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Harry M. Markowitz

(deceased)

Personal Details

This person is deceased (Date: 22 Jun 2023)
First Name:Harry
Middle Name:M.
Last Name:Markowitz
Suffix:
RePEc Short-ID:pma73
http://www.nobel.se/economics/laureates/1990/
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 output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. S. Gerber & H. Markowitz & P. Ernst & Y. Miao & B. Javid & P. Sargen, 2023. "Proofs that the Gerber Statistic is Positive Semidefinite," Papers 2305.05663, arXiv.org.
  2. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2008. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Working Papers 14229, National Bureau of Economic Research, Inc.
  3. Markowitz, Harry M., 1991. "Autobiography," Nobel Prize in Economics documents 1990-4, Nobel Prize Committee.
  4. Markowitz, Harry M., 1990. "Foundations of Portfolio Theory," Nobel Prize in Economics documents 1990-1, Nobel Prize Committee.
  5. Harry Markowitz, 1957. "A Simplex Method for the Portfolio Selection Problem," Cowles Foundation Discussion Papers 27, Cowles Foundation for Research in Economics, Yale University.
  6. Harry M. Markowitz, "undated". "Investment for the Long Run," Rodney L. White Center for Financial Research Working Papers 20-72, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. John B. Guerard & Ganlin Xu & Harry Markowitz, 2021. "A further analysis of robust regression modeling and data mining corrections testing in global stocks," Annals of Operations Research, Springer, vol. 303(1), pages 175-195, August.
  2. John B. Guerard & Harry Markowitz & Ganlin Xu & Ziwei Wang, 2018. "Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth," Annals of Operations Research, Springer, vol. 267(1), pages 203-219, August.
  3. John B. Guerard, Jr. & Robert A. Gillam & Harry Markowitz & Ganlin Xu & Shijie Deng & Ziwei (Elaine) Wang, 2018. "Data Mining Corrections Testing in Chinese Stocks," Interfaces, INFORMS, vol. 48(2), pages 108-120, April.
  4. Mark Kritzman & Harry M. Markowitz, 2017. "An Interview with Nobel Laureate Harry M. Markowitz," Financial Analysts Journal, Taylor & Francis Journals, vol. 73(4), pages 16-21, October.
  5. Robert D. Arnott & Jason C. Hsu & Jun Liu & Harry Markowitz, 2015. "Can Noise Create the Size and Value Effects?," Management Science, INFORMS, vol. 61(11), pages 2569-2579, November.
  6. Guerard, John B. & Markowitz, Harry & Xu, GanLin, 2015. "Earnings forecasting in a global stock selection model and efficient portfolio construction and management," International Journal of Forecasting, Elsevier, vol. 31(2), pages 550-560.
  7. Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
  8. Harry Markowitz, 2012. "Mean-Variance Approximations To The Geometric Mean," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-30.
  9. Harry M. Markowitz, 2010. "God, Ants and Thomas Bayes," The American Economist, Sage Publications, vol. 55(2), pages 5-13, November.
  10. Harry M. Markowitz, 2010. "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 1-23, December.
  11. Bruce I. Jacobs & Kenneth N. Levy & Harry M. Markowitz, 2010. "Simulating Security Markets in Dynamic and Equilibrium Modes," Financial Analysts Journal, Taylor & Francis Journals, vol. 66(5), pages 42-53, September.
  12. Harry Markowitz & Joseph Blasi & Douglas Kruse, 2010. "Employee stock ownership and diversification," Annals of Operations Research, Springer, vol. 176(1), pages 95-107, April.
  13. Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir, 2010. "Portfolio Optimization with Mental Accounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 311-334, April.
  14. Harry M. Markowitz, 2009. "Proposals Concerning the Current Financial Crisis," Financial Analysts Journal, Taylor & Francis Journals, vol. 65(1), pages 25-27, January.
  15. Robert D. Arnott & Harry M. Markowitz, 2008. "“Fundamentally Flawed Indexing”: Comments," Financial Analysts Journal, Taylor & Francis Journals, vol. 64(2), pages 12-14, March.
  16. Bruce I. Jacobs & Kenneth N. Levy & Harry M. Markowitz, 2006. "Trimability and Fast Optimization of Long–Short Portfolios," Financial Analysts Journal, Taylor & Francis Journals, vol. 62(2), pages 36-46, March.
