I am an applied mathematician and recently I have decided to study the portfolio management theory. As a final objective, I want to manage my own portfolio and to try make some money on it using my mathematical background. But at the same time, I would like to have a general understanding of this field to be able to contribute at some stage.
In this connection, I would like to ask for the most significant research articles that are worth reading. I have already started with the great work (Markowitz, 1952) where the foundations of the modern portfolio theory were established and the next article in my list is (Sharpe, 1964) for the foundations of CAPM.
I already have some background in mathematical finance. At the university I had an course on financial mathematics where I had an assignment on pricing and hedging of European rainbow options using discrete-time models. But for me this remained disconnected from the real world.