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Markowitz, Harry M.
19
Markowitz, Harry
4
Jacobs, Bruce I.
3
Schirripa, Felix
3
Tecotzky, Nan D.
3
Blasi, Joseph R.
2
Das, Sanjiv
2
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Statman, Meir
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2
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1
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Dijk, Erik L.van
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Markowitz, H.
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Financial analysts' journal : FAJ
6
The journal of portfolio management : a publication of Institutional Investor
6
Annals of operations research
2
Journal of risk and uncertainty : JRU
2
Operations research : the journal of the Operations Research Society of America
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1
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OLC EcoSci
ECONIS (ZBW)
138
RePEc
22
USB Cologne (EcoSocSci)
11
Other ZBW resources
2
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Computation of mean-semivariance efficient sets by the Critical Line Algorithm
Markowitz, H.
;
Todd, P.
;
Xu, G.
;
Yamane, Y.
-
1993
Persistent link: https://www.econbiz.de/10008224680
Saved in:
2
Data Mining Corrections
Markowitz, Harry M.
;
Xu, Gan Lin
- In:
The journal of portfolio management : a publication of …
21
(
1994
)
1
,
pp. 60-70
Persistent link: https://www.econbiz.de/10006597409
Saved in:
3
The Value of a Blank Check
Markowitz, Harry M.
;
Reid, Donald W.
;
Tew, Bernard V.
- In:
The journal of portfolio management : a publication of …
20
(
1994
)
4
,
pp. 82-92
Persistent link: https://www.econbiz.de/10006597419
Saved in:
4
BOOK REVIEWS - Capital Ideas Market Realities: Option Replication Investor Behavior Stock Market Crashes With a foreword
Jacobs, Bruce I.
;
Markowitz, Harry M.
;
Admati, Anat R.
- In:
Journal of economic literature
38
(
2000
)
4
,
pp. 958-959
Persistent link: https://www.econbiz.de/10006835176
Saved in:
5
PORTFOLIO MANAGEMENT - Single-Period Mean-Variance Analysis in a Changing World - A mean-variance heuristic provides almost optimum payoffs in an illustrative dynamic model.
Markowitz, Harry M.
;
Dijk, Erik L.van
- In:
Financial analysts' journal : FAJ
59
(
2003
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10006256667
Saved in:
6
REFLECTIONS - Market Efficiency: A Theoretical Distinction and So What? With the aid of some simplifying assumptions, the capital asset pricing model comes to dramatic conclusions about practical matters, such as how to choose an investment portfolio and how to value financial assets. As illustrated in this article, when one particular, clearly unrealistic CAPM assumption is replaced by a more ...
Markowitz, Harry M.
- In:
Financial analysts' journal : FAJ
61
(
2005
)
5
,
pp. 17-31
Persistent link: https://www.econbiz.de/10006233253
Saved in:
7
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
Jacobs, Bruce I.
;
Levy, Kenneth N.
;
Markowitz, Harry M.
- In:
Operations research : the journal of the Operations …
53
(
2005
)
4
,
pp. 586-599
Persistent link: https://www.econbiz.de/10006417255
Saved in:
8
ARTICLES - Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective
Markowitz, Harry M.
- In:
Operations research : the journal of the Operations …
50
(
2002
)
1
,
pp. 154-160
Persistent link: https://www.econbiz.de/10006418609
Saved in:
9
PERSPECTIVES - The Early History of Portfolio Theory: 1600-1960 - Portfolio theory and practice are surveyed from Shakespeare to Sharpe -- Almost
Markowitz, Harry M.
- In:
Financial analysts' journal : FAJ
55
(
1999
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10006296509
Saved in:
10
A More Efficient Frontier - In this article, the authors show how a community of investors can provide each of its members with higher expected return for a given standard deviation than any individual member can obtain alone by picking a portfolio from an efficient frontier. The procedure entails pooling the assets of the members into a single community portfolio, then apportioning the gains or ...
Markowitz, Harry M.
;
Schirripa, Felix
;
Tecotzky, Nan D.
- In:
The journal of portfolio management : a publication of …
(
1999
),
pp. 99-108
Persistent link: https://www.econbiz.de/10006571678
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