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Harry M. Markowitz

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This is information that was supplied by Harry Markowitz in registering through RePEc. If you are Harry M. Markowitz , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Harry
Middle Name: M.
Last Name: Markowitz
Suffix:

RePEc Short-ID: pma73

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nobel.se/economics/laureates/1990/
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 inquiries
Phone:

Affiliation

Department of Economics
University of California-San Diego (UCSD)
Location: La Jolla, California (United States)
Homepage: http://economics.ucsd.edu/
Email:
Phone: (858) 534-3383
Fax: (858) 534-7040
Postal: 9500 Gilman Drive, La Jolla, CA 92093-0508
Handle: RePEc:edi:deucsus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Хари Марковиц in Wikipedia (Bulgarian)
  2. Harry Markowitz in Wikipedia (Vietnamese)
  3. Harry Markowitz in Wikipedia (Norwegian)
  4. ハリー・マーコウィッツ in Wikipedia (Japanese)
  5. Harry Markowitz in Wikipedia (English)
  6. Nobel laureates in economics

Works

as in new window

Working papers

  1. 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.
  2. Markowitz, Harry M., 1991. "Autobiography," Nobel Prize in Economics documents 1990-4, Nobel Prize Committee.
  3. Markowitz, Harry M., 1990. "Foundations of Portfolio Theory," Nobel Prize in Economics documents 1990-1, Nobel Prize Committee.
  4. Harry Markowitz, 1957. "A Simplex Method for the Portfolio Selection Problem," Cowles Foundation Discussion Papers 27, Cowles Foundation for Research in Economics, Yale University.
  5. Harry M. Markowitz, . "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. Markowitz, Harry, 2014. "Mean–variance approximations to expected utility," European Journal of Operational Research, Elsevier, vol. 234(2), pages 346-355.
  2. 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 1250001-1-1.
  3. 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(02), pages 311-334, April.
  4. 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.
  5. Hanqing Jin & Harry Markowitz & Xun Yu Zhou, 2006. "A Note On Semivariance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 53-61.
  6. 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 207-19, November.
  7. 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 221-47, November.
  8. 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.
  9. Markowitz, Harry M, 1991. " Foundations of Portfolio Theory," Journal of Finance, American Finance Association, vol. 46(2), pages 469-77, June.
  10. Markowitz, Harry M., 1991. "Individual versus institutional investing," Financial Services Review, Elsevier, vol. 1(1), pages 1-8.
  11. Markowitz, Harry, 1991. " The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(1), pages 2-3.
  12. Markowitz, Harry M., 1990. "Normative portfolio analysis: Past, present, and future," Journal of Economics and Business, Elsevier, vol. 42(2), pages 99-103, May.
  13. 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.
  14. Markowitz, Harry M, 1983. " Nonnegative or Not Nonnegative: A Question about CAPMs," Journal of Finance, American Finance Association, vol. 38(2), pages 283-95, May.
  15. Markowitz, Harry M & Perold, Andre F, 1981. "Portfolio Analysis with Factors and Scenarios," Journal of Finance, American Finance Association, vol. 36(4), pages 871-77, September.
  16. 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 1273-86, December.
  17. 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 B425-B453, April.
  18. Harry M. Markowitz, 1966. "Simulating with SIMSCRIPT," Management Science, INFORMS, vol. 12(10), pages B396-B405, June.
  19. 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.
  20. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
  21. Harry Markowitz, 1952. "The Utility of Wealth," Journal of Political Economy, University of Chicago Press, vol. 60, pages 151.

Chapters

  1. 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.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-08-31. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (1) 2008-08-31. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
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  6. Number of Citations, Weighted by Recursive Impact Factor
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  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Breadth of citations across fields
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