In 1992, John Mulvey co-edited a Special Issue, entitled “Financial Engineering”, in the Annals of Operations Research. In that issue, Guerard, Takano, and Yamane (1992) reported mean-variance efficient portfolios for the Japanese and U.S. equity markets and showed that the use of a...

This volume showcases original essays by some of today's most prominent academics and practitioners in the field (including Nobel Prize winner, Paul Samuelson) on the contemporary application of Markowitz techniques