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Harry Max Markowitz

Harry Max Markowitz is an American economist.

Career

  • Markovitz is well known for his pioneering work in Modern Portfolio Theory, studying the effects of asset risk, return, correlation and diversification on probable investment portfolio returns.

Major achievements

  • Development of SIMSCRIPT, a high-level programming language used in simulation

Works

  • Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance 7 (1): 77–91.
  • Markowitz, H.M. (April 1952). "The Utility of Wealth". The Journal of Political Economy (Cowles Foundation Paper 57) LX (2): 151–158.
  • Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science 3 (3): 255–269.
  • Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. (reprinted by Yale University Press, 1970, ISBN 978-0-300-01372-6; 2nd educated Basil Blackwell, 1991.

Religion

Denomination: Judaism

Membership

  • Fellow: American Academy Arts & Scis.

  • Econometric Society; American Fin. Association

Connections

  • father: Morris
  • mother: Mildred
Harry Markowitz
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Born August 24, 1927
Nationality
  • 1952 - 1960
    member research staff, Research and Development Corporation
    Santa Monica, California, United States
  • 1963 - 1968
    chairman, tech.director, Consolidated Analysis Centers
  • 1968 - 1969
    professor, University of California at Los Angeles
    Westwood, Massachusetts, United States
  • 1969 - 1972
    president, Arbitrage Management Company
    New York City
  • 1972 - 1974
    professor, Wharton Sch Business, University Pennsylvania
  • 1974 - 1983
    staff, International Business Machines Corporation T.J. Watson Research Center
    New York, United States
  • 1980 - 1982
    professor, Rutgers University
    New Jersey, United States
  • 1982 - 1993
    professor, Baruch College, City University of New York
  • 1994
    research professor, Rady School Management, University California
    San Diego, California, United States
  • show more ...

Contributor  

Maria Kupriyanova last changed 04/11/2012 view changes
Yuliya Yefimchik last changed 07/06/2017 view changes
  • Works
    • article: Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance 7 (1): 77–91.
    • article: Markowitz, H.M. (April 1952). "The Utility of Wealth". The Journal of Political Economy (Cowles Foundation Paper 57) LX (2): 151–158.
    • article: Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science 3 (3): 255–269.
    • paper: Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science 3 (3): 255–269.
    • paper: Markowitz, H.M. (April 1952). "The Utility of Wealth". The Journal of Political Economy (Cowles Foundation Paper 57) LX (2): 151–158.
    • paper: Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance 7 (1): 77–91.
  • College/University
    • University of Chicago
      • present
      • Main photo
    • University of Chicago
      • present
      • Main photo
    • University of Chicago
      • present
      • Main photo
  • Career
    • Arbitrage Management Company
      • Address
      • mainPhoto
    • International Business Machines Corporation T.J. Watson Research Center
      • Address
      • mainPhoto
    • Rutgers University
      • Address
      • mainPhoto
    • Research and Development Corporation
      • Address
      • mainPhoto
    • University of California at Los Angeles
      • Address
      • mainPhoto
    • Rady School Management, University California
      • Address
      • mainPhoto
    • Consolidated Analysis Centers
      • Address
      • mainPhoto
    • Wharton Sch Business, University Pennsylvania
      • Address
      • mainPhoto
    • Baruch College, City University of New York
      • Address
      • mainPhoto
  • Address
  • Membership
    • Fellow: American Academy Arts & Scis.
      • Notes
    • Econometric Society; American Fin. Association
      • Notes
  • General Info
  • Background
  • Membership description
  • Works
    • paper: Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance 7 (1): 77–91.
    • paper: Markowitz, H.M. (April 1952). "The Utility of Wealth". The Journal of Political Economy (Cowles Foundation Paper 57) LX (2): 151–158.
    • paper: Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science 3 (3): 255–269.
    • book: Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. (reprinted by Yale University Press, 1970, ISBN 978-0-300-01372-6; 2nd educated Basil Blackwell, 1991.
    • book: Studies in process analysis: economy-wide production capabilities. Proceedings of a conference sponsored by the Cowles Foundation ... April 24-26, 1961
    • book: Portfolio Selection, Efficient Diversification of Investments
    • book: Portfolio Selection Efficient Diversification of Investments Monograph 16
    • book: Portfolio Selection - Efficient Diversification of Investments - Cowles Foundation for Research in Economics at Yale University - Monograph 16
    • paper: Portfolio Selection: Efficient Diversification of Investments (Monograph 16)
  • Views and World outlook
  • School and college years description
  • Career Description
  • Personality
  • Quotes from others about the person
  • Physical Characteristics
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