The following pages link to Harry M. Markowitz (Q993711):
Displaying 24 items.
- (Q320061) (redirect page) (← links)
- Reply to Professor Loistl (Q320062) (← links)
- Employee stock ownership and diversification (Q993714) (← links)
- Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166) (← links)
- The likelihood of various stock market return distributions. I: Principles of inference (Q1360231) (← links)
- The likelihood of various stock market return distributions. II: Empirical results (Q1360232) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- The Elimination form of the Inverse and its Application to Linear Programming (Q2778583) (← links)
- (Q2789192) (← links)
- Single-Period Mean–Variance Analysis in a Changing World (Q3001277) (← links)
- On the Solution of Discrete Programming Problems (Q3245699) (← links)
- (Q3518676) (← links)
- Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective (Q3635071) (← links)
- (Q3925818) (← links)
- (Q4001511) (← links)
- The general mean-variance portfolio selection problem (Q4698071) (← links)
- (Q4887226) (← links)
- Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121) (← links)
- (Q5332498) (← links)
- A note on shortest path, assignment, and transportation problems (Q5336844) (← links)
- A NOTE ON SEMIVARIANCE (Q5472776) (← links)
- (Q5527485) (← links)
