American Economic Review · 1970 · 401 citations · 5 references
BusinessFinanceFinancial ManagementFinancial EconomicsPortfolio ManagementUncertainty QuantificationMeasurement UncertaintyOptimization Under UncertaintyPortfolio OptimizationPortfolio Risk ManagementPortfolio TheoryUncertainty AnalysisPortfolio Performance MeasurementPortfolio Risk MeasurementRobust Portfolio Optimization
5
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
John Lintner · The Journal of Finance · 1965 · 2.1K citations
The Cyclical Behavior of the Term Structure of Interest Rates
Jean-Paul Laurencin, Reuben A. Kessel · Revue économique · 1970 · 207 citations
Social Sciences, Economics, Finance +16