Library /Risk & portfolio

Portfolio Selection

Harry Markowitz · 1952 · The Journal of Finance

BeginnerLFTTheory

Mean-variance optimisation: diversification measured by covariance. The starting point of every portfolio construction step.

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At a glance

Level: Beginner: No prior microstructure or stochastic calculus needed
Horizon: LFT
Data needed: None to read it; no dataset required Set what data you have
Themes: Risk & portfolio
Assets: Equities
Market: Global

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