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 1 1 8 1,588 2 5 17 3,698
Autobiography 0 0 2 53 0 0 8 143
Foundations of Portfolio Theory 1 2 21 529 4 8 53 1,084
Investment for the Long Run 0 0 0 2 0 2 6 846
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 4 131 2 3 12 575
Total Working Papers 2 3 35 2,303 8 18 96 6,346


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 2 5 148 2 4 16 277
A comparison of some aspects of the U.S. and Japanese equity markets 1 1 2 94 1 1 5 213
A note on shortest path, assignment, and transportation problems 0 0 0 2 0 0 0 11
Can Noise Create the Size and Value Effects? 0 0 1 21 0 3 27 120
Computing procedures for portfolio selection (abstract) 0 1 4 16 1 3 7 33
Data Mining Corrections Testing in Chinese Stocks 0 0 3 5 1 4 14 24
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 2 43 2 8 22 174
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 17 0 0 4 47
Employee stock ownership and diversification 0 0 0 2 0 0 2 30
Foundations of Portfolio Theory 6 13 49 1,714 13 25 103 3,375
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 2 8 2 2 14 62
God, Ants and Thomas Bayes 1 1 3 11 1 1 3 37
Individual versus institutional investing 0 2 4 265 0 3 8 565
Investment for the Long Run: New Evidence for an Old Rule 0 1 5 229 0 3 16 513
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 1 4 11 66 3 8 31 177
Mean-Variance versus Direct Utility Maximization 3 8 14 429 4 13 37 955
Mean–variance approximations to expected utility 5 11 43 287 10 22 94 723
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 77 0 0 3 208
Normative portfolio analysis: Past, present, and future 0 0 1 236 0 2 3 439
PORTFOLIO SELECTION 17 43 149 1,632 67 160 541 5,285
Portfolio Analysis with Factors and Scenarios 1 1 7 242 1 3 18 502
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 2 2 8 14 3 5 19 61
Portfolio Optimization with Mental Accounts 0 8 22 215 3 17 66 606
Portfolio Theory: As I Still See It 3 8 48 380 8 21 89 741
Simulating with SIMSCRIPT 0 1 2 22 0 1 7 139
The Distribution System Simulator 0 1 2 12 0 2 6 87
The Elimination form of the Inverse and its Application to Linear Programming 1 3 15 96 1 5 22 193
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 0 2 477
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 1 1 3 387
The Utility of Wealth 10 23 91 857 22 50 215 2,106
The optimization of a quadratic function subject to linear constraints 2 7 35 118 7 17 68 218
Trains of Thought 0 1 2 6 0 1 18 48
Total Journal Articles 53 142 532 7,267 153 385 1,483 18,833


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1952 1 1 10 24 2 8 37 150
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 4 4 0 0 8 9
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 2 17 21 0 10 46 70
Baruch College (CUNY) and Daiwa Securities 0 0 0 1 0 1 6 32
Harry Markowitz Company 0 0 2 5 0 2 14 69
IBM's T. J. Watson Research Center 0 0 0 2 2 2 7 137
Investment for the Long Run: New Evidence for an Old Rule 0 1 1 21 0 2 5 55
Overview 0 0 1 2 0 0 7 22
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 3 7 12 108 5 11 20 165
Rand [II] and CACI 0 0 1 1 0 1 7 26
Rand [I] and The Cowles Foundation 0 0 0 6 0 1 3 32
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 45 1 3 8 267
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 1 1 5 5
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 1 0 0 2 8
Trains of Thought 0 0 0 7 0 0 9 89
Total Chapters 4 11 49 248 11 42 184 1,136


Statistics updated 2022-06-07