Harry M. Markowitz
Names
| first: |
Harry |
| middle: |
M. |
| last: |
Markowitz |
Identifer
Contact
| homepage: |
http://www.nobel.se/economics/laureates/1990/ |
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| postal address: |
Harry M. Markowitz obtained the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel in 1990. His entry is maintained by the RePEc team. The listed email address will not respond to inq |
Research profile
author of:
- Portfolio Theory: As I Still See It (RePEc:anr:refeco:v:2:y:2010:p:1-23)
by Harry M. Markowitz - Proofs that the Gerber Statistic is Positive Semidefinite (RePEc:arx:papers:2305.05663)
by S. Gerber & H. Markowitz & P. Ernst & Y. Miao & B. Javid & P. Sargen - Investment for the Long Run: New Evidence for an Old Rule (RePEc:bla:jfinan:v:31:y:1976:i:5:p:1273-86)
by Markowitz, Harry M - Portfolio Analysis with Factors and Scenarios (RePEc:bla:jfinan:v:36:y:1981:i:4:p:871-77)
by Markowitz, Harry M & Perold, Andre F - Nonnegative or Not Nonnegative: A Question about CAPMs (RePEc:bla:jfinan:v:38:y:1983:i:2:p:283-95)
by Markowitz, Harry M - Mean-Variance versus Direct Utility Maximization (RePEc:bla:jfinan:v:39:y:1984:i:1:p:47-61)
by Kroll, Yoram & Levy, Haim & Markowitz, Harry M - Foundations of Portfolio Theory (RePEc:bla:jfinan:v:46:y:1991:i:2:p:469-77)
by Markowitz, Harry M - Portfolio Selection (RePEc:bla:jfinan:v:7:y:1952:i:1:p:77-91)
by Harry Markowitz - A Note On Semivariance (RePEc:bla:mathfi:v:16:y:2006:i:1:p:53-61)
by Hanqing Jin & Harry Markowitz & Xun Yu Zhou - Portfolio Optimization with Mental Accounts (RePEc:cup:jfinqa:v:45:y:2010:i:02:p:311-334_00)
by Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir - A Simplex Method for the Portfolio Selection Problem (RePEc:cwl:cwldpp:27)
by Harry Markowitz - Mean–variance approximations to expected utility (RePEc:eee:ejores:v:234:y:2014:i:2:p:346-355)
by Markowitz, Harry - Individual versus institutional investing (RePEc:eee:finser:v:1:y:1991:i:1:p:1-8)
by Markowitz, Harry M. - Earnings forecasting in a global stock selection model and efficient portfolio construction and management (RePEc:eee:intfor:v:31:y:2015:i:2:p:550-560)
by Guerard, John B. & Markowitz, Harry & Xu, GanLin - A comparison of some aspects of the U.S. and Japanese equity markets (RePEc:eee:japwor:v:5:y:1993:i:1:p:3-26)
by Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G. - Normative portfolio analysis: Past, present, and future (RePEc:eee:jebusi:v:42:y:1990:i:2:p:99-103)
by Markowitz, Harry M. - Trains of Thought (RePEc:elg:eechap:3289_17)
by Harry M. Markowitz - Investment for the Long Run (RePEc:fth:pennfi:20-72)
by Harry M. Markowitz - Data Mining Corrections Testing in Chinese Stocks (RePEc:inm:orinte:v:48:y:2018:i:2:p:108-120)
by John B. Guerard, Jr. & Robert A. Gillam & Harry Markowitz & Ganlin Xu & Shijie Deng & Ziwei (Elaine) Wang - Simulating with SIMSCRIPT (RePEc:inm:ormnsc:v:12:y:1966:i:10:p:b396-b405)
by Harry M. Markowitz - The Distribution System Simulator (RePEc:inm:ormnsc:v:18:y:1972:i:8:p:b425-b453)
by Michael M. Connors & Claude Coray & Carol J. Cuccaro & William K. Green & David W. Low & Harry M. Markowitz - The Elimination form of the Inverse and its Application to Linear Programming (RePEc:inm:ormnsc:v:3:y:1957:i:3:p:255-269)
by Harry M. Markowitz - Can Noise Create the Size and Value Effects? (RePEc:inm:ormnsc:v:61:y:2015:i:11:p:2569-2579)
by Robert D. Arnott & Jason C. Hsu & Jun Liu & Harry Markowitz - Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective (RePEc:inm:oropre:v:50:y:2002:i:1:p:154-160)
by Harry M. Markowitz - Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (RePEc:inm:oropre:v:53:y:2005:i:4:p:586-599)
