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.

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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
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Abstract 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.
AbstractList 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.
In 1989, Harry M. Markowitz was awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for his work in portfolio theory, sparse matrices, and SIMSCRIPT. A personal retrospective on his work in these fields is presented.
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Author Markowitz, Harry M
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Cites_doi 10.1147/sj.223.0188
10.1111/j.1540-6261.1984.tb03859.x
10.1007/978-1-4615-8675-3
10.1287/mnsc.9.2.277
10.1287/mnsc.3.3.255
10.2307/2330243
10.1287/opre.31.4.685
10.1145/319996.320003
10.1002/nav.3800030110
10.3905/jpm.1994.409480
10.1287/mnsc.30.10.1143
10.1515/9781400884179
10.1287/mnsc.11.7.681
10.2307/2329839
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COPYRIGHT 2002 Institute for Operations Research and the Management Sciences
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Snippet 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...
In 1989, Harry M. Markowitz was awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for his work in portfolio theory, sparse matrices, and...
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StartPage 154
SubjectTerms 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
Title Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective
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