"Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis."

Marc Christian Steinbach (2001)

> Home

Details and statistics

DOI: 10.1137/S0036144500376650

access: closed

type: Journal Article

metadata version: 2020-09-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamrev/Steinbach01
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamrev/Steinbach01
Marc Christian Steinbach:
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis. SIAM Rev. 43(1): 31-85 (2001)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.