Harry M. Markowitz : Citation Profile


Are you Harry M. Markowitz?

Nobel prize laureate

University of California-San Diego (UCSD)

11

H index

13

i10 index

3492

Citations

RESEARCH PRODUCTION:

32

Articles

5

Papers

11

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   55 years (1963 - 2018). See details.
   Cites by year: 63
   Journals where Harry M. Markowitz has often published
   Relations with other researchers
   Recent citing documents: 571.    Total self citations: 7 (0.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma73
   Updated: 2019-10-21    RAS profile: 2019-01-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Harry M. Markowitz.

Is cited by:

Wong, Wing-Keung (92)

McAleer, Michael (65)

Levy, Moshe (26)

Allen, David (22)

Lean, Hooi Hooi (21)

Platen, Eckhard (17)

Fabozzi, Frank (17)

Peel, David (16)

Parolya, Nestor (14)

Powell, Robert (13)

Kerstens, Kristiaan (11)

Cites to:

French, Kenneth (7)

Fama, Eugene (5)

Stambaugh, Robert (4)

Vishny, Robert (3)

Shleifer, Andrei (3)

Sharpe, William (3)

Utz, Sebastian (2)

Roll, Richard (2)

Campbell, John (2)

Keim, Donald (2)

Summers, Lawrence (2)

Main data


Where Harry M. Markowitz has published?


Journals with more than one article published# docs
Journal of Finance6
Management Science4
Naval Research Logistics Quarterly3
Annals of Operations Research2
Operations Research2
Journal of Risk and Uncertainty2
The American Economist2

Recent works citing Harry M. Markowitz (2018 and 2017)


YearTitle of citing document
2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2017Valuation of Company Merger from the Shareholders’ Point of View. (2017). Hering, Thomas ; Toll, Christian. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:836.

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2017Earn-outs to bridge gap between negotiation parties – curse or blessing?. (2017). Rolinck, Jan-Phillipp ; Toll, Christian. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:1:p:103-116.

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2017Impacts of the 2013 CAP reform on the EU farming sector: An assessment using a microeconomic farm model. (2017). Louhichi, Kamel ; gomez y paloma, sergio ; Ciaian, Pavel ; Perni, Angel ; Espinosa, Maria. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258071.

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2018The Impact of Size and Specialization on the Financial Performance of Agricultural Cooperatives. (2018). Featherstone, Allen ; Archer, David W ; Pokharel, Krishna . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274109.

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2018Farm level impacts of abolishing the CAP direct payments: An assessment using the IFM-CAP model. (2018). Louhichi, Kamel ; gomez y paloma, sergio ; Ciaian, Pavel ; Perni, Angel ; Espinosa, Maria. In: 162nd Seminar, April 26-27, 2018, Budapest, Hungary. RePEc:ags:eaa162:272087.

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2017Game-theoretic Modeling of Players Ambiguities on External Factors. (2017). Yang, Jian. In: Papers. RePEc:arx:papers:1510.06812.

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2017Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables. (2017). Wallace, Stein ; Fairbrother, Jamie ; Turner, Amanda . In: Papers. RePEc:arx:papers:1511.04935.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2017Factor Models for Cancer Signatures. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1604.08743.

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2018Deep Portfolio Theory. (2018). Heaton, J B ; Polson, N G ; Witte, J H. In: Papers. RePEc:arx:papers:1605.07230.

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2018Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

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2018The Markowitz Category. (2018). Armstrong, John. In: Papers. RePEc:arx:papers:1611.07741.

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2017Analytic solution to variance optimization with no short-selling. (2017). Kondor, Imre ; Caccioli, Fabio ; Papp, G'Abor. In: Papers. RePEc:arx:papers:1612.07067.

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2017Robust Portfolio Optimisation with Specified Competitors. (2017). McDonald, Mark ; Simoes, Gonccalo ; Hauser, Raphael ; Fenn, Daniel ; Williams, Stacy . In: Papers. RePEc:arx:papers:1701.02958.

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2017Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175.

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2019Skewed Target Range Strategy for Multi-Period Portfolio Optimization by a Two-Stage Least Squares Monte Carlo Method. (2018). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1704.00416.

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2017The q-dependent detrended cross-correlation analysis of stock market. (2017). Zhao, Longfeng ; Stanley, Eugene H ; Wang, Yougui ; Podobnik, Boris ; Fenu, Andrea ; Li, Wei. In: Papers. RePEc:arx:papers:1705.01406.

