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Some problems with the Markowitz mean-variance …
1 The Standard Portfolio Selection Model Harry Markowitz begins Mean-Variance Analysis in Portfolio Choice and Capital Markets (Markowitz[1987]) with a description of the Standard Mean-Variance
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The CAPM: Theory and Evidence, Markowitz, Portfolio, Efficient Frontier, Combining decision analysis and portfolio, Combining decision analysis and portfolio management, Part 1: Project Portfolio Management Tools, Balancing Risk and Return in a Customer Portfolio, Primer on Alternative Risk Premia, RESEARCH FROM SEI INVESTMENTS