The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866908093244243968 |
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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 |