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 4 16 3,779
Autobiography 0 0 1 60 2 4 7 162
Foundations of Portfolio Theory 1 3 11 602 2 8 44 1,257
Investment for the Long Run 0 0 0 2 0 0 8 867
Proofs that the Gerber Statistic is Positive Semidefinite 1 1 3 13 3 6 21 45
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 1 140 2 4 11 609
Total Working Papers 2 4 19 2,446 11 26 107 6,719

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 2 14 306
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 2 2 8 227
A further analysis of robust regression modeling and data mining corrections testing in global stocks 2 2 2 7 3 4 8 35
A note on shortest path, assignment, and transportation problems 0 0 0 3 1 2 6 24
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 1 1 8 14
Can Noise Create the Size and Value Effects? 0 0 1 27 2 4 17 174
Computing procedures for portfolio selection (abstract) 0 0 3 28 2 4 10 57
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 2 5 15 47
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 1 49 3 4 17 228
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 0 0 8 65
Employee stock ownership and diversification 0 0 0 7 1 5 12 56
Foundations of Portfolio Theory 1 3 11 1,819 4 14 57 3,658
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 0 1 10 96
God, Ants and Thomas Bayes 0 1 5 20 0 3 11 58
Individual versus institutional investing 0 0 0 277 1 4 9 598
Investment for the Long Run: New Evidence for an Old Rule 0 0 1 243 0 2 10 564
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 2 6 96 4 13 25 260
Market Efficiency: A Theoretical Distinction and So What? 0 0 4 5 1 4 10 16
Mean-Variance versus Direct Utility Maximization 0 1 4 462 2 6 21 1,023
Mean–variance approximations to expected utility 2 3 20 369 8 29 82 939
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 0 80 2 2 5 230
Normative portfolio analysis: Past, present, and future 1 2 3 243 4 6 11 461
PORTFOLIO SELECTION 33 137 413 2,799 117 411 1,320 8,842
Portfolio Analysis with Factors and Scenarios 0 0 2 258 3 3 10 543
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 3 8 15 94
Portfolio Optimization with Mental Accounts 0 4 13 251 2 7 39 716
Portfolio Theory: As I Still See It 1 4 15 497 5 11 45 983
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 1 9 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 2 4 7 9
Simulating with SIMSCRIPT 0 0 0 23 0 1 6 150
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 1 1 2 4 8 12 15
The Distribution System Simulator 0 0 0 12 2 2 7 95
The Early History of Portfolio Theory: 1600–1960 1 6 13 21 6 13 29 46
The Elimination form of the Inverse and its Application to Linear Programming 1 1 8 125 1 4 19 257
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 4 8 500
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 1 10 407
The Utility of Wealth 4 9 30 1,066 6 22 87 2,603
The optimization of a quadratic function subject to linear constraints 2 8 26 273 6 20 59 490
Trains of Thought 0 0 0 11 1 1 5 65
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 1 3 7 10
With Growth, a Growing Obligation 0 0 0 0 2 5 6 8
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 2 2 6 11
Total Journal Articles 48 184 587 9,395 207 648 2,080 24,990
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 1 4 6 42 10 21 29 225
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 2 3 6 24
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 0 6 49 6 8 28 161
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 2 2 6 43
Harry Markowitz Company 0 0 0 6 3 4 8 90
IBM's T. J. Watson Research Center 0 0 0 2 2 4 8 170
Investment for the Long Run: New Evidence for an Old Rule 0 1 2 32 0 8 21 99
Overview 0 0 1 6 1 2 11 41
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 1 2 3 125 3 5 11 201
Rand [II] and CACI 0 0 0 1 3 3 9 36
Rand [I] and The Cowles Foundation 0 0 0 7 3 5 8 43
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 6 7 21 306
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 1 2 4 26
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 2 2 4 19
Trains of Thought 0 0 2 13 0 1 6 113
Total Chapters 2 7 20 347 44 77 180 1,597

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Statistics updated 2026-05-06