The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
arXiv:2402.10253 · doi:10.1007/s10986-024-09649-9
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.