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 6 1,629 2 5 12 3,771
Autobiography 0 1 1 60 0 1 1 156
Foundations of Portfolio Theory 0 3 10 597 2 13 39 1,238
Investment for the Long Run 0 0 0 2 1 1 5 861
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 3 12 1 4 13 33
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 1 1 140 0 2 4 602
Total Working Papers 0 7 21 2,440 6 26 74 6,661

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 1 2 154 2 4 10 298
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 1 1 4 221
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 0 5 1 1 2 29
A note on shortest path, assignment, and transportation problems 0 0 0 3 1 1 3 21
An Interview with Nobel Laureate Harry M. Markowitz 0 0 1 3 1 3 6 9
Can Noise Create the Size and Value Effects? 0 0 1 26 0 3 6 161
Computing procedures for portfolio selection (abstract) 1 2 6 28 2 4 10 53
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 3 5 5 37
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 2 49 3 3 9 217
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 0 3 4 61
Employee stock ownership and diversification 0 0 1 7 0 0 1 44
Foundations of Portfolio Theory 0 3 13 1,813 8 16 50 3,632
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 2 3 3 89
God, Ants and Thomas Bayes 1 2 2 17 2 3 5 51
Individual versus institutional investing 0 0 1 277 0 0 2 589
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 243 1 1 6 557
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 1 3 5 94 1 7 12 243
Market Efficiency: A Theoretical Distinction and So What? 0 0 2 3 0 0 4 8
Mean-Variance versus Direct Utility Maximization 0 1 2 460 1 2 17 1,014
Mean–variance approximations to expected utility 1 9 21 361 5 18 46 886
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 80 0 0 13 226
Normative portfolio analysis: Past, present, and future 0 0 1 241 0 1 4 452
PORTFOLIO SELECTION 46 108 288 2,572 170 360 921 8,153
Portfolio Analysis with Factors and Scenarios 0 0 4 258 0 1 10 536
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 2 23 0 0 6 82
Portfolio Optimization with Mental Accounts 2 3 7 243 4 9 18 691
Portfolio Theory: As I Still See It 1 1 22 488 4 7 45 960
Proposals Concerning the Current Financial Crisis 0 0 0 0 1 1 6 6
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 0 1 3 4
Simulating with SIMSCRIPT 0 0 1 23 0 1 4 147
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 1 1 1 5 5
The Distribution System Simulator 0 0 0 12 0 0 1 89
The Early History of Portfolio Theory: 1600–1960 0 1 11 14 0 3 19 26
The Elimination form of the Inverse and its Application to Linear Programming 0 3 7 122 1 5 13 246
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 0 3 493
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 1 1 6 400
The Utility of Wealth 4 6 33 1,052 9 20 79 2,564
The optimization of a quadratic function subject to linear constraints 0 4 30 265 1 10 52 466
Trains of Thought 0 0 1 11 0 0 3 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 0 1 2 4 0 1 5 7
Total Journal Articles 57 148 474 9,090 226 500 1,425 23,839
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 2 2 38 1 3 9 199
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 8 48 0 4 23 145
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 0 0 37
Harry Markowitz Company 0 0 0 6 1 1 3 83
IBM's T. J. Watson Research Center 0 0 0 2 0 0 1 162
Investment for the Long Run: New Evidence for an Old Rule 1 1 2 31 1 1 13 87
Overview 1 1 1 6 2 5 6 35
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 0 0 122 1 1 3 191
Rand [II] and CACI 0 0 0 1 1 3 4 30
Rand [I] and The Cowles Foundation 0 0 0 7 1 1 2 36
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 2 2 7 290
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 1 22
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 1 1 3 16
Trains of Thought 0 1 3 13 2 3 7 111
Total Chapters 3 7 17 338 13 25 83 1,462

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Statistics updated 2025-12-06