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

Fuente: arXiv
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Bibliographic Details
Main Authors: Gasparavičius, Ignas, Grigutis, Andrius
Format: Preprint
Published: 2024
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author Gasparavičius, Ignas
Grigutis, Andrius
author_facet Gasparavičius, Ignas
Grigutis, Andrius
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2402_10253
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
Gasparavičius, Ignas
Grigutis, Andrius
General Economics
Economics
91G10, 49N05, 15A06
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.
title The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
topic General Economics
Economics
91G10, 49N05, 15A06
url https://arxiv.org/abs/2402.10253