Details about Harry M. Markowitz

Access statistics for papers by Harry M. Markowitz.

Last updated 2009-11-28. Update your information in the RePEc Author Service.

Short-id: pma73

Working Papers

2008

1. Risk and Lack of Diversification under Employee Ownership and Shared Capitalism
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

1991

2. Autobiography
   Nobel Prize in Economics documents, Nobel Prize Committee

1990

3. Foundations of Portfolio Theory
   Nobel Prize in Economics documents, Nobel Prize Committee
   See also Journal Article in Journal of Finance (1991)

1957

4. A Simplex Method for the Portfolio Selection Problem
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

Undated

5. Investment for the Long Run
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations

Journal Articles

2006

1. A NOTE ON SEMIVARIANCE
   Mathematical Finance, 2006, 16, (1), 53-61

1996

2. The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference
   Journal of Risk and Uncertainty, 1996, 13, (3), 207-19 View citations
3. The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results
   Journal of Risk and Uncertainty, 1996, 13, (3), 221-47 View citations

1993

4. A comparison of some aspects of the U.S. and Japanese equity markets
   Japan and the World Economy, 1993, 5, (1), 3-26

1991

5. Foundations of Portfolio Theory
   Journal of Finance, 1991, 46, (2), 469-77 View citations
   See also Working Paper (1990)
6. Individual versus institutional investing
   Financial Services Review, 1991, 1, (1), 1-8
7. The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance
   Scandinavian Journal of Economics, 1991, 93, (1), 2-3

1990

8. Normative portfolio analysis: Past, present, and future
   Journal of Economics and Business, 1990, 42, (2), 99-103

1984

9. Mean-Variance versus Direct Utility Maximization
   Journal of Finance, 1984, 39, (1), 47-61 View citations

1983

10. Nonnegative or Not Nonnegative: A Question about CAPMs
    Journal of Finance, 1983, 38, (2), 283-95

1981

11. Portfolio Analysis with Factors and Scenarios
    Journal of Finance, 1981, 36, (4), 871-77

1976

12. Investment for the Long Run: New Evidence for an Old Rule
    Journal of Finance, 1976, 31, (5), 1273-86 View citations

1952

13. The Utility of Wealth
    Journal of Political Economy, 1952, 60, 151 View citations