Advances in portfolio selection and asset pricing in honor of Harry Markowitz

Baptista, Alexandre M. and Nolte, Ingmar (2026) Advances in portfolio selection and asset pricing in honor of Harry Markowitz. European Journal of Finance. ISSN 1351-847X

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Abstract

This paper introduces the Special Issue of The European Journal of Finance that seeks to honor the seminal contributions of Harry Markowitz to modern portfolio theory. Reflecting the fact that Markowitz’s work is particularly influential, the articles in this special issue tackle a wide range of research questions. In summarizing these articles, we group them into three broad topics: (1) estimation of optimal portfolios; (2) portfolio selection beyond the mean–variance model; and (3) asset pricing implications of equilibrium models of portfolio selection. We also provide a brief discussion of possible directions for future research.

Item Type:

Journal Article

Journal or Publication Title:

European Journal of Finance

Uncontrolled Keywords:

Research Output Funding/no_not_funded

Subjects:

?? no - not fundedeconomics, econometrics and finance (miscellaneous) ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

235642

Deposited By:

ep_importer_pure

Deposited On:

23 Feb 2026 14:10

Refereed?:

Yes

Published?:

Published

Last Modified:

23 Feb 2026 14:10

URI:

https://eprints.lancs.ac.uk/id/eprint/235642