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. Fundamentals of Queueing Theory
by: Donald Gross, John F. Shortle, James M. Thompson, Carl M. Harris
July 25, 2008
Fundamentals of Queueing Theory (third edition) by D. Gross and C. Harris is THE classic queueing text book. It is up-to-date, thorough, rigorous, intuitive, and even fun to read (for the mathematically inclined). This book can be read at different levels, none of them easy. It is intended for an audience of graduate students in operations research, industrial engineering, management science, or mathematics. There are other excellent queueing books out there, but this has to be the overall best seller! Highly recommended.
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. Models for Investors in Real World Markets
by: James R. Thompson, Edward E. Williams, M. Chapman III Findlay
November 01, 2002
When I looked at the cover of this book, I knew it was going to be contrarian. It shows volatility moving in the opposite direction to growth. Looking inside the book, I found the cover figure in Chapter 9 where it was described as volatility versus growth for 75 years of the Ibbotson Index starting in 1926. I looked at the Ibbotson table, and, indeed with the authors' eleven outlier years eliminated, the correlation is still negative (-.142). (With all 75 years included, I found the correlation to be (-.317).) At any rate, the Markowitzian notion of finding how large you can stand for volatility to be and then finding the portolio which maximizes growth is stood on its head. The authors come up with an alternative to the Markowitz approach ... Read More:
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. Fundamentals of Queueing Theory, Solutions Manual
by: Donald Gross, John F. Shortle, James M. Thompson, Carl M. Harris
July 11, 2008
When I looked at the cover of this book, I knew it was going to be contrarian. It shows volatility moving in the opposite direction to growth. Looking inside the book, I found the cover figure in Chapter 9 where it was described as volatility versus growth for 75 years of the Ibbotson Index starting in 1926. I looked at the Ibbotson table, and, indeed with the authors' eleven outlier years eliminated, the correlation is still negative (-.142). (With all 75 years included, I found the correlation to be (-.317).) At any rate, the Markowitzian notion of finding how large you can stand for volatility to be and then finding the portolio which maximizes growth is stood on its head. The authors come up with an alternative to the Markowitz approach ... Read More:
>>See More Reviews & Details on Fundamentals of Queueing Theory, Solutions Manual |
List Price: CDN$ 32.95City Travel Guides Price: CDN$ 20.76 You Save: CDN$12.19 (37%)Prices subject to change.
Used Price: CDN$ 31.62
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. Twentieth-Century Theories Of Art
by: James M. Thompson
October 03, 2003
When I looked at the cover of this book, I knew it was going to be contrarian. It shows volatility moving in the opposite direction to growth. Looking inside the book, I found the cover figure in Chapter 9 where it was described as volatility versus growth for 75 years of the Ibbotson Index starting in 1926. I looked at the Ibbotson table, and, indeed with the authors' eleven outlier years eliminated, the correlation is still negative (-.142). (With all 75 years included, I found the correlation to be (-.317).) At any rate, the Markowitzian notion of finding how large you can stand for volatility to be and then finding the portolio which maximizes growth is stood on its head. The authors come up with an alternative to the Markowitz approach ... Read More:
>>See More Reviews & Details on Twentieth-Century Theories Of Art |
List Price: CDN$ 49.95City Travel Guides Price: CDN$ 31.47 You Save: CDN$18.48 (37%)Prices subject to change.
Used Price: CDN$ 13.77
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. The Claims Environment
by: James J. Markham, Kevin M. Quinley, Layne S. Thompson
1993-07
When I looked at the cover of this book, I knew it was going to be contrarian. It shows volatility moving in the opposite direction to growth. Looking inside the book, I found the cover figure in Chapter 9 where it was described as volatility versus growth for 75 years of the Ibbotson Index starting in 1926. I looked at the Ibbotson table, and, indeed with the authors' eleven outlier years eliminated, the correlation is still negative (-.142). (With all 75 years included, I found the correlation to be (-.317).) At any rate, the Markowitzian notion of finding how large you can stand for volatility to be and then finding the portolio which maximizes growth is stood on its head. The authors come up with an alternative to the Markowitz approach ... Read More:
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