What are some of the current latest leading papers on portfolio optimisation ?Also apart from Markowitz what are the other main papers on this topic that one should read ?

start with these:R. Mansini, W. Ogryczak, M.G. Speranza, LP solvable models for portfolio optimization a classification and computational comparisonR. Mansini, W. Ogryczak, M.G. Speranza, LP solvable models for portfolio selectionInformatica 14, 37-62, 2003.M.G. Speranza, Linear programming models for portfolio optimization, Finance 14, 107-123, 1993M.G. Speranza, Linear models for portfolio selection and their application to the Milano Stock Market, in Financial Modelling, L.Peccati e M. Viren (eds.), Series Contributions to Management Science, Physica-Verlag, Springer-Verlag, 320-333, 1994.

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