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 2 6 15 3,777
Autobiography 0 0 1 60 2 4 5 160
Foundations of Portfolio Theory 2 4 12 601 5 16 50 1,254
Investment for the Long Run 0 0 0 2 0 6 9 867
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 2 12 3 9 19 42
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 140 1 4 8 606
Total Working Papers 2 4 19 2,444 13 45 106 6,706

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 1 7 14 305
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 4 6 225
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 0 5 0 2 4 31
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 1 4 22
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 0 4 8 13
Can Noise Create the Size and Value Effects? 0 1 1 27 2 11 15 172
Computing procedures for portfolio selection (abstract) 0 0 4 28 0 0 8 53
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 2 7 12 44
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 1 49 0 7 14 224
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 0 4 8 65
Employee stock ownership and diversification 0 0 0 7 3 10 10 54
Foundations of Portfolio Theory 2 5 14 1,818 6 18 57 3,650
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 1 7 10 96
God, Ants and Thomas Bayes 1 3 5 20 3 7 11 58
Individual versus institutional investing 0 0 0 277 2 7 8 596
Investment for the Long Run: New Evidence for an Old Rule 0 0 1 243 2 7 10 564
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 1 1 5 95 6 10 20 253
Market Efficiency: A Theoretical Distinction and So What? 0 2 4 5 1 5 8 13
Mean-Variance versus Direct Utility Maximization 1 2 4 462 1 4 18 1,018
Mean–variance approximations to expected utility 1 6 21 367 8 32 66 918
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 0 2 4 228
Normative portfolio analysis: Past, present, and future 1 1 2 242 1 4 7 456
PORTFOLIO SELECTION 44 134 353 2,706 124 402 1,123 8,555
Portfolio Analysis with Factors and Scenarios 0 0 2 258 0 4 9 540
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 1 5 8 87
Portfolio Optimization with Mental Accounts 2 6 13 249 3 21 37 712
Portfolio Theory: As I Still See It 1 6 20 494 3 15 47 975
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 3 9 9
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 2 3 6 7
Simulating with SIMSCRIPT 0 0 1 23 0 2 6 149
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 1 1 3 7 8
The Distribution System Simulator 0 0 0 12 0 4 5 93
The Early History of Portfolio Theory: 1600–1960 4 5 12 19 5 12 25 38
The Elimination form of the Inverse and its Application to Linear Programming 0 2 7 124 0 7 15 253
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 2 5 6 498
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 1 7 10 407
The Utility of Wealth 4 9 31 1,061 10 27 86 2,591
The optimization of a quadratic function subject to linear constraints 3 3 26 268 6 10 52 476
Trains of Thought 0 0 0 11 0 3 4 64
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 2 6 6 9
With Growth, a Growing Obligation 0 0 0 0 2 3 4 5
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 0 2 4 9
Total Journal Articles 65 186 535 9,276 201 704 1,791 24,543
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 2 2 4 40 4 9 13 208
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 1 4 4 22
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 1 6 49 1 9 22 154
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 4 4 41
Harry Markowitz Company 0 0 0 6 1 4 6 87
IBM's T. J. Watson Research Center 0 0 0 2 0 4 5 166
Investment for the Long Run: New Evidence for an Old Rule 1 1 2 32 7 11 20 98
Overview 0 0 1 6 1 5 10 40
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 1 2 2 124 1 6 8 197
Rand [II] and CACI 0 0 0 1 0 3 7 33
Rand [I] and The Cowles Foundation 0 0 0 7 1 3 4 39
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 0 9 14 299
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 1 3 3 25
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 1 2 17
Trains of Thought 0 0 2 13 1 2 6 113
Total Chapters 4 6 17 344 19 77 128 1,539

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Statistics updated 2026-03-04