by Bruce I. Jacobs & Kenneth N. Levy & Harry M. Markowitz - The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference (RePEc:kap:jrisku:v:13:y:1996:i:3:p:207-19)
by Markowitz, Harry M & Usmen, Nilufer - The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results (RePEc:kap:jrisku:v:13:y:1996:i:3:p:221-47)
by Markowitz, Harry M & Usmen, Nilufer - Risk and Lack of Diversification under Employee Ownership and Shared Capitalism (RePEc:nbr:nberch:8088)
by Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz - Risk and Lack of Diversification under Employee Ownership and Shared Capitalism (RePEc:nbr:nberwo:14229)
by Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz - Foundations of Portfolio Theory (RePEc:ris:nobelp:1990_001)
by Markowitz, Harry M. - Autobiography (RePEc:ris:nobelp:1990_004)
by Markowitz, Harry M. - Trains of Thought (RePEc:sae:amerec:v:37:y:1993:i:1:p:3-9)
by Harry M. Markowitz - God, Ants and Thomas Bayes (RePEc:sae:amerec:v:55:y:2010:i:2:p:5-13)
by Harry M. Markowitz - Employee stock ownership and diversification (RePEc:spr:annopr:v:176:y:2010:i:1:p:95-107:10.1007/s10479-009-0544-1)
by Harry Markowitz & Joseph Blasi & Douglas Kruse - Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2380-4)
by John B. Guerard & Harry Markowitz & Ganlin Xu & Ziwei Wang - A further analysis of robust regression modeling and data mining corrections testing in global stocks (RePEc:spr:annopr:v:303:y:2021:i:1:d:10.1007_s10479-020-03521-y)
by John B. Guerard & Ganlin Xu & Harry Markowitz - Single-Period Mean–Variance Analysis in a Changing World (RePEc:spr:isochp:978-1-4419-1642-6_10)
by Harry M. Markowitz & Erik L. Dijk - The Utility of Wealth (RePEc:ucp:jpolec:v:60:y:1952:p:151)
by Harry Markowitz - A note on shortest path, assignment, and transportation problems (RePEc:wly:navlog:v:10:y:1963:i:1:p:375-379)
by A. J. Hoffman & H. M. Markowitz - The optimization of a quadratic function subject to linear constraints (RePEc:wly:navlog:v:3:y:1956:i:1-2:p:111-133)
by Harry Markowitz - Computing procedures for portfolio selection (abstract) (RePEc:wly:navlog:v:4:y:1957:i:1:p:87-88)
by Harry M. Markowitz - Mean-Variance Approximations To The Geometric Mean (RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017)
by Harry Markowitz - Harry Markowitz:Selected Works (RePEc:wsi:wsbook:6967)
by None - A comparison of some aspects of the U.S. and Japanese equity markets (RePEc:wsi:wschap:9789811222634_0003)
by M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu - The role of effective corporate decisions in the creation of efficient portfolios (RePEc:wsi:wschap:9789811222634_0005)
by J. B. Guerard Jr. & H. Markowitz & G. Xu - Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization (RePEc:wsi:wschap:9789811222634_0017)
by Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber - Resampled Frontiers Versus Diffuse Bayes: An Experiment (RePEc:wsi:wschap:9789812700865_0009)
by Harry M. Markowitz & Nilufer Usmen - Overview (RePEc:wsi:wschap:9789812833655_0001)
by Harry M Markowitz - 1952 (RePEc:wsi:wschap:9789812833655_0002)
by Harry M Markowitz - Rand [I] and The Cowles Foundation (RePEc:wsi:wschap:9789812833655_0003)
by Harry M Markowitz - Rand [II] and CACI (RePEc:wsi:wschap:9789812833655_0004)
by Harry M Markowitz - IBM's T. J. Watson Research Center (RePEc:wsi:wschap:9789812833655_0005)
by Harry M Markowitz - Baruch College (CUNY) and Daiwa Securities (RePEc:wsi:wschap:9789812833655_0006)
by Harry M Markowitz - Harry Markowitz Company (RePEc:wsi:wschap:9789812833655_0007)
by Harry M Markowitz - Investment for the Long Run: New Evidence for an Old Rule (RePEc:wsi:wschap:9789814293501_0035)
by Harry M. Markowitz