Journal Article

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

Lithuanian Mathematical Journal (2024) 64(4) 467-480
DOI: 10.1007/s10986-024-09649-9
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Abstract

This survey paper is dedicated to the life of the famous American economist H. Markowitz (1927–2023). We revisit the main statements of the portfolio selection theory in terms of mathematical completeness including all the necessary auxiliary details.

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Gasparavičius, I., & Grigutis, A. (2024). The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory. Lithuanian Mathematical Journal, 64(4), 467–480. https://doi.org/10.1007/s10986-024-09649-9

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