Harry Markowitz

Author:

Guerard John B.

Publisher

Springer US

Reference35 articles.

1. Bloch M. Guerard J Jr, Markowitz H, Todd P, Xu GL (1993) A comparison of some aspects of the U.S. and Japanese equity markets. Jpn World Econ 5(1):3–26

2. Brealey R (1991) Harry M. Markowitz’s contribution to financial economics. Scand J Econ 93(1):7–17

3. Dantzig G (1951) Maximization of a linear function of variables subject to linear inequalities. In: Koopmans TC (ed) Activity analysis of production and allocation: proceedings of a conference. Wiley, New York, NY, pp 339–347

4. Dantzig G, Orden A, Wolfe P (1954) The generalized simplex method for minimizing a linear form under linear inequality constraints. RAND Corporation Report RM-1264, Santa Monica, CA

5. EAS-E.ORG (2009) www.eas-e.org . Accessed 3 Feb 2009

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Model-based vs. agnostic methods for the prediction of time-varying covariance matrices;Annals of Operations Research;2024-09-13

2. Harry Markowitz, the Cowles Commission, and portfolio theory;Annals of Operations Research;2024-08-26

3. Harry Markowitz: An appreciation;International Journal of Forecasting;2023-10

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