On the Himalayan Shoulders of Harry Markowitz

被引:1
|
作者
Samuelson, Paul A. [1 ]
机构
[1] MIT, Dept Econ, Cambridge, MA 02139 USA
来源
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年
关键词
PORTFOLIO SELECTION; RISK;
D O I
10.1007/978-0-387-77439-8_5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:125 / 132
页数:8
相关论文
共 50 条
  • [31] Application of the model of Markowitz for the determination of the efficient portfolio of a company of wines
    Diaz, M.
    Bernabeu, R.
    Olmeda, M.
    ITEA-INFORMACION TECNICA ECONOMICA AGRARIA, 2007, 103 (01): : 43 - 53
  • [32] Long-term investment optimization based on Markowitz diversification
    Kulikov, Alexander V.
    Polozov, Dmitriy S.
    Volkov, Nikita V.
    BIZNES INFORMATIKA-BUSINESS INFORMATICS, 2024, 18 (03): : 56 - 69
  • [33] CONE-CONSTRAINED CONTINUOUS-TIME MARKOWITZ PROBLEMS
    Czichowsky, Christoph
    Schweizer, Martin
    ANNALS OF APPLIED PROBABILITY, 2013, 23 (02) : 764 - 810
  • [34] Applying Markowitz portfolio theory to measure the systematic risk in agriculture
    Toth, Marian
    Holubek, Ivan
    Serences, Roman
    INTERNATIONAL SCIENTIFIC DAYS 2016: THE AGRI-FOOD VALUE CHAIN: CHALLENGES FOR NATURAL RESOURCES MANAGEMENT AND SOCIETY, 2016, : 985 - 993
  • [35] Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
    Boyle, Phelim
    Garlappi, Lorenzo
    Uppal, Raman
    Wang, Tan
    MANAGEMENT SCIENCE, 2012, 58 (02) : 253 - 272
  • [36] MARKOWITZ'S MEAN-VARIANCE OPTIMIZATION WITH INVESTMENT AND CONSTRAINED REINSURANCE
    Zhang, Nan
    Chen, Ping
    Jin, Zhuo
    Li, Shuanming
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2017, 13 (01) : 373 - 395
  • [37] Characteristics analysis of behavioural portfolio theory in the Markowitz portfolio theory framework
    Mittal, Saksham
    Bhattacharya, Sujoy
    Mandal, Satrajit
    MANAGERIAL FINANCE, 2022, 48 (02) : 277 - 288
  • [38] Markowitz's Mean-Variance Rule and the Talmudic Diversification Recommendation
    Levy, Haim
    Duchin, Ran
    HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 97 - +
  • [39] Ideas in Asset and Asset-Liability Management in the Tradition of HM Markowitz
    Ziemba, William T.
    HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 213 - 258
  • [40] Multi-criterion approach versus Markowitz in selection of the optimal portfolio
    Aljinovic, Z
    Marasovic, B
    Tomic-Plazibat, N
    SOR 05 Proceedings, 2005, : 261 - 266