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.
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.
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.