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1 A Brief History of Investments
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Andrew W. Lo
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Chapters in this book
- Frontmatter i
- CONTENTS vii
- Preface ix
- The Pioneers and Their Connections xiv
- 1 A Brief History of Investments 1
- 2 Harry Markowitz and Portfolio Selection 18
- 3 William Sharpe and the Capital Asset Pricing Model 51
- 4 Eugene Fama and Efficient Markets 81
- 5 John Bogle and the Vanguard Portfolio 113
- 6 Myron Scholes and the Black-Scholes / Merton Option Pricing Model 140
- 7 Robert Merton, from Derivatives to Retirement 173
- 8 Martin Leibowitz, from Bond Guru to Investment Strategist 199
- 9 Robert Shiller and Irrational Exuberance 226
- 10 Charles Ellis and Winning at the Loser’s Game 255
- 11 Jeremy Siegel, the Wizard of Wharton 281
- 12 So, What Is the Perfect Portfolio? 308
- Notes 335
- References 367
- Index 385
Chapters in this book
- Frontmatter i
- CONTENTS vii
- Preface ix
- The Pioneers and Their Connections xiv
- 1 A Brief History of Investments 1
- 2 Harry Markowitz and Portfolio Selection 18
- 3 William Sharpe and the Capital Asset Pricing Model 51
- 4 Eugene Fama and Efficient Markets 81
- 5 John Bogle and the Vanguard Portfolio 113
- 6 Myron Scholes and the Black-Scholes / Merton Option Pricing Model 140
- 7 Robert Merton, from Derivatives to Retirement 173
- 8 Martin Leibowitz, from Bond Guru to Investment Strategist 199
- 9 Robert Shiller and Irrational Exuberance 226
- 10 Charles Ellis and Winning at the Loser’s Game 255
- 11 Jeremy Siegel, the Wizard of Wharton 281
- 12 So, What Is the Perfect Portfolio? 308
- Notes 335
- References 367
- Index 385
