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

Author:

Ignas Gasparavičius, Andrius Grigutis

Keyword:

Economics, General Economics, General Economics (econ.GN)

journal:

date:

2024-02-15 00:00:00

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.

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