Harry M. Markowitz, 1927-
Harry Markowitz shared the Nobel memorial prize in 1990 with William F. Sharpe and Merton H. Miller.
Major Works of Harry M. Markowitz
- "The Utility of Wealth", 1952, JPE
- "Portfolio Selection",1952, J of Finance
- "Social Welfare Functions Based on Individual
Rankings" with L.A. Goodman, 1952, AJS
- "The Optimization of a Quadratic Function Subject to Linear
Constraints", 1956, Naval Research Logistics Quarterly
- Portfolio Selection: Efficient diversification of investment. 1958
- "Approximating Expected Utility by a Function of Mean and
Variance", 1979, with H. Levy, AER
- Mean-Variance Analysis in Portfolio Choice and Capital Markets,
1987
- "Foundations
of Portfolio Theory", 1991, J of Finance
Resources on Harry M. Markowitz