Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective

Harry Markowitz

Operations Research, 2002, vol. 50, issue 1, 154-160

Abstract: In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.

Keywords: Finance; portfolio: origins of portfolio theory. Professional: comments on. Programming; linear: sparse matrices. Simulation; languages: SIMSCRIPT (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (7)

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