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 5 1,627 0 2 8 3,766
Autobiography 0 0 2 59 0 0 3 155
Foundations of Portfolio Theory 1 1 11 594 3 6 32 1,225
Investment for the Long Run 0 0 0 2 0 1 5 860
Proofs that the Gerber Statistic is Positive Semidefinite 0 1 4 12 1 3 10 29
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 139 0 2 2 600
Total Working Papers 1 2 22 2,433 4 14 60 6,635


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 2 153 0 2 10 294
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 1 1 3 220
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 1 5 1 1 3 28
A note on shortest path, assignment, and transportation problems 0 0 0 3 2 2 2 20
An Interview with Nobel Laureate Harry M. Markowitz 0 0 3 3 0 0 6 6
Can Noise Create the Size and Value Effects? 0 0 1 26 1 1 4 158
Computing procedures for portfolio selection (abstract) 0 0 5 26 0 1 7 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 1 2 49 0 3 7 214
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 1 1 22 0 1 4 58
Employee stock ownership and diversification 0 0 2 7 0 0 4 44
Foundations of Portfolio Theory 1 1 22 1,810 5 8 53 3,616
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 1 12 0 0 2 86
God, Ants and Thomas Bayes 0 0 1 15 0 1 3 48
Individual versus institutional investing 0 0 1 277 0 0 5 589
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 243 1 1 7 556
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 1 5 91 0 1 12 236
Market Efficiency: A Theoretical Distinction and So What? 1 2 3 3 1 2 6 8
Mean-Variance versus Direct Utility Maximization 0 0 4 459 0 9 18 1,012
Mean–variance approximations to expected utility 2 3 21 352 5 9 51 868
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 0 0 14 226
Normative portfolio analysis: Past, present, and future 0 0 2 241 0 0 5 451
PORTFOLIO SELECTION 19 52 290 2,464 72 191 849 7,793
Portfolio Analysis with Factors and Scenarios 1 1 7 258 1 1 12 535
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 2 23 0 3 9 82
Portfolio Optimization with Mental Accounts 0 1 7 240 1 3 18 682
Portfolio Theory: As I Still See It 0 5 32 487 3 12 56 953
Proposals Concerning the Current Financial Crisis 0 0 0 0 1 3 5 5
Simulating Security Markets in Dynamic and Equilibrium Modes 0 1 1 1 0 1 3 3
Simulating with SIMSCRIPT 0 0 1 23 1 2 5 146
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 1 0 1 4 4
The Distribution System Simulator 0 0 0 12 1 1 1 89
The Early History of Portfolio Theory: 1600–1960 1 4 12 13 1 5 22 23
The Elimination form of the Inverse and its Application to Linear Programming 0 1 5 119 0 2 12 241
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 1 5 493
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 2 7 399
The Utility of Wealth 6 9 36 1,046 13 22 81 2,544
The optimization of a quadratic function subject to linear constraints 2 7 36 261 3 13 61 456
Trains of Thought 0 0 2 11 0 1 5 61
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 0 2 3
With Growth, a Growing Obligation 0 0 0 0 0 0 2 2
“Fundamentally Flawed Indexing”: Comments 1 1 3 3 1 1 6 6
Total Journal Articles 34 91 515 8,942 115 308 1,391 23,339
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 0 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 0 2 6 46 2 5 19 141
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 0 0 37
Harry Markowitz Company 0 0 0 6 0 0 2 82
IBM's T. J. Watson Research Center 0 0 0 2 0 0 7 162
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 30 7 7 14 86
Overview 0 0 0 5 0 0 3 30
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 1 122 0 0 4 190
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 3 8 288
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 1 1 3 12 1 1 10 108
Total Chapters 1 3 15 331 11 16 83 1,437


Statistics updated 2025-09-05