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 2 2 7 1,625 2 2 9 3,761
Autobiography 0 0 3 59 0 0 4 155
Foundations of Portfolio Theory 1 3 18 588 2 6 35 1,202
Investment for the Long Run 0 0 0 2 1 2 6 858
Proofs that the Gerber Statistic is Positive Semidefinite 1 2 5 10 2 3 10 22
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 139 0 0 4 598
Total Working Papers 4 7 33 2,423 7 13 68 6,596


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON SEMIVARIANCE 0 0 2 152 2 5 8 290
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 0 2 217
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 1 2 5 0 1 7 27
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 0 2 18
An Interview with Nobel Laureate Harry M. Markowitz 1 1 3 3 1 1 4 4
Can Noise Create the Size and Value Effects? 1 1 1 26 2 3 5 157
Computing procedures for portfolio selection (abstract) 1 1 3 23 1 1 4 44
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 0 3 32
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 3 47 0 1 9 209
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 21 0 0 5 57
Employee stock ownership and diversification 0 1 2 7 0 1 5 44
Foundations of Portfolio Theory 2 5 34 1,803 3 11 71 3,589
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 3 12 0 0 6 86
God, Ants and Thomas Bayes 0 0 2 15 0 0 5 46
Individual versus institutional investing 1 1 6 277 1 1 13 588
Investment for the Long Run: New Evidence for an Old Rule 1 1 4 242 2 3 14 554
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 2 6 89 1 3 18 232
Market Efficiency: A Theoretical Distinction and So What? 0 0 1 1 1 1 5 5
Mean-Variance versus Direct Utility Maximization 0 2 10 458 1 4 18 999
Mean–variance approximations to expected utility 2 3 25 342 3 14 60 846
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 79 0 0 2 213
Normative portfolio analysis: Past, present, and future 0 0 1 240 1 1 3 449
PORTFOLIO SELECTION 25 84 337 2,334 67 241 957 7,373
Portfolio Analysis with Factors and Scenarios 1 3 6 256 3 5 10 530
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 2 2 4 23 3 3 9 79
Portfolio Optimization with Mental Accounts 0 1 6 236 2 4 24 675
Portfolio Theory: As I Still See It 3 13 38 471 4 16 69 921
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 0 0 0
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 0 0 0 0 1 1
Simulating with SIMSCRIPT 0 0 0 22 0 0 2 143
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 0 0 0 0 0 0
The Distribution System Simulator 0 0 0 12 0 0 0 88
The Early History of Portfolio Theory: 1600–1960 1 2 5 5 1 3 9 9
The Elimination form of the Inverse and its Application to Linear Programming 1 1 7 116 1 3 16 236
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 2 7 492
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 2 3 7 397
The Utility of Wealth 5 12 64 1,029 5 21 119 2,499
The optimization of a quadratic function subject to linear constraints 1 10 54 240 1 15 91 422
Trains of Thought 0 0 2 10 0 0 6 58
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 1 1 2 2
With Growth, a Growing Obligation 0 0 0 0 0 0 0 0
“Fundamentally Flawed Indexing”: Comments 0 0 2 2 0 0 2 2
Total Journal Articles 48 147 635 8,704 110 368 1,600 22,633
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 2 36 3 4 10 194
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 6 0 0 0 17
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 2 3 10 43 3 8 23 130
Baruch College (CUNY) and Daiwa Securities 0 0 1 3 0 0 1 37
Harry Markowitz Company 0 0 0 6 0 0 1 80
IBM's T. J. Watson Research Center 0 0 0 2 0 2 10 161
Investment for the Long Run: New Evidence for an Old Rule 0 1 5 30 1 3 13 76
Overview 0 0 2 5 1 2 5 30
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 3 122 0 1 5 188
Rand [II] and CACI 0 0 0 1 0 0 0 26
Rand [I] and The Cowles Foundation 0 0 0 7 0 0 0 34
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 48 0 2 7 284
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 9 21
The role of effective corporate decisions in the creation of efficient portfolios 0 0 2 6 0 0 2 13
Trains of Thought 0 0 2 10 0 3 11 106
Total Chapters 2 4 28 325 8 25 97 1,397


Statistics updated 2025-02-05