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2018Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves. (2018). Lafond, François ; Farmer, J. ; Panchenko, Valentyn ; Lillo, Fabrizio ; Way, Rupert . In: Papers. RePEc:arx:papers:1705.03423.

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2017Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail . In: Papers. RePEc:arx:papers:1705.07092.

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2018On Markowitz Geometry. (2018). Iliev, Valentin Vankov . In: Papers. RePEc:arx:papers:1707.03588.

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2017Decoding Stock Market with Quant Alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1708.02984.

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2017Portfolio Optimization with Entropic Value-at-Risk. (2017). Ahmadi-Javid, Amir ; Fallah-Tafti, Malihe . In: Papers. RePEc:arx:papers:1708.05713.

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2017Dead Alphas as Risk Factors. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1709.06641.

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2017Inference on Estimators defined by Mathematical Programming. (2017). Shum, Matthew ; Shi, Xiaoxia ; Hsieh, Yu-Wei. In: Papers. RePEc:arx:papers:1709.09115.

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2018Kellys Criterion in Portfolio Optimization: A Decoupled Problem. (2018). Peterson, Zachariah. In: Papers. RePEc:arx:papers:1710.00431.

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2019A Mathematical Analysis of Technical Analysis. (2018). Lorig, Matthew ; Zou, Bin ; Zhou, Zhou. In: Papers. RePEc:arx:papers:1710.09476.

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2019Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. (2017). Parolya, Nestor ; Schmid, Wolfgang ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1710.09587.

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2018Notes on Fano Ratio and Portfolio Optimization. (2018). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1711.10640.

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2017Dynamic optimization of a portfolio. (2017). Malafeyev, Oleg ; Awasthi, Achal . In: Papers. RePEc:arx:papers:1712.00585.

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2017Stock market as temporal network. (2017). Wang, Gang-Jin ; Zhao, Longfeng ; Stanley, Eugene H ; Li, Wei ; Bao, Weiqi. In: Papers. RePEc:arx:papers:1712.04863.

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2019Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2018). Parolya, Nestor ; Schmid, Wofgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1806.08005.

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2018Bayesian learning for the Markowitz portfolio selection problem. (2018). de Franco, Carmine ; Pham, Huyen ; Nicolle, Johann. In: Papers. RePEc:arx:papers:1811.06893.

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2018A Big data analytical framework for portfolio optimization. (2018). Jothimani, Dhanya ; Yadav, Surendra S ; Shankar, Ravi. In: Papers. RePEc:arx:papers:1811.07188.

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2018Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Xiong, Zhuoran ; Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:1811.07522.

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2019Weak comonotonicity. (2018). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:1812.04827.

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2018Portfolio Rebalancing under Uncertainty Using Meta-heuristic Algorithm. (2018). Zandieh, Mostafa ; Mohaddesi, Seyed Omid. In: Papers. RePEc:arx:papers:1812.07635.

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2019Robust Asset Allocation for Robo-Advisors. (2019). Roncalli, Thierry ; Lezmi, Edmond ; Bourgeron, Thibault. In: Papers. RePEc:arx:papers:1902.07449.

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2019Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey. (2019). Sato, Yoshiharu. In: Papers. RePEc:arx:papers:1904.04973.

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2019Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123.

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2019Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370.

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2019Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Adcock, C J ; Beasley, J E ; Meade, N. In: Papers. RePEc:arx:papers:1908.08442.

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2019Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning. (2019). Gropp, Jeffrey ; Showalter, Samuel. In: Papers. RePEc:arx:papers:1909.05151.

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2019The Optimal Deterrence of Crime: A Focus on the Time Preference of DWI Offenders. (2019). Ru, Yan ; Wang, Yuqing. In: Papers. RePEc:arx:papers:1909.06509.

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2019Machine Learning Optimization Algorithms & Portfolio Allocation. (2019). Roncalli, Thierry ; Perrin, Sarah. In: Papers. RePEc:arx:papers:1909.10233.

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2019Risk as Challenge: A Dual System Stochastic Model for Binary Choice Behavior. (2019). Haber, Ido ; Shye, Samuel. In: Papers. RePEc:arx:papers:1910.04487.

