Modern Portfolio Theory References

Recently I've got to refresh MPT knowledge and hence there are few references to share.

Biography 

• http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/1990/markowitz-bio.html
• http://news.stanford.edu/news/2006/june7/memldant-060706.html 

MPT and Markowitz Model 

• http://mertens.com.ua/books/files/finmrkts_ch06.doc
• http://www.thedigeratilife.com/blog/index.php/2009/05/14/modern-portfolio-theory-manage-risk-diversification/ 

Operations Research 

• http://en.wikipedia.org/wiki/Quadratic_programming 
• http://en.wikipedia.org/wiki/Lagrange_multiplier 

Python Implementation

• http://travisvaught.blogspot.com/2011/09/modern-portfolio-theory-python.html
• https://github.com/tvaught/experimental/blob/master/portfolio_metrics/mpt.py