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Bibliographic Details
Main Authors: Gasparavičius, Ignas, Grigutis, Andrius
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.10253
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Table of 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.