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 0 3 1,629 0 5 14 3,777
Autobiography 0 0 1 60 0 3 5 160
Foundations of Portfolio Theory 0 4 11 601 1 11 45 1,255
Investment for the Long Run 0 0 0 2 0 3 9 867
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 2 12 0 6 19 42
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 140 1 3 9 607
Total Working Papers 0 4 18 2,444 2 31 101 6,708

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 1 154 1 5 14 306
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 2 6 225
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 0 5 1 3 5 32
A note on shortest path, assignment, and transportation problems 0 0 0 3 1 2 5 23
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 0 3 8 13
Can Noise Create the Size and Value Effects? 0 1 1 27 0 9 15 172
Computing procedures for portfolio selection (abstract) 0 0 3 28 2 2 8 55
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 1 5 13 45
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 1 49 1 6 15 225
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 0 1 8 65
Employee stock ownership and diversification 0 0 0 7 1 9 11 55
Foundations of Portfolio Theory 0 3 13 1,818 4 17 57 3,654
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 0 3 10 96
God, Ants and Thomas Bayes 0 3 5 20 0 5 11 58
Individual versus institutional investing 0 0 0 277 1 6 8 597
Investment for the Long Run: New Evidence for an Old Rule 0 0 1 243 0 4 10 564
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 1 2 6 96 3 11 21 256
Market Efficiency: A Theoretical Distinction and So What? 0 1 4 5 2 5 10 15
Mean-Variance versus Direct Utility Maximization 0 1 4 462 3 5 19 1,021
Mean–variance approximations to expected utility 0 4 20 367 13 34 77 931
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 0 0 4 228
Normative portfolio analysis: Past, present, and future 0 1 2 242 1 3 7 457
PORTFOLIO SELECTION 60 153 397 2,766 170 409 1,254 8,725
Portfolio Analysis with Factors and Scenarios 0 0 2 258 0 2 7 540
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 4 8 12 91
Portfolio Optimization with Mental Accounts 2 7 14 251 2 19 38 714
Portfolio Theory: As I Still See It 2 6 21 496 3 12 48 978
Proposals Concerning the Current Financial Crisis 0 0 0 0 1 2 10 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 0 2 6 7
Simulating with SIMSCRIPT 0 0 0 23 1 3 6 150
Single-Period Mean–Variance Analysis in a Changing World (corrected) 1 1 2 2 3 5 10 11
The Distribution System Simulator 0 0 0 12 0 3 5 93
The Early History of Portfolio Theory: 1600–1960 1 6 12 20 2 12 25 40
The Elimination form of the Inverse and its Application to Linear Programming 0 2 7 124 3 7 18 256
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 5 7 499
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 3 10 407
The Utility of Wealth 1 10 31 1,062 6 25 90 2,597
The optimization of a quadratic function subject to linear constraints 3 6 29 271 8 15 59 484
Trains of Thought 0 0 0 11 0 2 4 64
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 4 6 9
With Growth, a Growing Obligation 0 0 0 0 1 3 5 6
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 0 1 4 9
Total Journal Articles 71 207 581 9,347 240 682 1,966 24,783
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 1 3 5 41 7 13 20 215
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 0 2 4 22
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 1 6 49 1 6 23 155
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 2 4 41
Harry Markowitz Company 0 0 0 6 0 1 6 87
IBM's T. J. Watson Research Center 0 0 0 2 2 5 6 168
Investment for the Long Run: New Evidence for an Old Rule 0 1 2 32 1 9 21 99
Overview 0 0 1 6 0 3 10 40
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 1 2 124 1 6 9 198
Rand [II] and CACI 0 0 0 1 0 1 6 33
Rand [I] and The Cowles Foundation 0 0 0 7 1 4 5 40
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 1 10 15 300
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 3 3 25
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 0 2 17
Trains of Thought 0 0 2 13 0 1 6 113
Total Chapters 1 6 18 345 14 66 140 1,553

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Statistics updated 2026-04-09