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| R2012a Documentation → Financial Toolbox | |
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| Contents | Index |
The Markowitz model is used for portfolio optimization computations.
[45] Markowitz, H., "Portfolio Selection,"Journal of Finance, Vol. 7, No. 1, March 1952, pp. 77-91.
[46] Markowitz, H. M., Portfolio Selection: Efficient Diversification of Investments, John Wiley & Sons, Inc., 1959.
 | Credit Risk Analysis | Glossary |  |
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