The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
2024-02-15Unverified0· sign in to hype
Ignas Gasparavičius, Andrius Grigutis
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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.