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 1 1 3 1,630 2 4 17 3,781
Autobiography 0 0 1 60 0 3 8 163
Foundations of Portfolio Theory 0 4 12 605 2 11 46 1,266
Investment for the Long Run 0 0 0 2 1 1 8 868
Proofs that the Gerber Statistic is Positive Semidefinite 0 1 1 13 0 6 21 48
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 1 2 141 5 11 19 618
Total Working Papers 1 7 19 2,451 10 36 119 6,744

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 1 13 307
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 0 3 9 228
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 2 2 7 2 7 12 39
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 1 6 24
An Interview with Nobel Laureate Harry M. Markowitz 0 0 0 3 0 1 8 14
Can Noise Create the Size and Value Effects? 0 0 1 27 0 2 17 174
Computing procedures for portfolio selection (abstract) 0 0 2 28 0 2 8 57
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 2 15 47
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 1 1 2 50 1 8 21 233
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 0 22 0 2 9 67
Employee stock ownership and diversification 0 0 0 7 0 1 12 56
Foundations of Portfolio Theory 0 3 12 1,821 2 13 56 3,667
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 0 0 10 96
God, Ants and Thomas Bayes 0 0 5 20 0 3 14 61
Individual versus institutional investing 0 0 0 277 0 2 10 599
Investment for the Long Run: New Evidence for an Old Rule 0 0 0 243 0 0 9 564
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 3 4 10 100 3 9 30 265
Market Efficiency: A Theoretical Distinction and So What? 0 0 3 5 1 3 11 18
Mean-Variance versus Direct Utility Maximization 0 0 3 462 1 3 15 1,024
Mean–variance approximations to expected utility 0 2 19 369 3 15 85 946
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 0 80 0 2 4 230
Normative portfolio analysis: Past, present, and future 0 1 2 243 0 4 10 461
PORTFOLIO SELECTION 27 87 427 2,853 81 277 1,339 9,002
Portfolio Analysis with Factors and Scenarios 0 0 1 258 1 4 10 544
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 1 5 16 96
Portfolio Optimization with Mental Accounts 0 1 12 252 3 10 44 724
Portfolio Theory: As I Still See It 1 4 15 500 2 9 40 987
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 0 8 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 1 1 0 2 7 9
Simulating with SIMSCRIPT 0 0 0 23 1 2 8 152
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 2 0 5 12 16
The Distribution System Simulator 0 0 0 12 1 4 9 97
The Early History of Portfolio Theory: 1600–1960 1 2 10 22 2 9 27 49
The Elimination form of the Inverse and its Application to Linear Programming 0 2 8 126 1 3 19 259
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 0 2 9 501
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 0 9 407
The Utility of Wealth 3 10 34 1,072 5 18 88 2,615
The optimization of a quadratic function subject to linear constraints 5 10 24 281 5 16 51 500
Trains of Thought 0 0 0 11 0 1 5 65
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 0 1 7 10
With Growth, a Growing Obligation 0 0 0 0 0 2 6 8
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 0 2 6 11
Total Journal Articles 41 129 597 9,476 116 456 2,104 25,239
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 1 6 42 1 11 30 226
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 1 4 8 26
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 1 2 6 51 3 11 28 166
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 6 10 47
Harry Markowitz Company 0 0 0 6 0 3 8 90
IBM's T. J. Watson Research Center 0 0 0 2 0 2 8 170
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 32 0 1 21 100
Overview 0 0 1 6 0 1 11 41
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 2 4 126 0 5 13 203
Rand [II] and CACI 0 0 0 1 0 3 9 36
Rand [I] and The Cowles Foundation 0 0 0 7 0 3 8 43
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 0 8 22 308
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 2 5 27
The role of effective corporate decisions in the creation of efficient portfolios 0 0 0 6 0 2 4 19
Trains of Thought 0 0 2 13 0 0 6 113
Total Chapters 1 5 21 350 5 62 191 1,615

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Statistics updated 2026-07-10