Portfolio Selection

Fabozzi, F. J., Markowitz, H. M., Kolm, P. N., & Gupta, F. (2011). Portfolio Selection. In The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition (pp. 45–78). John Wiley and Sons. https://doi.org/10.1002/9781118267028.ch3