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A comprehensive, peer-reviewed collection of essays by leading academics and practitioners on modern portfolio construction rooted in the Markowitz mean-variance framework. Edited by John B. Guerard Jr., the volume explores theoretical advances and practical applications of Markowitz techniques in asset selection, risk modelling, multi-factor approaches, transaction cost incorporation, and performance measurement. It includes both foundational chapters on efficient diversification and state-of-the-art research on data mining, multi-factor risk models, global equity risk, and portfolio optimisation in volatile markets, making the book a key reference for scholars and investment professionals concerned with quantitative portfolio design and analysis.

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245: $a: Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques
245: $b:
082: $a:
100: $a: John B. Guerard Jr.
650: $a: Financial Economics
250: $a:
440: $v:
250: $b: Springer-Verlag New York
250: $c: 2010
020: $a: 9780387777740
300: $a: 794