laureates.
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