SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Portfolio Selection

1952 • 4,159 citations

How to Use Security Analysis to Improve Portfolio Selection

1973 • 841 citations

Nonlinear Programming.

1968 • 396 citations

RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

1968 • 373 citations

ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

1973 • 247 citations

A Linear Programming Approximation for the General Portfolio Analysis Problem

1971 • 216 citations

A Linear Programming Algorithm for Mutual Fund Portfolio Selection

1967 • 192 citations

CRITERIA FOR PORTFOLIO BUILDING

1967 • 69 citations

Finance as a Dynamic Process

1976 • 64 citations

ESSENTIALS OF PORTFOLIO DIVERSIFICATION STRATEGY

1970 • 60 citations

Finance as a Dynamic Process.

1976 • 31 citations

SIMPLE STRATEGIES FOR PORTFOLIO DIVERSIFICATION: COMMENT

1972 • 11 citations