Harry M. Markowitz

From MaRDI portal
Person:993711

Available identifiers

zbMath Open markowitz.harry-mDBLP30/6585WikidataQ272508 ScholiaQ272508MaRDI QIDQ993711

List of research outcomes





PublicationDate of PublicationType
A further analysis of robust regression modeling and data mining corrections testing in global stocks2021-11-08Paper
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth2018-10-31Paper
Reply to Professor Loistl2016-10-06Paper
Risk-return analysis. Vol. I. The theory and practice of rational investing. With contributions by Kenneth A. Blay, Anthony Tessitore, Ansel Tessitore and Nilfur Usmen. With a foreword by Stephen A. Batman2016-02-26Paper
Mean-variance approximations to expected utility2015-02-03Paper
Single-Period Mean–Variance Analysis in a Changing World2011-05-31Paper
Employee stock ownership and diversification2010-09-20Paper
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions2009-07-18Paper
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective2009-07-03Paper
https://portal.mardi4nfdi.de/entity/Q35186762008-08-11Paper
A NOTE ON SEMIVARIANCE2006-06-12Paper
The elimination form of the inverse and its application to linear programming2002-10-22Paper
The likelihood of various stock market return distributions. I: Principles of inference1997-12-04Paper
The likelihood of various stock market return distributions. II: Empirical results1997-12-01Paper
https://portal.mardi4nfdi.de/entity/Q48872261996-08-01Paper
The general mean-variance portfolio selection problem1995-05-14Paper
Computation of mean-semivariance efficient sets by the critical line algorithm1994-01-26Paper
https://portal.mardi4nfdi.de/entity/Q40015111992-09-18Paper
https://portal.mardi4nfdi.de/entity/Q39258181981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55274851966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53324981965-01-01Paper
A note on shortest path, assignment, and transportation problems1963-01-01Paper
On the Solution of Discrete Programming Problems1957-01-01Paper

Research outcomes over time

This page was built for person: Harry M. Markowitz