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 2 4 1,631 1 4 17 3,783
Autobiography 0 0 1 60 0 0 8 163
Foundations of Portfolio Theory 0 0 11 605 4 7 46 1,271
Investment for the Long Run 0 0 0 2 2 3 10 870
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 1 13 0 1 20 49
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 2 141 0 5 18 618
Total Working Papers 0 2 19 2,452 7 20 119 6,754

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 1 154 0 0 13 307
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 1 9 229
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 2 7 1 3 12 40
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 0 4 24
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 0 0 8 14
Can Noise Create the Size and Value Effects? 0 0 1 27 0 1 17 175
Computing procedures for portfolio selection (abstract) 0 0 2 28 0 0 8 57
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 0 15 47
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 1 1 50 3 4 22 236
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 0 22 0 0 9 67
Employee stock ownership and diversification 0 0 0 7 1 1 13 57
Foundations of Portfolio Theory 0 0 11 1,821 0 2 51 3,667
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 1 2 12 98
God, Ants and Thomas Bayes 0 0 5 20 1 2 15 63
Individual versus institutional investing 0 0 0 277 0 2 12 601
Investment for the Long Run: New Evidence for an Old Rule 0 0 0 243 0 1 9 565
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 1 6 12 103 3 8 34 270
Market Efficiency: A Theoretical Distinction and So What? 0 0 2 5 1 2 11 19
Mean-Variance versus Direct Utility Maximization 0 0 3 462 0 1 12 1,024
Mean–variance approximations to expected utility 0 1 18 370 2 11 86 954
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 0 80 0 0 4 230
Normative portfolio analysis: Past, present, and future 0 0 2 243 0 0 10 461
PORTFOLIO SELECTION 23 73 435 2,899 111 260 1,388 9,181
Portfolio Analysis with Factors and Scenarios 1 1 1 259 1 2 10 545
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 0 1 14 96
Portfolio Optimization with Mental Accounts 0 1 13 253 1 9 48 730
Portfolio Theory: As I Still See It 1 3 15 502 1 7 39 992
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 0 5 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 0 1 0 0 6 9
Simulating with SIMSCRIPT 0 0 0 23 1 2 7 153
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 2 1 2 14 18
The Distribution System Simulator 0 0 0 12 1 2 9 98
The Early History of Portfolio Theory: 1600–1960 3 5 13 26 11 14 38 61
The Elimination form of the Inverse and its Application to Linear Programming 0 0 7 126 1 3 20 261
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 1 9 502
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 0 8 407
The Utility of Wealth 0 5 28 1,074 5 18 84 2,628
The optimization of a quadratic function subject to linear constraints 2 7 22 283 5 10 49 505
Trains of Thought 0 0 0 11 0 2 6 67
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 1 8 11
With Growth, a Growing Obligation 0 0 0 0 0 1 7 9
“Fundamentally Flawed Indexing”: Comments 1 1 2 5 1 1 6 12
Total Journal Articles 32 104 597 9,539 153 377 2,161 25,500
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 6 42 7 8 37 233
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 1 2 9 27
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 1 5 51 1 5 27 168
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 0 10 47
Harry Markowitz Company 0 0 0 6 0 0 8 90
IBM's T. J. Watson Research Center 0 0 0 2 0 0 8 170
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 32 1 1 15 101
Overview 0 0 1 6 2 2 13 43
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 4 126 0 0 13 203
Rand [II] and CACI 0 0 0 1 0 0 9 36
Rand [I] and The Cowles Foundation 0 0 0 7 0 0 8 43
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 0 0 20 308
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 5 27
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 0 4 19
Trains of Thought 0 0 1 13 0 1 6 114
Total Chapters 0 1 19 350 12 19 192 1,629

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Statistics updated 2026-09-10