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Foundations of Portfolio Theory

  • Markowitz, Harry M.

    (City University of New York)

Prize Lecture to the memory of Alfred Nobel, December 7, 1990.

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File URL: http://nobelprize.org/nobel_prizes/economics/laureates/1990/markowitz-lecture.pdf
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Paper provided by Nobel Prize Committee in its series Nobel Prize in Economics documents with number 1990-1.

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Length: 9 pages
Date of creation: 07 Dec 1990
Date of revision:
Handle: RePEc:ris:nobelp:1990_001
Contact details of provider: Web page: http://www.nobelprize.org

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  1. Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
  2. Blume, Marshall E, 1971. "On the Assessment of Risk," Journal of Finance, American Finance Association, vol. 26(1), pages 1-10, March.
  3. Rosenberg, Barr, 1974. "Extra-Market Components of Covariance in Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(02), pages 263-274, March.
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