Portfolio optimization. Assessment of the impact of sampling errors on mean-variance portfolios.
The project can be primarily based on two papers: Markowitz, H. M. (1952). “Portfolio selection”, The Journal of Finance, 7(1), March, pp. 77—91. Michaud, R. O. (1998). Efficient Asset Management, Harvard Business School Press, Boston
It's up to you if you read the original resources, but in the scanned chapter from G.Fusai, Implementing Models in Quantitative Finance (attached) you can get an idea of the methods. I'm also attaching some Matlab files related to it. For additional information about Markowitz's model and Michaud's approach see the attached files (this is optional, Fusai's summary should be sufficient). The project work requires to study the approach proposed by Michaud (resampling strategy).