---
title: Mean-Variance Optimization & Sharpe Ratio
url: https://www.ml-quant.com/papers/repec/wsi-wschap-9789811273827-0001/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:wschap:9789811273827_0001
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811273827_0001%3Bh%3Drepec%3Awsi%3Awschap%3A9789811273827_0001
featured: 2023-09-14
citations: unknown
topic: Portfolio & Allocation
---


# Mean-Variance Optimization & Sharpe Ratio

The author recognizes Harry Markowitz's 1952 paper on Portfolio Selection as the basis for the field of quantitative investment strategy.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811273827_0001%3Bh%3Drepec%3Awsi%3Awschap%3A9789811273827_0001
- Identifier: RePEc:wsi:wschap:9789811273827_0001
- Released: 2023-09-14
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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