Harry Max Markowitz (1927-2023) - founder of modern portfolio theory

Harry Max Markowitz (1927-2023) - tvůrce moderní teorie portfolia

Petr Marek, Vojtěch Menzl and Eva Dufková

Český finanční a účetní časopis, 2023, vol. 2023, issue 1, 67-73

Abstract: The article on the occasion of the death of H. M. Markowitz, laureate of the Nobel Memorial Prize in Economics, presents his brief biography associated with the development of modern portfolio theory, sparse matrices and the SIMSCRIPTsimulation programming language.

Keywords: H. M. Markowitz; Nobel Prize; Portfolio Theory; Efficient Portfolio; Sparse Matrices; Simulation; SIMSCRIPT; Nobelova cena; Teorie portfolia; Efektivníportfolio; Řídké matice; Simulace (search for similar items in EconPapers)
JEL-codes: G11 L23 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.18267/j.cfuc.585

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