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 5 19 1,580 1 11 43 3,681
Autobiography 0 0 2 51 1 3 11 135
Foundations of Portfolio Theory 4 5 37 508 6 21 101 1,031
Investment for the Long Run 0 0 0 2 2 4 14 840
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 1 1 7 127 1 5 29 563
Total Working Papers 5 11 65 2,268 11 44 198 6,250


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 5 143 1 5 14 261
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 1 92 0 2 5 208
A note on shortest path, assignment, and transportation problems 0 0 0 2 0 2 3 11
Can Noise Create the Size and Value Effects? 0 0 3 20 0 6 31 93
Computing procedures for portfolio selection (abstract) 1 2 7 12 1 3 13 26
Data Mining Corrections Testing in Chinese Stocks 0 2 2 2 0 5 10 10
Earnings forecasting in a global stock selection model and efficient portfolio construction and management 1 1 1 41 6 12 19 152
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective 0 1 5 16 0 3 11 43
Employee stock ownership and diversification 0 0 1 2 2 5 11 28
Foundations of Portfolio Theory 7 21 64 1,665 14 43 141 3,272
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth 0 0 1 6 2 5 14 48
God, Ants and Thomas Bayes 0 1 4 8 0 2 6 34
Individual versus institutional investing 0 0 3 261 0 1 10 557
Investment for the Long Run: New Evidence for an Old Rule 0 1 1 224 0 5 8 497
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN 0 4 17 55 2 15 43 146
Mean-Variance versus Direct Utility Maximization 0 6 12 415 3 17 34 918
Mean–variance approximations to expected utility 4 11 40 244 8 29 122 629
Nonnegative or Not Nonnegative: A Question about CAPMs 0 0 1 76 0 4 9 205
Normative portfolio analysis: Past, present, and future 1 1 2 235 1 4 7 436
PORTFOLIO SELECTION 15 60 275 1,483 57 223 986 4,744
Portfolio Analysis with Factors and Scenarios 1 1 7 235 2 7 22 484
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions 0 1 3 6 3 7 17 42
Portfolio Optimization with Mental Accounts 4 10 31 193 10 33 79 540
Portfolio Theory: As I Still See It 7 24 58 332 12 44 111 652
Simulating with SIMSCRIPT 0 0 0 20 0 3 5 132
The Distribution System Simulator 0 0 2 10 0 2 6 81
The Elimination form of the Inverse and its Application to Linear Programming 3 5 19 81 7 14 36 171
The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference 0 0 0 1 2 3 11 475
The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results 0 0 0 2 3 5 8 384
The Utility of Wealth 6 35 122 766 20 79 289 1,891
The optimization of a quadratic function subject to linear constraints 3 12 50 83 7 25 88 150
Trains of Thought 0 1 3 4 0 3 16 30
Total Journal Articles 53 200 740 6,735 163 616 2,185 17,350


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1952 1 4 9 14 3 15 37 113
A comparison of some aspects of the U.S. and Japanese equity markets 0 0 0 0 0 1 1 1
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization 1 2 4 4 4 16 24 24
Baruch College (CUNY) and Daiwa Securities 0 0 0 1 0 4 10 26
Harry Markowitz Company 0 0 0 3 0 2 17 55
IBM's T. J. Watson Research Center 0 0 0 2 3 11 39 130
Investment for the Long Run: New Evidence for an Old Rule 0 2 5 20 0 5 10 50
Overview 0 0 0 1 0 2 3 15
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT 0 2 13 96 1 4 20 145
Rand [II] and CACI 0 0 0 0 0 1 3 19
Rand [I] and The Cowles Foundation 0 2 3 6 0 3 8 29
Risk and Lack of Diversification under Employee Ownership and Shared Capitalism 0 0 2 44 0 3 17 259
Single-Period Mean–Variance Analysis in a Changing World 0 0 0 0 0 0 0 0
The role of effective corporate decisions in the creation of efficient portfolios 0 1 1 1 1 5 6 6
Trains of Thought 1 1 2 7 2 3 7 80
Total Chapters 3 14 39 199 14 75 202 952


Statistics updated 2021-06-03