The Legacy of Modern Portfolio Theory

By Frank J Fabozzi 3, F. Gupta, Harry M. Markowitz. 2002

366 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6619eebc6957d7c101112a041942c4df61783616

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Shimon Awerbuch
2. Raphael Sauter
3. Martin Berger

In Finance

1. Shimon Awerbuch
2. Martin Berger

Citations in the corpus

• Portfolio-Based Electricity Generation Planning: Policy Implications For Renewables And Energy Security (2006, methodology): “historic cost risk although this is not a requirement (Fabozzi et al. 2002).”