Harry Markowitz:Selected Works

Edited by Harry Markowitz

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT — a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.

Keywords: Portfolio Theory; SIMSCRIPT; Sparse Matrices; Behavioral Finance; Harry Markowitz (search for similar items in EconPapers)
Date: 2009
ISBN: 9789812833631
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Citations: View citations in EconPapers (1)

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Chapters in this book:

Ch 1 Overview , pp 1-9

Harry Markowitz

Ch 2 1952 , pp 11-50

Harry Markowitz

Ch 3 Rand [I] and The Cowles Foundation , pp 51-145

Harry Markowitz

Ch 4 Rand [II] and CACI , pp 147-277

Harry Markowitz

Ch 5 IBM's T. J. Watson Research Center , pp 279-442

Harry Markowitz

Ch 6 Baruch College (CUNY) and Daiwa Securities , pp 443-528

Harry Markowitz

Ch 7 Harry Markowitz Company , pp 529-700

Harry Markowitz

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