Mean-variance analysis in portfolio... / Markowitz, H.M.

In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in select

The book is an in-depth review of the theory and empirics of the demand for money and other financial assets. The different theoretical approaches to the portfo

Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification