If you're an investor, then you owe a word of gratitude to the late Nobel Prize laureate Harry Markowitz and his work on Modern Portfolio Theory (MPT). The development and subsequent implementation of ...

In the past two years the academic community has paid considerable attention to portfolio management, focusing on the Markowitz model and its adaptations. This model, being theoretical, tends to ...

This paper is concerned with the problem of optimizing the structure of assets and liabilities of the property-liability insurer. The research is empirical and seeks to provide some preliminary ...