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Harry Max Markowitz (1927-2023) - founder of modern portfolio theory
[Harry Max Markowitz (1927-2023) - tvůrce moderní teorie portfolia]

Author

Listed:
  • Petr Marek
  • Vojtěch Menzl
  • Eva Dufková

Abstract

The article on the occasion of the death of H. M. Markowitz, laureate of the Nobel Memorial Prize in Economics, presents his brief biography associated with the development of modern portfolio theory, sparse matrices and the SIMSCRIPTsimulation programming language.

Suggested Citation

  • Petr Marek & Vojtěch Menzl & Eva Dufková, 2023. "Harry Max Markowitz (1927-2023) - founder of modern portfolio theory [Harry Max Markowitz (1927-2023) - tvůrce moderní teorie portfolia]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2023(1), pages 67-73.
    • Handle: RePEc:prg:jnlcfu:v:2023:y:2023:i:1:id:585:p:67-73
    DOI: 10.18267/j.cfuc.585
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    More about this item

    Keywords

    H. M. Markowitz; Nobel Prize; Portfolio Theory; Efficient Portfolio; Sparse Matrices; Simulation; SIMSCRIPT; Nobelova cena; Teorie portfolia; Efektivníportfolio; Řídké matice; Simulace;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • L23 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Organization of Production

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