Harry Markowitz: An appreciation

John Guerard

International Journal of Forecasting, 2023, vol. 39, issue 4, 1496-1501

Abstract: Harry Markowitz passed on June 22, 2023; some four years short of reaching 100 years old. Dr. Markowitz was not a traditional economist. That fact was well- established and documented from his thesis defense at the University of Chicago. When Milton Friedman uttered lines to the effect that Harry’s thesis has nothing wrong with it, but is not an economics dissertation, Dr. Friedman applied a very narrow definition of economics. Harry is acknowledged as a (the) creator of Portfolio Theory. His dissertation was its genesis.

Keywords: Economic forecasting; Simulation; Utility theory (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:39:y:2023:i:4:p:1496-1501

DOI: 10.1016/j.ijforecast.2023.07.004

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