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 1,627 0 1 8 3,764
Autobiography 0 0 3 59 0 0 4 155
Foundations of Portfolio Theory 0 3 11 593 1 10 32 1,220
Investment for the Long Run 0 0 0 2 1 2 5 860
Proofs that the Gerber Statistic is Positive Semidefinite 1 2 5 12 1 4 9 27
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 139 1 1 1 599
Total Working Papers 1 6 25 2,432 4 18 59 6,625

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 3 153 2 2 12 294
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 0 3 219
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 1 5 0 0 2 27
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 0 0 18
An Interview with Nobel Laureate Harry M. Markowitz 0 0 3 3 0 1 6 6
Can Noise Create the Size and Value Effects? 0 0 1 26 0 0 3 157
Computing procedures for portfolio selection (abstract) 0 1 5 26 1 2 8 49
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 0 0 32
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 2 48 1 2 7 212
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 1 1 1 22 1 1 4 58
Employee stock ownership and diversification 0 0 2 7 0 0 4 44
Foundations of Portfolio Theory 0 4 23 1,809 3 14 59 3,611
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 2 12 0 0 3 86
God, Ants and Thomas Bayes 0 0 2 15 0 0 4 47
Individual versus institutional investing 0 0 2 277 0 0 7 589
Investment for the Long Run: New Evidence for an Old Rule 0 1 3 243 0 1 10 555
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 0 5 90 0 0 15 235
Market Efficiency: A Theoretical Distinction and So What? 1 1 2 2 1 2 7 7
Mean-Variance versus Direct Utility Maximization 0 1 7 459 6 7 19 1,009
Mean–variance approximations to expected utility 1 3 21 350 2 7 49 861
Nonnegative or Not Nonnegative: A Question about CAPMs 0 1 1 80 0 2 14 226
Normative portfolio analysis: Past, present, and future 0 1 2 241 0 1 5 451
PORTFOLIO SELECTION 14 57 303 2,426 61 192 847 7,663
Portfolio Analysis with Factors and Scenarios 0 1 6 257 0 1 13 534
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 2 23 1 1 7 80
Portfolio Optimization with Mental Accounts 1 3 8 240 1 4 18 680
Portfolio Theory: As I Still See It 3 10 33 485 6 17 59 947
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 2 2 2
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 0 0 0 1 2 2
Simulating with SIMSCRIPT 0 0 1 23 0 0 3 144
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 1 1 1 1 3 4 4
The Distribution System Simulator 0 0 0 12 0 0 0 88
The Early History of Portfolio Theory: 1600–1960 3 4 12 12 4 7 22 22
The Elimination form of the Inverse and its Application to Linear Programming 0 1 6 118 1 2 14 240
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 0 5 492
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 1 1 7 398
The Utility of Wealth 1 7 36 1,038 5 20 81 2,527
The optimization of a quadratic function subject to linear constraints 3 15 38 257 6 24 65 449
Trains of Thought 0 0 2 11 0 0 4 60
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 0 3 3
With Growth, a Growing Obligation 0 0 0 0 0 1 2 2
“Fundamentally Flawed Indexing”: Comments 0 0 2 2 0 0 5 5
Total Journal Articles 28 113 538 8,879 104 318 1,404 23,135
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 0 1 8 196
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 1 7 0 0 1 18
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 1 2 5 45 2 6 18 138
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 0 0 37
Harry Markowitz Company 0 0 0 6 0 1 2 82
IBM's T. J. Watson Research Center 0 0 0 2 0 0 10 162
Investment for the Long Run: New Evidence for an Old Rule 0 0 3 30 0 1 10 79
Overview 0 0 1 5 0 0 4 30
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 3 122 0 1 6 190
Rand [II] and CACI 0 0 0 1 0 0 1 27
Rand [I] and The Cowles Foundation 0 0 0 7 0 0 1 35
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 1 1 7 286
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 3 22
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 0 2 15
Trains of Thought 0 0 2 11 0 0 10 107
Total Chapters 1 2 17 329 3 11 83 1,424

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Statistics updated 2025-07-04