  17. Hanqing Jin & Harry Markowitz & Xun Yu Zhou, 2006. "A Note On Semivariance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 53-61, January.
  18. Bruce I. Jacobs & Kenneth N. Levy & Harry M. Markowitz, 2005. "Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions," Operations Research, INFORMS, vol. 53(4), pages 586-599, August.
  19. Harry M. Markowitz, 2005. "Market Efficiency: A Theoretical Distinction and So What?," Financial Analysts Journal, Taylor & Francis Journals, vol. 61(5), pages 17-30, September.
  20. Robert D. Arnott & Harry M. Markowitz, 2004. "With Growth, a Growing Obligation," Financial Analysts Journal, Taylor & Francis Journals, vol. 60(1), pages 10-10, January.
  21. Harry M. Markowitz & Erik L. van Dijk, 2003. "Single-Period Mean–Variance Analysis in a Changing World (corrected)," Financial Analysts Journal, Taylor & Francis Journals, vol. 59(2), pages 30-44, March.
  22. Harry M. Markowitz, 2002. "Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective," Operations Research, INFORMS, vol. 50(1), pages 154-160, February.
  23. Harry M. Markowitz, 1999. "The Early History of Portfolio Theory: 1600–1960," Financial Analysts Journal, Taylor & Francis Journals, vol. 55(4), pages 5-16, July.
  24. Markowitz, Harry M & Usmen, Nilufer, 1996. "The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference," Journal of Risk and Uncertainty, Springer, vol. 13(3), pages 207-219, November.
  25. Markowitz, Harry M & Usmen, Nilufer, 1996. "The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results," Journal of Risk and Uncertainty, Springer, vol. 13(3), pages 221-247, November.
  26. Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993. "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, vol. 5(1), pages 3-26, May.
  27. Harry M. Markowitz, 1993. "Trains of Thought," The American Economist, Sage Publications, vol. 37(1), pages 3-9, March.
  28. Markowitz, Harry M, 1991. "Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-477, June.
  29. Markowitz, Harry M., 1991. "Individual versus institutional investing," Financial Services Review, Elsevier, vol. 1(1), pages 1-8.
  30. Markowitz, Harry M., 1990. "Normative portfolio analysis: Past, present, and future," Journal of Economics and Business, Elsevier, vol. 42(2), pages 99-103, May.
  31. Kroll, Yoram & Levy, Haim & Markowitz, Harry M, 1984. "Mean-Variance versus Direct Utility Maximization," Journal of Finance, American Finance Association, vol. 39(1), pages 47-61, March.
  32. Markowitz, Harry M, 1983. "Nonnegative or Not Nonnegative: A Question about CAPMs," Journal of Finance, American Finance Association, vol. 38(2), pages 283-295, May.
  33. Markowitz, Harry M & Perold, Andre F, 1981. "Portfolio Analysis with Factors and Scenarios," Journal of Finance, American Finance Association, vol. 36(4), pages 871-877, September.
  34. Markowitz, Harry M, 1976. "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, vol. 31(5), pages 1273-1286, December.
  35. Michael M. Connors & Claude Coray & Carol J. Cuccaro & William K. Green & David W. Low & Harry M. Markowitz, 1972. "The Distribution System Simulator," Management Science, INFORMS, vol. 18(8), pages 425-453, April.
  36. Harry M. Markowitz, 1966. "Simulating with SIMSCRIPT," Management Science, INFORMS, vol. 12(10), pages 396-405, June.
  37. A. J. Hoffman & H. M. Markowitz, 1963. "A note on shortest path, assignment, and transportation problems," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 10(1), pages 375-379, March.
  38. Harry M. Markowitz, 1957. "Computing procedures for portfolio selection (abstract)," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 4(1), pages 87-88, March.
  39. Harry M. Markowitz, 1957. "The Elimination form of the Inverse and its Application to Linear Programming," Management Science, INFORMS, vol. 3(3), pages 255-269, April.
  40. Harry Markowitz, 1956. "The optimization of a quadratic function subject to linear constraints," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 3(1‐2), pages 111-133, March.
  41. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
  42. Harry Markowitz, 1952. "The Utility of Wealth," Journal of Political Economy, University of Chicago Press, vol. 60(2), pages 151-151.
    RePEc:bla:scandj:v:93:y:1991:i:1:p:2-3 is not listed on IDEAS

