H
Harry Max Markowitz
1927 – 2023
18 works on record
Biography
American economist who received the 1989 John von Neumann Theory Prize and the 1990 Nobel Memorial Prize in Economic Sciences.
Works
Mean-variance analysis in portfolio choice and capital markets
1987
Portfolio selection
The theory and practice of investment management
Capital ideas and market realities
The founders of modern finance
Portfolio theory, 25 years after
Simscript
Harry Markowitz
Portfolio Selection: Efficient Diversification of Investments (Cowles Foundation Monograph: No. 16)
Simscript: a simulation programming language
Simscript: a simulation programming language
1962
Equity valuation and portfolio management
Equity valuation and portfolio management
Risk-return analysis
Risk-return analysis
Flaw of Averages
Flaw of Averages
Risk-Return Analysis, Volume 2
Risk-Return Analysis, Volume 2
Risk-Return Analysis Volume 3
Risk-Return Analysis Volume 3
Asset Allocation
Asset Allocation
Portofolio selection
Portofolio selection
Modify and restart routines for SIMSCRIPT games and simulation experiments
Modify and restart routines for SIMSCRIPT games and simulation experiments