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

Author

Listed:
  • Ignas Gasparaviv{c}ius
  • Andrius Grigutis

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.

Suggested Citation

  • Ignas Gasparaviv{c}ius & Andrius Grigutis, 2024. "The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory," Papers 2402.10253, arXiv.org.
    • Handle: RePEc:arx:papers:2402.10253
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    References listed on IDEAS

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