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 2 1,629 0 2 15 3,779
Autobiography 0 0 1 60 1 3 8 163
Foundations of Portfolio Theory 3 4 12 605 7 10 45 1,264
Investment for the Long Run 0 0 0 2 0 0 8 867
Proofs that the Gerber Statistic is Positive Semidefinite 0 1 2 13 3 6 22 48
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 1 1 2 141 4 7 15 613
Total Working Papers 4 6 19 2,450 15 28 113 6,734

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 1 2 15 307
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 95 1 3 9 228
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 2 2 7 2 6 10 37
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 2 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 4 9 57
Data Mining Corrections Testing in Chinese Stocks 0 0 0 5 0 3 15 47
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 0 0 1 49 4 8 21 232
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 0 1 22 2 2 10 67
Employee stock ownership and diversification 0 0 0 7 0 2 12 56
Foundations of Portfolio Theory 2 3 12 1,821 7 15 57 3,665
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 3 3 14 61
Individual versus institutional investing 0 0 0 277 1 3 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 1 2 7 97 2 9 27 262
Market Efficiency: A Theoretical Distinction and So What? 0 0 4 5 1 4 11 17
Mean-Variance versus Direct Utility Maximization 0 0 3 462 0 5 20 1,023
Mean–variance approximations to expected utility 0 2 20 369 4 25 84 943
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 5 10 461
PORTFOLIO SELECTION 27 120 414 2,826 79 366 1,319 8,921
Portfolio Analysis with Factors and Scenarios 0 0 1 258 0 3 9 543
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 1 8 16 95
Portfolio Optimization with Mental Accounts 1 3 13 252 5 9 42 721
Portfolio Theory: As I Still See It 2 5 17 499 2 10 44 985
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 1 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 7 151
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 1 1 2 1 8 13 16
The Distribution System Simulator 0 0 0 12 1 3 8 96
The Early History of Portfolio Theory: 1600–1960 0 2 12 21 1 9 29 47
The Elimination form of the Inverse and its Application to Linear Programming 1 2 8 126 1 5 19 258
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 3 9 501
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 0 0 10 407
The Utility of Wealth 3 8 32 1,069 7 19 88 2,610
The optimization of a quadratic function subject to linear constraints 3 8 22 276 5 19 52 495
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 3 6 8
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 0 2 6 11
Total Journal Articles 40 159 584 9,435 133 580 2,092 25,123
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 2 6 42 0 17 29 225
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 1 3 7 25
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 1 1 6 50 2 9 27 163
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 4 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 4 8 170
Investment for the Long Run: New Evidence for an Old Rule 0 0 2 32 1 2 21 100
Overview 0 0 1 6 0 1 11 41
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 1 2 4 126 2 6 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 4 8 43
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 0 48 2 9 23 308
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 1 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 2 5 21 349 13 71 189 1,610

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Statistics updated 2026-06-04