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
Investment analysis
Portfolio management
Sparse matrices
Online AccessGet full text

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Table of Contents:
  • Harry Markowitz : selected works -- Foreword -- Contents -- Acknowledgements -- Chapter 1: Overview -- Chapter 2: 1952 -- Chapter 3: Rand [I] and The Cowles Foundation -- Chapter 4: Rand [II] and CACI -- Chapter 5: IBM's T. J. Watson Research Center -- Chapter 6: Baruch College (CUNY) and Daiwa Securities -- Chapter 7: Harry Markowitz Company.