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A Study of Asset Allocation Based on the Markowitz Model
Applied Economics and Policy Studies, 2023exaly
Continuous-time Markowitz’s model with constraints on wealth and portfolio
Operations Research Letters, 2016XU, Zuo Quan, Xun Li
exaly
On the Realized Risk of High-Dimensional Markowitz Portfolios
SIAM Journal on Financial Mathematics, 2013Noureddine El Karoui
exaly
Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2002exaly

