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Classical

Ancient Wisdom
Rav Isaac (Talmud Bavli - Babylonian Talmud): Tractate Baba Mezi'a 42a, 4th century)
“One should always divide his wealth into three parts: a third in land, a third in merchandise, and a third ready to hand.”

Classical Literature

Markowitz, H. M., 1952, “Mean-Variance Analysis in Portfolio Choice and Capital Markets,” Journal of Finance, 7, 77–91.

Tobin, J., 1958, “Liquidity Preference as Behavior Towards Risk,” Review of Economic Studies, 25, 68–85.

Sharpe W. F., 1964, “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk,” Journal of Finance, 19, 425–442.

Lintner, J., 1965, “The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets,” Review of Economics and Statistics, 47, 13–37.

Samuelson, P., 1969, “Lifetime Portfolio Selection by Dynamic Stochastic Programming,” Review of Economics and Statistics, 51, 239–246.

Merton, R. C., 1969, “Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case,” Review of Economics and Statistics, 51, 247–257.

Merton, R. C., 1971, “Optimum Consumption and Portfolio Rules in a Continuous-Time Model,” Journal of Economic Theory, 3, 373–413.

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