Huni S, Sibindi AB. An Application of The Markowitz’s Mean-Variance Framework in Constructing Optimal Portfolios using the Johannesburg Securities Exchange Tradeable Indices: Array. JAM [Internet]. 2020 Jul. 14 [cited 2024 May 2];10(2). Available from: https://dj.univ-danubius.ro/index.php/JAM/article/view/376