Portfolio Selection (Harry Markowitz)
GPTKB entity
Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:academic_journal
|
| gptkbp:author |
gptkb:Harry_Markowitz
|
| gptkbp:citation |
many finance and economics papers
|
| gptkbp:doi |
10.2307/2975974
|
| https://www.w3.org/2000/01/rdf-schema#label |
Portfolio Selection (Harry Markowitz)
|
| gptkbp:impact |
Foundational work in quantitative finance
|
| gptkbp:introduced |
Efficient frontier
Mean-variance optimization |
| gptkbp:language |
English
|
| gptkbp:pages |
77
91 |
| gptkbp:publicationYear |
1952
|
| gptkbp:publishedIn |
gptkb:The_Journal_of_Finance
|
| gptkbp:subject |
gptkb:Modern_Portfolio_Theory
Finance Investment Risk management |
| gptkbp:bfsParent |
gptkb:Asset_Pricing
|
| gptkbp:bfsLayer |
7
|