The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory

DOI10.1007/s10986-024-09649-9MaRDI QIDQ6660043

Ignas Gasparavičius, Andrius Grigutis

Publication date: 10 January 2025

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

calculusoptimizationmatrix algebraefficient frontierportfolio selection theory

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Portfolio theory (91G10) Linear optimal control problems (49N05)

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