Advances in portfolio selection and asset pricing in honor of Harry Markowitz
这篇导言总结了《欧洲金融学刊》特刊中关于投资组合选择和资产定价的文章，涵盖最优组合估计、均值方差模型之外的组合选择以及均衡模型对资产定价的影响，适合对马科维茨理论后续发展感兴趣的学者。
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.