Information Sciences · 2007 · 140 citations · 32 references
BusinessDecision SciencesFinanceInvestment ManagementOptimizationPortfolio ManagementAsset AllocationPortfolio OptimizationPortfolio Risk ManagementPortfolio SelectionPortfolio TheoryRisk-return AnalysisAsset Allocation Under UncertaintyChance-constrained Portfolio OptimizationMean-variance AnalysisMean-variance Portfolio SelectionOptimal Portfolio ChoicePortfolio Choice TheoryPortfolio Selection Theory
32
L. A. Zadeh · Information and Control · 1965 · 66.1K citations
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations
Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations
Modern Portfolio Theory and Investment Analysis.
Keith Smith, Edwin J. Elton, M. J. Gruber · The Journal of Finance · 1982 · 3.1K citations
Portfolio Theory and Capital Markets.
William J. Breen, William F. Sharpe · The Journal of Finance · 1972 · 1.2K citations