Author:
Nacaskul Poomjai,Kalakan Kongkan,Tonglongya Napat
Publisher
Springer Nature Switzerland
Reference24 articles.
1. Markowitz, H.: Portfolio selection. J. Financ. 7(1), 77–91 (1952)
2. Markowitz, H.: Portfolio Selection: Efficient Diversification of Investments. Yale University Press, New Haven, CT (1959)
3. Rubenstein, M.: Markowitz's “Portfolio Selection”: a fifty-year retrospective. J. Financ. 57(3), 1041–1045 (2002)
4. Guerard, Jr., J.B.: Markowitz for the masses: the risk and return of equity and portfolio construction techniques. In: Guerard, Jr., J.B. (ed.) Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques. Springer, New York, NY (2010)
5. Sharpe, W.F.: A theory of market equilibrium under conditions of risk. J. Financ. 19(3), 425–442 (1964)