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Portfolio Analysis

Published online by Cambridge University Press:  19 October 2009

Extract

Someone has said that maternity is a matter of fact, while paternity is, at best, a matter of opinion. Concerning the field to which this issue of the Journal is devoted, however, there is little difference of opinion — Harry Markowitz is almost universally considered to be the father of portfolio analysis. The essence of the theory appeared in his 1952 article, although the full exposition was not available until several years later.

Type
Research Article
Copyright
Copyright © School of Business Administration, University of Washington 1967

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References

1 Markowitz, Harry M., “Portfolio Selection,” The Journal of Finance, March, 1952, pp. 7791.Google Scholar

2 Markowitz, Harry M., Portfolio Selection: Efficient Diversification of Investments (New York: John Wiley and Sons, Inc., 1959).Google Scholar