by Harry M. Markowitz
Book Description: John Wiley & Sons, Inc., New York, 1959. Hardcover. 1st Edition. 8vo - over 7¾ - 9¾" tall. Hardcover, blue cloth boards with gilt title to spine, First Edition, 1959, (Cowles Foundation for Research in Economics at Yale University Monograph 16), 344 pp.,
Book Condition: Very Good, corners gently bumped and lightly scuffed, spine ends gently bumped and lightly scuffed, a few small marks to bottom text block (see photos), small insect damage opposite title page (see photo), slightest hint of tanning to pages otherwise interior is clean and unmarked,
Dust Jacket Condition: Fair, unclipped, significant tanning to covers, general shelfwear, extensive insect damage to edges (see photo), 2 1/2 inch tear on back near spine has been repaired by previous owner with tape, spine tanned and rubbed,
Contents: Part I: Introduction and Illustrations, 1. Introduction, 2. Illustrative Portfolio Analyses, Part II: Relationships Between Securities and Portfolios, 3. Averages and Expected Values, 4. Standard Deviations and Variances, 5. Investment in Large Numbers of Securities, 6. Return in the Long Run, Part III. Efficient Portfolios, 7. Geometric Analysis of Efficient Sets, 8. Derivation of E, V Efficient Sets, 9. The Semi-Variance, Part IV: Rational Choice Under Certainty: 10. The Expected Utility Maxim, 11. Utility Analysis over Time, 12. Probability Beliefs, 13. Applications to Portfolio, Selection, Bibliography, Appendix: A. The Computation of Efficient Sets, B. A Simplex Method for Portfolio Selection, C. Alternative Axiom Systems for Expected Utility, Index. -- end.
Summary: Landmark book on Portfolio Selection by 1990 Nobel Prize winner Harry M. Markowitz. Extremely Scarce and Collectible First Edition with Dust Jacket.
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