Markowitz's "Portfolio Selection": A Fifty-Year Retrospective
By M. Rubinstein.. 2002
357 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/e663fbe5df76876d398649f308efae06c8bbdd40
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
- Yingzi Zhu
- Robert J. Kauffman
- Guofu Zhou
- C. Moreno
- Peter Gomber
- Bruce W. Weber
- Christopher Parker
- David Mhlanga
In Finance
- Yingzi Zhu
- Robert J. Kauffman
- Guofu Zhou
- C. Moreno
- Peter Gomber
- Bruce W. Weber
- Christopher Parker
- Peter A. Forsyth
Citations in the corpus
- Radical innovations: Between established knowledge and future research opportunities (2020, background): “However, portfolio theory usually does not focus on high risk investments alone but tries to figure out the optimal diversification of securities regarding risk and return (Rubinstein, 2002).”
- Technical analysis: An asset allocation perspective on the use of moving averages (2009, background): “Because of it, passive index investments have become increasingly popular (Rubinstein, 2002).”
- Análisis comparativo de rentabilidades de un portafolio de inversión valorado con diferentes metodologías (2020, background): “…como el de Markowitz, quien postuló que un inversor debe maximizar la rentabilidad esperada a la vez que minimiza la varianza de la rentabilidad del portafolio (Rubinstein, 2002) incluyendo además factores como análisis de activos, de riesgos, duración y limitaciones normativas entre otros.”
- On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018, methodology): “They make use of established theories, such as the perennially applicable modern portfolio theory of Harry Markowitz [124].”