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72 relations: Alfred Cowles, American Finance Association, American Jews, Bachelor of Philosophy, Baruch College, Buddy memory allocation, CACI, Capital asset pricing model, Capital market, Capital market line, Charles Babbage Institute, Chicago, Chicago school of economics, City University of New York, Consumption (economics), Correlation and dependence, Cowles Foundation, David Hume, Diversification (finance), Financial economics, Frank J. Fabozzi, George Dantzig, Government, Illinois, Indifference curve, Institute for Operations Research and the Management Sciences, Interest, Investment, Jacob Marschak, James Tobin, John Burr Williams, John von Neumann Theory Prize, Leonard Jimmie Savage, Liberty Fund, List of economists, List of Jewish Nobel laureates, List of Nobel Memorial Prize laureates in Economics, Market (economics), Mathematical optimization, Mean, Merton Miller, Michael Goodkin, Milton Friedman, Modern portfolio theory, Newport Beach, California, Nobel Memorial Prize in Economic Sciences, Paul Samuelson, Portfolio (finance), Present value, Probability management, ..., Rady School of Management, RAND Corporation, Rate of return, Risk, Risk management tools, Robert C. Merton, Robert D. Arnott, Ronald Coase, SIMSCRIPT, Sparse matrix, Standard deviation, Stock market, The Journal of Finance, Tjalling Koopmans, Trygve Haavelmo, University of California, San Diego, University of Chicago, Utility, Variance, William F. Sharpe, Yale School of Management, Yale University. Expand index (22 more) »
Alfred Cowles
Alfred Cowles III (15 September 1891 – 28 December 1984) was an American economist, businessman and founder of the Cowles Commission.
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American Finance Association
The American Finance Association (AFA) is an academic organization whose focus is the study and promotion of knowledge of financial economics.
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American Jews
American Jews, or Jewish Americans, are Americans who are Jews, whether by religion, ethnicity or nationality.
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Bachelor of Philosophy
Bachelor of Philosophy (B.Phil., B.Ph., Ph.B. or PhB; Latin Baccalaureus Philosophiae or Philosophiae Baccalaureus) is the title of an academic degree.
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Baruch College
The Baruch College (officially, Bernard M. Baruch College) is a public research university in the Manhattan borough of New York City.
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Buddy memory allocation
The buddy memory allocation technique is a memory allocation algorithm that divides memory into partitions to try to satisfy a memory request as suitably as possible.
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CACI
CACI International Inc is an American multinational professional services and information technology company headquartered in Arlington, Virginia, United States.
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Capital asset pricing model
In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.
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Capital market
A capital market is a financial market in which long-term debt (over a year) or equity-backed securities are bought and sold.
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Capital market line
Capital market line (CML) is the tangent line drawn from the point of the risk-free asset to the feasible region for risky assets.
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Charles Babbage Institute
The Charles Babbage Institute is a research center at the University of Minnesota specializing in the history of information technology, particularly the history of digital computing, programming/software, and computer networking since 1935.
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Chicago
Chicago, officially the City of Chicago, is the third most populous city in the United States, after New York City and Los Angeles.
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Chicago school of economics
The Chicago school of economics is a neoclassical school of economic thought associated with the work of the faculty at the University of Chicago, some of whom have constructed and popularized its principles.
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City University of New York
The City University of New York (CUNY) is the public university system of New York City, and the largest urban university system in the United States.
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Consumption (economics)
Consumption is the process in which consumers (customers or buyers) purchase items on the market.
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Correlation and dependence
In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or bivariate data.
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Cowles Foundation
The Cowles Foundation for Research in Economics is an economic research institute at Yale University.
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David Hume
David Hume (born David Home; 7 May 1711 NS (26 April 1711 OS) – 25 August 1776) was a Scottish philosopher, historian, economist, and essayist, who is best known today for his highly influential system of philosophical empiricism, skepticism, and naturalism.
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Diversification (finance)
In finance, diversification is the process of allocating capital in a way that reduces the exposure to any one particular asset or risk.
