10 Charles Ellis and Winning at the Loser’s Game

Kapitel in diesem Buch

1. Frontmatter i
2. CONTENTS vii
3. Preface ix
4. The Pioneers and Their Connections xiv
5. 1 A Brief History of Investments 1
6. 2 Harry Markowitz and Portfolio Selection 18
7. 3 William Sharpe and the Capital Asset Pricing Model 51
8. 4 Eugene Fama and Efficient Markets 81
9. 5 John Bogle and the Vanguard Portfolio 113
10. 6 Myron Scholes and the Black-Scholes / Merton Option Pricing Model 140
11. 7 Robert Merton, from Derivatives to Retirement 173
12. 8 Martin Leibowitz, from Bond Guru to Investment Strategist 199
13. 9 Robert Shiller and Irrational Exuberance 226
14. 10 Charles Ellis and Winning at the Loser’s Game 255
15. 11 Jeremy Siegel, the Wizard of Wharton 281
16. 12 So, What Is the Perfect Portfolio? 308
17. Notes 335
18. References 367
19. Index 385