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 6 1,629 1 5 13 3,772
Autobiography 0 1 1 60 1 2 2 157
Foundations of Portfolio Theory 0 3 10 597 6 16 44 1,244
Investment for the Long Run 0 0 0 2 3 4 7 864
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 3 12 3 7 16 36
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 140 2 3 6 604
Total Working Papers 0 5 21 2,440 16 37 88 6,677

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 2 154 3 5 13 301
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 2 3 6 223
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 0 5 0 1 2 29
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 1 3 21
An Interview with Nobel Laureate Harry M. Markowitz 0 0 1 3 1 3 7 10
Can Noise Create the Size and Value Effects? 0 0 1 26 2 5 8 163
Computing procedures for portfolio selection (abstract) 0 1 6 28 0 2 10 53
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 3 8 8 40
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 2 49 2 5 10 219
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 3 6 7 64
Employee stock ownership and diversification 0 0 0 7 2 2 2 46
Foundations of Portfolio Theory 2 4 14 1,815 5 18 51 3,637
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 4 6 7 93
God, Ants and Thomas Bayes 0 2 2 17 2 5 7 53
Individual versus institutional investing 0 0 1 277 2 2 4 591
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 243 3 4 8 560
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 2 5 94 2 7 14 245
Market Efficiency: A Theoretical Distinction and So What? 1 1 3 4 2 2 6 10
Mean-Variance versus Direct Utility Maximization 1 2 3 461 2 4 18 1,016
Mean–variance approximations to expected utility 2 10 23 363 11 27 54 897
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 2 2 15 228
Normative portfolio analysis: Past, present, and future 0 0 1 241 2 3 6 454
PORTFOLIO SELECTION 41 126 304 2,613 163 449 1,010 8,316
Portfolio Analysis with Factors and Scenarios 0 0 3 258 2 3 11 538
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 2 23 1 1 7 83
Portfolio Optimization with Mental Accounts 1 4 8 244 4 11 22 695
Portfolio Theory: As I Still See It 2 3 22 490 6 13 49 966
Proposals Concerning the Current Financial Crisis 0 0 0 0 2 3 8 8
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 1 2 4 5
Simulating with SIMSCRIPT 0 0 1 23 0 1 4 147
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 1 1 2 6 6
The Distribution System Simulator 0 0 0 12 1 1 2 90
The Early History of Portfolio Theory: 1600–1960 0 1 10 14 2 5 20 28
The Elimination form of the Inverse and its Application to Linear Programming 0 1 7 122 3 6 14 249
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 1 3 494
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 4 5 9 404
The Utility of Wealth 0 6 28 1,052 8 24 78 2,572
The optimization of a quadratic function subject to linear constraints 0 3 26 265 3 10 48 469
Trains of Thought 0 0 1 11 1 1 4 62
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 2 2 4 5
With Growth, a Growing Obligation 0 0 0 0 1 1 3 3
“Fundamentally Flawed Indexing”: Comments 0 1 2 4 1 2 6 8
Total Journal Articles 50 167 484 9,140 262 664 1,578 24,101
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 2 2 38 3 6 11 202
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 1 7 2 2 3 20
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 1 7 48 4 6 22 149
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 2 2 2 39
Harry Markowitz Company 0 0 0 6 3 4 6 86
IBM's T. J. Watson Research Center 0 0 0 2 1 1 2 163
Investment for the Long Run: New Evidence for an Old Rule 0 1 1 31 3 4 15 90
Overview 0 1 1 6 2 7 8 37
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 1 1 1 123 1 2 4 192
Rand [II] and CACI 0 0 0 1 2 5 6 32
Rand [I] and The Cowles Foundation 0 0 0 7 0 1 2 36
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 0 2 6 290
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 1 22
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 1 2 4 17
Trains of Thought 0 0 3 13 1 3 6 112
Total Chapters 1 6 16 339 25 47 98 1,487

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Statistics updated 2026-01-09