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Financial economics
Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on both sides of a trade".
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Frank J. Fabozzi
Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Finance at EDHEC Business School and a Member of Presentation Edhec Risk Institute.
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George Dantzig
George Bernard Dantzig (November 8, 1914 – May 13, 2005) was an American mathematical scientist who made important contributions to operations research, computer science, economics, and statistics.
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Government
A government is the system or group of people governing an organized community, often a state.
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Illinois
Illinois is a state in the Midwestern region of the United States.
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Indifference curve
In economics, an indifference curve connects points on a graph representing different quantities of two goods, points between which a consumer is indifferent.
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Institute for Operations Research and the Management Sciences
The Institute for Operations Research and the Management Sciences (INFORMS) is an international society for practitioners in the fields of operations research (OR), management science, and analytics.
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Interest
Interest is payment from a borrower or deposit-taking financial institution to a lender or depositor of an amount above repayment of the principal sum (i.e., the amount borrowed), at a particular rate.
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Investment
In general, to invest is to allocate money (or sometimes another resource, such as time) in the expectation of some benefit in the future – for example, investment in durable goods, in real estate by the service industry, in factories for manufacturing, in product development, and in research and development.
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Jacob Marschak
Jacob Marschak (23 July 1898 – 27 July 1977) was a Ukrainian-American economist, known as "the Father of Econometrics".
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James Tobin
James Tobin (March 5, 1918 – March 11, 2002) was an American economist who served on the Council of Economic Advisers and the Board of Governors of the Federal Reserve System, and taught at Harvard and Yale Universities.
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John Burr Williams
John Burr Williams (November 27, 1900 – September 15, 1989) was an American economist, recognized as an important figure in the field of fundamental analysis, and for his analysis of stock prices as reflecting their “intrinsic value.” He is best known for his 1938 text The Theory of Investment Value, based on his Ph.D. thesis, in which he articulated the theory of Discounted Cash Flow (DCF) based valuation, and in particular, dividend based valuation.
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John von Neumann Theory Prize
The John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS) is awarded annually to an individual (or sometimes a group) who has made fundamental and sustained contributions to theory in operations research and the management sciences.
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Leonard Jimmie Savage
Leonard Jimmie Savage (born Leonard Ogashevitz; 20 November 1917 – 1 November 1971) was an American mathematician and statistician.
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Liberty Fund
Liberty Fund, Inc. is a nonprofit foundation headquartered in Indianapolis, Indiana which promulgates the libertarian views of its founder, Pierre F. Goodrich through publishing, conferences, and educational resources.
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List of economists
This is an incomplete alphabetical list by surname of notable economists, experts in the social science of economics, past and present.
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List of Jewish Nobel laureates
As of 2017, Nobel PrizesThe Nobel Prize is an annual, international prize first awarded in 1901 for achievements in Physics, Chemistry, Physiology or Medicine, Literature, and Peace.
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List of Nobel Memorial Prize laureates in Economics
The Nobel Memorial Prize in Economic Sciences, officially known as The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (Swedish: Sveriges riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne), is awarded annually by the Royal Swedish Academy of Sciences to researchers in the field of economic sciences.
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Market (economics)
A market is one of the many varieties of systems, institutions, procedures, social relations and infrastructures whereby parties engage in exchange.
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Mathematical optimization
In mathematics, computer science and operations research, mathematical optimization or mathematical programming, alternatively spelled optimisation, is the selection of a best element (with regard to some criterion) from some set of available alternatives.
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Mean
In mathematics, mean has several different definitions depending on the context.
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Merton Miller
Merton Howard Miller (May 16, 1923 – June 3, 2000) was an American economist, and the co-author of the Modigliani–Miller theorem (1958), which proposed the irrelevance of debt-equity structure.
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Michael Goodkin
Michael Goodkin (born 1942) is a quantitative finance entrepreneur and author.
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Milton Friedman
Milton Friedman (July 31, 1912 – November 16, 2006) was an American economist who received the 1976 Nobel Memorial Prize in Economic Sciences for his research on consumption analysis, monetary history and theory, and the complexity of stabilization policy.
