Library
Chapter 17

Portfolio Construction

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

26 referenced in this chapter

This chapter Library is for Research-to-Production students

R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.

Understanding Risk Parity
Brian Hurst (2010)
The Elements of Quantitative Investing
Giuseppe A. Paleologo (2025)
Portfolio selection
Harry Markowitz (1952)
Building Diversified Portfolios that Outperform Out-of-Sample
Marcos Lopez de Prado (2016)
On Persistence in Mutual Fund Performance
Mark M. Carhart (1997)
plus 21 more references inside
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