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

By Ignas Gasparavičius, Andrius Grigutis

Published 2024-02-15

Everscope rating

810

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Mathematical Analysis. Problem types: Portfolio Optimization, Risk Management.

arXiv:2402.10253 · Paper rankings

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