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 2 4 1,631 1 3 16 3,782
Autobiography 0 0 1 60 0 1 8 163
Foundations of Portfolio Theory 0 3 12 605 1 10 45 1,267
Investment for the Long Run 0 0 0 2 0 1 8 868
Proofs that the Gerber Statistic is Positive Semidefinite 0 0 1 13 1 4 21 49
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 1 2 141 0 9 18 618
Total Working Papers 1 6 20 2,452 3 28 116 6,747

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 1 2 10 229
A further analysis of robust regression modeling and data mining corrections testing in global stocks 0 0 2 7 0 4 12 39
A note on shortest path, assignment, and transportation problems 0 0 0 3 0 0 6 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 1 1 18 175
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 0 5 19 233
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 0 12 56
Foundations of Portfolio Theory 0 2 12 1,821 0 9 56 3,667
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 0 12 1 1 11 97
God, Ants and Thomas Bayes 0 0 5 20 1 4 14 62
Individual versus institutional investing 0 0 0 277 2 3 12 601
Investment for the Long Run: New Evidence for an Old Rule 0 0 0 243 1 1 10 565
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 2 6 11 102 2 7 31 267
Market Efficiency: A Theoretical Distinction and So What? 0 0 3 5 0 2 11 18
Mean-Variance versus Direct Utility Maximization 0 0 3 462 0 1 12 1,024
Mean–variance approximations to expected utility 1 1 20 370 6 13 89 952
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 77 431 2,876 68 228 1,349 9,070
Portfolio Analysis with Factors and Scenarios 0 0 1 258 0 1 10 544
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 0 0 23 0 2 14 96
Portfolio Optimization with Mental Accounts 1 2 13 253 5 13 48 729
Portfolio Theory: As I Still See It 1 4 14 501 4 8 41 991
Proposals Concerning the Current Financial Crisis 0 0 0 0 0 0 6 10
Simulating Security Markets in Dynamic and Equilibrium Modes 0 0 0 1 0 0 6 9
Simulating with SIMSCRIPT 0 0 0 23 0 2 7 152
Single-Period Mean–Variance Analysis in a Changing World (corrected) 0 0 1 2 1 2 13 17
The Distribution System Simulator 0 0 0 12 0 2 9 97
The Early History of Portfolio Theory: 1600–1960 1 2 11 23 1 4 28 50
The Elimination form of the Inverse and its Application to Linear Programming 0 1 7 126 1 3 19 260
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 1 2 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 2 8 34 1,074 8 20 92 2,623
The optimization of a quadratic function subject to linear constraints 0 8 22 281 0 10 47 500
Trains of Thought 0 0 0 11 2 2 6 67
Trimability and Fast Optimization of Long–Short Portfolios 0 0 0 0 1 1 8 11
With Growth, a Growing Obligation 0 0 0 0 1 1 7 9
“Fundamentally Flawed Indexing”: Comments 0 0 2 4 0 0 6 11
Total Journal Articles 31 112 599 9,507 108 357 2,123 25,347
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 0 1 30 226
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 7 0 2 8 26
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 0 2 5 51 1 6 28 167
Baruch College (CUNY) and Daiwa Securities 0 0 0 3 0 4 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 0 1 21 100
Overview 0 0 1 6 0 0 11 41
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 1 4 126 0 2 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 2 21 308
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 1 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 2 13 1 1 7 114
Total Chapters 0 3 20 350 2 20 191 1,617

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Statistics updated 2026-08-07