Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective

In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.

Saved in:
Bibliographic Details
Published inOperations research Vol. 50; no. 1; pp. 154 - 160
Main Author Markowitz, Harry M
Format Journal Article
LanguageEnglish
Published Linthicum INFORMS 01.01.2002
Institute for Operations Research and the Management Sciences
Subjects
Algorithms
Analysis
Awards & honors
Computer programming
Economic research
Economics
Expected returns
Expected values
Finance
Financial portfolios
Fortran
Herbs
languages: SIMSCRIPT
Linear programming
linear: sparse matrices. Simulation
Modeling
Operations research
Personal profiles
Portfolio investments
Portfolio management
portfolio: origins of portfolio theory. Professional: comments on. Programming
Random variables
Reading
Security portfolios
Sparsity
Standard deviation
United States
United States > US
Online AccessGet full text

Cover

More Information
Summary:In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.
ISSN:0030-364X
1526-5463
DOI:10.1287/opre.50.1.154.17774