Access Statistics for Harry M. Markowitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simplex Method for the Portfolio Selection Problem 0 1 3 1,631 1 3 17 3,784
Autobiography 0 0 1 60 2 2 10 165
Foundations of Portfolio Theory 2 2 13 607 4 9 47 1,275
Investment for the Long Run 0 0 0 2 0 2 10 870
Proofs that the Gerber Statistic is Positive Semidefinite 1 1 2 14 2 3 22 51
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 141 1 1 18 619
Total Working Papers 3 4 20 2,455 10 20 124 6,764

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON SEMIVARIANCE 1 1 1 155 2 2 13 309
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 1 9 229
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 2 7 1 2 13 41
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 0 4 24
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 0 0 7 14
Can Noise Create the Size and Value Effects? 1 1 2 28 2 3 19 177
Computing procedures for portfolio selection (abstract) 0 0 1 28 0 0 6 57
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 0 15 47
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 1 50 0 3 22 236
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 0 22 0 0 9 67
Employee stock ownership and diversification 0 0 0 7 0 1 13 57
Foundations of Portfolio Theory 0 0 10 1,821 2 2 50 3,669
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 0 2 11 98
God, Ants and Thomas Bayes 0 0 5 20 0 2 15 63
Individual versus institutional investing 0 0 0 277 0 2 12 601
Investment for the Long Run: New Evidence for an Old Rule 0 0 0 243 1 2 10 566
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 3 11 103 1 6 33 271
Market Efficiency: A Theoretical Distinction and So What? 0 0 2 5 0 1 11 19
Mean-Variance versus Direct Utility Maximization 0 0 3 462 0 0 12 1,024
Mean–variance approximations to expected utility 1 2 18 371 2 10 86 956
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 0 80 1 1 5 231
Normative portfolio analysis: Past, present, and future 0 0 2 243 0 0 10 461
PORTFOLIO SELECTION 28 74 440 2,927 79 258 1,393 9,260
Portfolio Analysis with Factors and Scenarios 0 1 1 259 0 1 10 545
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 1 1 1 24 1 1 15 97
Portfolio Optimization with Mental Accounts 0 1 13 253 1 7 47 731
Portfolio Theory: As I Still See It 0 2 15 502 4 9 43 996
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 0 5 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 0 1 1 1 7 10
Simulating with SIMSCRIPT 0 0 0 23 0 1 7 153
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 2 0 2 14 18
The Distribution System Simulator 0 0 0 12 0 1 9 98
The Early History of Portfolio Theory: 1600–1960 1 5 14 27 2 14 40 63
The Elimination form of the Inverse and its Application to Linear Programming 1 1 6 127 2 4 20 263
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 1 9 502
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 0 8 407
The Utility of Wealth 0 2 28 1,074 2 15 82 2,630
The optimization of a quadratic function subject to linear constraints 1 3 22 284 3 8 49 508
Trains of Thought 0 0 0 11 0 2 6 67
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 1 8 11
With Growth, a Growing Obligation 0 0 0 0 0 1 7 9
“Fundamentally Flawed Indexing”: Comments 0 1 2 5 0 1 6 12
Total Journal Articles 35 98 601 9,574 107 368 2,170 25,607
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1952 0 0 6 42 1 8 38 234
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 0 1 9 27
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 0 4 51 2 4 27 170
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 0 10 47
Harry Markowitz Company 0 0 0 6 1 1 9 91
IBM's T. J. Watson Research Center 0 0 0 2 1 1 9 171
Investment for the Long Run: New Evidence for an Old Rule 2 2 4 34 6 7 21 107
Overview 0 0 1 6 0 2 13 43
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 4 126 0 0 13 203
Rand [II] and CACI 0 0 0 1 1 1 10 37
Rand [I] and The Cowles Foundation 0 0 0 7 0 0 8 43
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 0 0 20 308
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 2 2 7 29
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 1 1 5 20
Trains of Thought 0 0 0 13 0 1 5 114
Total Chapters 2 2 19 352 15 29 204 1,644

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Statistics updated 2026-10-11