Portfolio Theory: As I Still See It

This essay summarizes my views on (a) the foundations of portfolio theory and its applications to current issues, such as the choice of criteria for practical risk-return analysis, and whether some form of risk-return analysis should be used in fact; (b) hypotheses about actual financial behavior, a...

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Bibliographic Details
Published inAnnual review of financial economics Vol. 2; no. 1; pp. 1 - 23
Main Author Markowitz, Harry M
Format Journal Article
LanguageEnglish
Published Annual Reviews 01.01.2010
SeriesAnnual Review of Financial Economics
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