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 4 1,629 3 6 14 3,775
Autobiography 0 0 1 60 1 2 3 158
Foundations of Portfolio Theory 2 2 11 599 5 13 47 1,249
Investment for the Long Run 0 0 0 2 3 7 9 867
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 2 12 3 7 17 39
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 140 1 3 7 605
Total Working Papers 2 2 19 2,442 16 38 97 6,693

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 8 14 304
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 2 5 8 225
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 0 5 2 3 4 31
A note on shortest path, assignment, and transportation problems 0 0 0 3 1 2 4 22
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 3 5 9 13
Can Noise Create the Size and Value Effects? 1 1 1 27 7 9 13 170
Computing procedures for portfolio selection (abstract) 0 1 5 28 0 2 9 53
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 2 8 10 42
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 2 49 5 10 15 224
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 1 4 8 65
Employee stock ownership and diversification 0 0 0 7 5 7 7 51
Foundations of Portfolio Theory 1 3 13 1,816 7 20 55 3,644
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 2 8 9 95
God, Ants and Thomas Bayes 2 3 4 19 2 6 9 55
Individual versus institutional investing 0 0 0 277 3 5 6 594
Investment for the Long Run: New Evidence for an Old Rule 0 0 1 243 2 6 8 562
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 1 5 94 2 5 15 247
Market Efficiency: A Theoretical Distinction and So What? 1 2 4 5 2 4 7 12
Mean-Variance versus Direct Utility Maximization 0 1 3 461 1 4 18 1,017
Mean–variance approximations to expected utility 3 6 24 366 13 29 64 910
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 0 2 15 228
Normative portfolio analysis: Past, present, and future 0 0 1 241 1 3 6 455
PORTFOLIO SELECTION 49 136 328 2,662 115 448 1,058 8,431
Portfolio Analysis with Factors and Scenarios 0 0 2 258 2 4 10 540
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 3 4 7 86
Portfolio Optimization with Mental Accounts 3 6 11 247 14 22 34 709
Portfolio Theory: As I Still See It 3 6 22 493 6 16 51 972
Proposals Concerning the Current Financial Crisis 0 0 0 0 1 4 9 9
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 0 1 4 5
Simulating with SIMSCRIPT 0 0 1 23 2 2 6 149
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 1 1 3 7 7
The Distribution System Simulator 0 0 0 12 3 4 5 93
The Early History of Portfolio Theory: 1600–1960 1 1 10 15 5 7 24 33
The Elimination form of the Inverse and its Application to Linear Programming 2 2 8 124 4 8 17 253
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 2 3 4 496
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 2 7 9 406
The Utility of Wealth 5 9 28 1,057 9 26 82 2,581
The optimization of a quadratic function subject to linear constraints 0 0 25 265 1 5 48 470
Trains of Thought 0 0 1 11 2 3 6 64
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 2 4 5 7
With Growth, a Growing Obligation 0 0 0 0 0 1 3 3
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 1 2 7 9
Total Journal Articles 71 178 507 9,211 241 729 1,709 24,342
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 1 2 38 2 6 10 204
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 1 7 1 3 4 21
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 1 1 6 49 4 8 23 153
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 2 4 4 41
Harry Markowitz Company 0 0 0 6 0 4 6 86
IBM's T. J. Watson Research Center 0 0 0 2 3 4 5 166
Investment for the Long Run: New Evidence for an Old Rule 0 1 1 31 1 5 15 91
Overview 0 1 1 6 2 6 9 39
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 1 1 123 4 6 8 196
Rand [II] and CACI 0 0 0 1 1 4 7 33
Rand [I] and The Cowles Foundation 0 0 0 7 2 3 4 38
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 9 11 15 299
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 2 2 3 24
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 2 4 17
Trains of Thought 0 0 3 13 0 3 6 112
Total Chapters 1 5 15 340 33 71 123 1,520

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Statistics updated 2026-02-12