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Modern portfolio theory
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk.
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Newport Beach, California
Newport Beach is a seaside city in Orange County, California, United States.
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Nobel Memorial Prize in Economic Sciences
The Nobel Memorial Prize in Economic Sciences (officially Sveriges riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne, or the Swedish National Bank's Prize in Economic Sciences in Memory of Alfred Nobel), commonly referred to as the Nobel Prize in Economics, is an award for outstanding contributions to the field of economics, and generally regarded as the most prestigious award for that field.
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Paul Samuelson
Paul Anthony Samuelson (15 May 1915 – 13 December 2009) was an American economist and the first American to win the Nobel Memorial Prize in Economic Sciences.
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Portfolio (finance)
In finance, a portfolio is a collection of investments held by an investment company, hedge fund, financial institution or individual.
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Present value
In economics and finance, present value (PV), also known as present discounted value, is the value of an expected income stream determined as of the date of valuation.
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Probability management
The discipline of probability management communicates and calculates uncertainties as vector arrays of simulated or historical realizations and meta data called Stochastic Information Packets (SIPs).
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Rady School of Management
The Rady School of Management at the University of California San Diego is a graduate-level business school offering full-time and part-time Master of Business Administration (MBA) programs, a full-time Master of Finance degree and a full-time Master of Science in Business Analytics degree.
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RAND Corporation
RAND Corporation ("Research ANd Development") is an American nonprofit global policy think tank created in 1948 by Douglas Aircraft Company to offer research and analysis to the United States Armed Forces.
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Rate of return
In finance, return is a profit on an investment.
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Risk
Risk is the potential of gaining or losing something of value.
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Risk management tools
Risk management tools allow uncertainty to be addressed by identifying and generating metrics, parameterizing, prioritizing, and developing responses, and tracking risk.
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Robert C. Merton
Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes formula.
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Robert D. Arnott
Robert D. Arnott (born June 29, 1954) is an American entrepreneur, investor, editor and writer who focuses on articles about quantitative investing.
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Ronald Coase
Ronald Harry Coase (29 December 1910 – 2 September 2013) was a British economist and author.
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SIMSCRIPT
SIMSCRIPT is a free-form, English-like general-purpose simulation language conceived by Harry Markowitz and Bernard Hausner at the RAND Corporation in 1963.
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Sparse matrix
In numerical analysis and computer science, a sparse matrix or sparse array is a matrix in which most of the elements are zero.
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Standard deviation
In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.
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Stock market
A stock market, equity market or share market is the aggregation of buyers and sellers (a loose network of economic transactions, not a physical facility or discrete entity) of stocks (also called shares), which represent ownership claims on businesses; these may include securities listed on a public stock exchange as well as those only traded privately.
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The Journal of Finance
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association.
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Tjalling Koopmans
Tjalling Charles Koopmans (August 28, 1910 – February 26, 1985) was a Dutch American mathematician and economist.
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Trygve Haavelmo
Trygve Magnus Haavelmo (13 December 1911 – 28 July 1999), born in Skedsmo, Norway, was an influential economist with main research interests centered on the field of econometrics.
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University of California, San Diego
The University of California, San Diego is a public research university located in the La Jolla neighborhood of San Diego, California, in the United States.
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University of Chicago
The University of Chicago (UChicago, U of C, or Chicago) is a private, non-profit research university in Chicago, Illinois.
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Utility
Within economics the concept of utility is used to model worth or value, but its usage has evolved significantly over time.
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Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.
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William F. Sharpe
William Forsyth Sharpe (born June 16, 1934) is an American economist.
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Yale School of Management
The Yale School of Management (also known as Yale SOM) is the graduate business school of Yale University and is located on Whitney Avenue in New Haven, Connecticut, United States.
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Yale University
Yale University is an American private Ivy League research university in New Haven, Connecticut.
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References
[1] https://en.wikipedia.org/wiki/Harry_Markowitz
