Markowitz Mean Variance Portfolio Optimization is an investment strategy which has been the subject of many analytical papers and books. Originally the subject of Harry Markowitz' graduate dissertation at the University of Chicago, it has become a central theory in financial economics. Dr. Markowitz shared in the 1990 Nobel Prize in Economics for this work.
While most (perhaps all) pension managers make use of the concept, most individual investors do not. As a result, most investors lack the consistency of growth potentially provided by optimization.
Listed below are just a few links to websites which discuss Markowitz optimization.
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