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.