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At 1:33 PM -0400 7/31/98, Dark Hacker wrote:
>Now it turns out that what I'm refering to here seems to be Modern
>Portfolio Theory as espoused by Sharpe and Markowitz. So can anyone
>recommend any good books on Modern Portfolio Theory that will help me
>balance my mix of funds and stocks?
I have many books on the subject and find it very useful.
Prof Sharpe has a good textbook called "Investments". It is quite easy
to read.(ISBN 0-13-103771-4)
Markowitz original book is also very clearly written. It is called
"Portfolio Selection" 2nd edition (ISBN 1-55786-108-0) The second edition
has a summary of events since the original was published in 1959.
The classic text "Investments" by Bodie, Kane, and Marcus (ISBN
0-256-14638-1) has a good treatment.
You might also like to read the Nobel Lectures that these gentlemen
presented at their Nobel Prize ceremony in 1990. They are published in a
booklet by the Research Foundation of The Institute of Chartered Financial
Analysts (ISBN 0-943205-10-7).
Most of these are available at Amazon.com.
Prof. Sharpe also has an interesting web site with many of his technical
papers at http://www-sharpe.stanford.edu/
Bob Fulks
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