The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory

Ignas Gasparavi\v{c}ius and Andrius Grigutis

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Abstract: This survey article is dedicated to the life of the famous American economist H. Markowitz (1927--2023). We do revisit the main statements of the portfolio selection theory in terms of mathematical completeness including all the necessary auxiliary details.

Date: 2024-02
New Economics Papers: this item is included in nep-fmk, nep-his, nep-hpe and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2402.10253

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