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ORCIDHarry M. Markowitz
Person information
- award (1990): Prize in Economic Sciences in Memory of Alfred Nobel
- award (1989): John von Neumann Theory Prize
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2020 – today
- 2021
[j17]John B. Guerard Jr.
, Ganlin Xu, Harry M. Markowitz:
A further analysis of robust regression modeling and data mining corrections testing in global stocks. Ann. Oper. Res. 303(1): 175-195 (2021)
2010 – 2019
- 2018
- [j16]John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei Wang:
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. Ann. Oper. Res. 267(1-2): 203-219 (2018) - [j15]John B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang:
Data Mining Corrections Testing in Chinese Stocks. Interfaces 48(2): 108-120 (2018) - 2015
- [j14]Harry M. Markowitz:
Reply to Professor Loistl. Eur. J. Oper. Res. 247(2): 680-681 (2015) - [j13]Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry M. Markowitz:
Can Noise Create the Size and Value Effects? Manag. Sci. 61(11): 2569-2579 (2015) - 2014
- [j12]Harry M. Markowitz:
Mean-variance approximations to expected utility. Eur. J. Oper. Res. 234(2): 346-355 (2014) - [j11]John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu:
The role of effective corporate decisions in the creation of efficient portfolios. IBM J. Res. Dev. 58(4) (2014) - 2011
- [r1]Harry M. Markowitz:
Portfolio Theory. International Encyclopedia of Statistical Science 2011: 1078-1080 - 2010
- [j10]Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse:
Employee stock ownership and diversification. Ann. Oper. Res. 176(1): 95-107 (2010)
2000 – 2009
- 2005
- [j9]Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz:
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. Oper. Res. 53(4): 586-599 (2005) - [c5]Stephen V. Rice, Harry M. Markowitz, Ana Marjanski, Stephen M. Bailey:
The SIMSCRIPT III programming language for modular object-oriented simulation. WSC 2005: 621-630 - 2004
- [c4]Stephen V. Rice, Ana Marjanski, Harry M. Markowitz, Stephen M. Bailey:
Object-Oriented SIMSCRIPT. Annual Simulation Symposium 2004: 178-186 - 2002
- [j8]Harry M. Markowitz:
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective. Oper. Res. 50(1): 154-160 (2002)
1990 – 1999
- 1999
- [j7]Bernard Dimsdale, Harry M. Markowitz:
A Description of the SIMSCRIPT Language. IBM Syst. J. 38(2/3): 151-161 (1999) - 1993
- [j6]Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane:
Computation of mean-semivariance efficient sets by the Critical Line Algorithm. Ann. Oper. Res. 45(1): 307-317 (1993)
1980 – 1989
- 1989
- [j5]Ashok Malhotra, Harry M. Markowitz, Yakov Tsalalikhin, Donald P. Pazel, Luanne M. Burns:
An Entity Relationship Programming Language. IEEE Trans. Software Eng. 15(9): 1120-1130 (1989) - 1984
- [j4]Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel:
The EAS-E Application Development System: Principles and Language Summary. Commun. ACM 27(8): 785-799 (1984) - 1983
- [j3]Donald P. Pazel, Ashok Malhotra, Harry M. Markowitz:
The System Architecture of EAS-E: An Integrated Programming and Data Base Language. IBM Syst. J. 22(3): 188-198 (1983) - [j2]Ashok Malhotra, Harry M. Markowitz, Donald P. Pazel:
EAS-E: An Integrated Approach to Application Development. ACM Trans. Database Syst. 8(4): 515-542 (1983) - 1981
- [c3]Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel:
The ER and EAS Formalisms for System Modelling, and the EAS-E Language. ER 1981: 29-48 - [c2]Harry M. Markowitz:
Barriers to the practical use of simulation analysis. WSC 1981: 3-9
1960 – 1969
- 1967
- [c1]Allen S. Ginsberg, Harry M. Markowitz, Paula M. Oldfather:
Programming by questionnaire. AFIPS Spring Joint Computing Conference 1967: 441-446 - 1964
- [j1]Bernard Dimsdale, Harry M. Markowitz:
A Description of the SIMSCRIPT Language. IBM Syst. J. 3(1): 57-67 (1964)
Coauthor Index
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