Handbook of Portfolio Construction : Contemporary Applications of Markowitz Techniques

Markowitz for the Masses: Portfolio Construction Techniques -- Markowitz for the Masses: The Risk and Return of Equity and Portfolio Construction Techniques -- Markowitz and the Expanding Definition of Risk: Applications of Multi-factor Risk Models -- Markowitz Applications in the 1990s and the New Century: Data Mining Corrections and the 130/30 -- Markowitz’s Mean-Variance Rule and the Talmudic Diversification Recommendation -- On the Himalayan Shoulders of Harry Markowitz -- Models for Portfolio Revision with Transaction Costs in the Mean-Variance Framework -- Principles for Lifetime Portfolio Selection: Lessons from Portfolio Theory -- Harry Markowitz and the Early History of Quadratic Programming -- Ideas in Asset and Asset-Liability Management in the Tradition of H.M. Markowitz -- Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration -- Robust Portfolio Construction -- Owitz and the Expanding Definition of Risk: Applications of Multi-Factor Risk Models -- Applying Markowitz’s Critical Line Algorithm -- Factor Models in Portfolio and Asset Pricing Theory -- Applications of Markowitz Portfolio Theory To Pension Fund Design -- Global Equity Risk Modeling -- What Matters Most in Portfolio Construction? -- Risk Management and Portfolio Optimization for Volatile Markets -- Applications of Portfolio Construction, Performance Measurement, and Markowitz Data Mining Corrections Tests -- Linking Momentum Strategies with Single-Period Portfolio Models -- Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz -- Evaluating Hedge Fund Performance: A Stochastic Dominance Approach -- Multiportfolio Optimization: A Natural Next Step -- Alternative Model to Evaluate Selectivity and Timing Performance of Mutual Fund Managers: Theory and Evidence -- Case Closed -- Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models -- Distortion Risk Measures in Portfolio Optimization -- A Benefit from the Modern Portfolio Theory for Japanese Pension Investment -- Private Valuation of Contingent Claims in a Discrete Time/State Model -- Volatility Timing and Portfolio Construction Using Realized Volatility for the S&P500 Futures Index -- The Application of Modern Portfolio Theory to Real Estate: A Brief Survey -- Erratum