Harry Markowitz selected works

Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and...

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Bibliographic Details
Main Author Markowitz, Harry M
Format eBook
LanguageEnglish
Published World Scientific Publishing Co. Pte. Ltd 2008
World Scientific Publishing
SeriesWorld Scientific nobel laureate series
Subjects
Online AccessGet full text

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Summary:Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT — a computer programming language. SIMSCRIPT has been widely used for simulations of systems such as air transportation and communication networks.
ISBN:9789812833631
9812833641
9789812833648
9812833633
DOI:10.1142/6967