The Markowitz Optimization Enigma: is 'Optimized' Optimal?
Bayesian learning for the Markowitz portfolio selection problem
PDF) ON THE PROTECTION OF INVESTMENT CAPITAL DURING FINANCIAL CRISIS IN SOUTH AFRICAN EQUITY MARKET: A RISK-BASED ALLOCATION APPROACH | Lamu Mantshimuli - Academia.edu
Markowitz Model - QuantPedia
Markowitz Model - QuantPedia
SMALL CAPS IN INTERNATIONAL EQUITY PORTFOLIOS: THE EFFECTS OF VARIANCE RISK