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Normative portfolio analysis: Past, present, and future

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  • Markowitz, Harry M.

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  • Markowitz, Harry M., 1990. "Normative portfolio analysis: Past, present, and future," Journal of Economics and Business, Elsevier, vol. 42(2), pages 99-103, May.
    • Handle: RePEc:eee:jebusi:v:42:y:1990:i:2:p:99-103
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    Cited by:

    1. Yue Qi, 2022. "Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models," Annals of Operations Research, Springer, vol. 311(2), pages 1203-1227, April.
    2. Qi, Yue & Liao, Kezhi & Liu, Tongyang & Zhang, Yu, 2022. "Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths," Operations Research Perspectives, Elsevier, vol. 9(C).
    3. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    4. Ronald Ravinesh Kumar & Peter Josef Stauvermann & Aristeidis Samitas, 2022. "An Application of Portfolio Mean-Variance and Semi-Variance Optimization Techniques: A Case of Fiji," JRFM, MDPI, vol. 15(5), pages 1-25, April.

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