Chapters

  1. M. Bloch & J. Guerard & H. Markowitz & P. Todd & G. Xu, 2020. "A comparison of some aspects of the U.S. and Japanese equity markets," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 3, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
  2. Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber, 2020. "Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 17, pages 369-415, World Scientific Publishing Co. Pte. Ltd..
  3. J. B. Guerard Jr. & H. Markowitz & G. Xu, 2020. "The role of effective corporate decisions in the creation of efficient portfolios," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 5, pages 63-73, World Scientific Publishing Co. Pte. Ltd..
  4. Harry M. Markowitz, 2011. "Investment for the Long Run: New Evidence for an Old Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 35, pages 495-508, World Scientific Publishing Co. Pte. Ltd..
  5. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2010. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Chapters, in: Shared Capitalism at Work: Employee Ownership, Profit and Gain Sharing, and Broad-based Stock Options, pages 105-136, National Bureau of Economic Research, Inc.
  6. Harry M. Markowitz & Erik L. Dijk, 2010. "Single-Period Mean–Variance Analysis in a Changing World," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 213-237, Springer.
  7. Harry M Markowitz, 2009. "IBM's T. J. Watson Research Center," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 5, pages 279-442, World Scientific Publishing Co. Pte. Ltd..
  8. Harry M Markowitz, 2009. "Rand [I] and The Cowles Foundation," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 3, pages 51-145, World Scientific Publishing Co. Pte. Ltd..
  9. Harry M Markowitz, 2009. "Harry Markowitz Company," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 7, pages 529-700, World Scientific Publishing Co. Pte. Ltd..
  10. Harry M Markowitz, 2009. "Rand [II] and CACI," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 4, pages 147-277, World Scientific Publishing Co. Pte. Ltd..
  11. Harry M Markowitz, 2009. "Baruch College (CUNY) and Daiwa Securities," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 6, pages 443-528, World Scientific Publishing Co. Pte. Ltd..
  12. Harry M Markowitz, 2009. "1952," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 2, pages 11-50, World Scientific Publishing Co. Pte. Ltd..
  13. Harry M Markowitz, 2009. "Overview," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
  14. Harry M. Markowitz & Nilufer Usmen, 2005. "Resampled Frontiers Versus Diffuse Bayes: An Experiment," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Risk Management, chapter 9, pages 183-202, World Scientific Publishing Co. Pte. Ltd..
  15. Harry M. Markowitz, 2004. "Trains of Thought," Chapters, in: Michael Szenberg & Lall Ramrattan (ed.), Reflections of Eminent Economists, chapter 17, Edward Elgar Publishing.

Books

  1. Harry M Markowitz (ed.), 2009. "Harry Markowitz:Selected Works," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6967, August.

More information

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Statistics

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  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  16. Number of Abstract Views in RePEc Services over the past 12 months
  17. Number of Downloads through RePEc Services over the past 12 months
  18. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  19. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  20. Euclidian citation score
  21. Breadth of citations across fields
  22. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Harry Markowitz in Wikipedia (Vietnamese)
  2. Harry Markowitz in Wikipedia (Norwegian)
  3. Nobel laureates in economics

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2008-08-31
  2. NEP-DES: Economic Design (1) 2023-05-29
  3. NEP-UPT: Utility Models and Prospect Theory (1) 2008-08-31

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