@misc{boyd2024markowitz, title={Markowitz Portfolio Construction at Seventy}, author={Stephen Boyd and Kasper Johansson and Ronald Kahn and Philipp Schiele and Thomas Schmelzer}, year={2024}, eprint={2401.05080}, archivePrefix={arXiv}, primaryClass={q-fin.PM}, url={https://arxiv.org/abs/2401.05080} }