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2019Portfolio Cuts: A Graph-Theoretic Framework to Diversification. (2019). Mandic, Danilo P ; Constantinides, Anthony G ; Stankovic, Ljubisa ; Dees, Bruno Scalzo. In: Papers. RePEc:arx:papers:1910.05561.

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2017Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins. (2017). Shekhar, Chirag ; Trede, Mark. In: Review of Economics & Finance. RePEc:bap:journl:170303.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2018Salience, chains and anchoring. Reducing complexity and enhancing the practicality of behavioural economics.. (2018). Markey-Towler, Brendan. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:2:y:2018:i:1:p:83-90.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2017THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS. (2017). Shalit, Haim. In: Working Papers. RePEc:bgu:wpaper:1701.

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2017Foreign Currency Invoicing of Domestic Transactions as a Hedging Strategy Theory and Evidence for Uruguay. (2017). Mello Costa, Miguel ; Licandro, Gerardo. In: Documentos de trabajo. RePEc:bku:doctra:2017004.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Firm life cycle, corporate risk-taking and investor sentiment. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:465-497.

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2017Financial literacy and risky asset holdings: evidence from China. (2017). Liao, LI ; Zhou, Congyi ; Zhang, Weiqiang ; Xiao, Jing Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1383-1415.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361.

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2017THE PAYOFF TO CONSISTENCY IN PERFORMANCE. (2017). Gürtler, Oliver ; Weimar, Daniel ; Prinz, Joachim ; Gurtler, Oliver ; Deutscher, Christian. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1091-1103.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Understanding the Formation of Consumers Stock Market Expectations. (2017). Chin, Alycia ; Bruin, Wandi . In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:51:y:2017:i:1:p:200-210.

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2018LEADERSHIP IN CLIMATE CHANGE MITIGATION: CONSEQUENCES AND INCENTIVES. (2018). Schwerhoff, Gregor ; Lessmann, Kai ; Pahle, Michael ; Kornek, Ulrike. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:491-517.

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2017Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula. (2017). Braun, Alexander ; Schreiber, Florian ; Schmeiser, Hato. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:1:p:177-207.

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2017Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:987-1023.

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2017“Love of wealth” and economic growth. (2017). Rehme, Günther. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1305-1326.

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2017Monetary Reference Points of Managers – Empirical Evidence of Status Quo Preferences and Social Comparisons. (2017). Martin, Johannes ; Grund, Christian. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:1:p:70-87.

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2017Art Auctions and Art Investment in the Golden Age of British Painting. (2017). Stepanova, Elena ; Etro, Federico. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:2:p:191-225.

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2017Towards Understanding Dynamic Complexity in Financial Systems Structure-based Explanatory Modelling of Risks. (2017). Hoffmann, Christian Hugo. In: Systems Research and Behavioral Science. RePEc:bla:srbeha:v:34:y:2017:i:6:p:728-745.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2017ARE THERE CAUSAL RELATIONSHIPS BETWEEN ISLAMIC VERSUS CONVENTIONAL EQUITY INDICES? INTERNATIONAL EVIDENCE. (2017). Amri, EL ; Taher, Hamza . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:40-60.

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2018What drives UK defined benefit pension funds investment behaviour?. (2018). Roberts-Sklar, Matt ; Douglas, Graeme . In: Bank of England working papers. RePEc:boe:boeewp:0757.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2019The Ecological Rationality of Historical Costs and Conservatism. (2019). Eduard, Braun. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:1:p:30:n:1.

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2017A double clustering algorithm for financial time series based on extreme events. (2017). Luca, DE ; Paola, Zuccolotto . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:1-12:n:2.

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2019Assessing supply security - A compound indicator. (2019). Weigt, Hannes ; Chavaz, Leo ; Abrell, Jan. In: Working papers. RePEc:bsl:wpaper:2019/10.

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2017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf405.

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2017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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2017Robust technical trading with fuzzy knowledge-based systems (Forthcoming in Frontiers in Artificial Intelligence and Applications.). (2017). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf413.

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2018A Dual System Model of Risk and Time Preferences. (2018). Schneider, Mark . In: Working Papers. RePEc:chu:wpaper:18-18.

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2018Volatility, Diversification and Contagion. (2018). Sentana, Enrique. In: Working Papers. RePEc:cmf:wpaper:wp2018_1803.

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2017European Banks Straddling Borders: Risky or Rewarding?. (2017). Schoenmaker, Dirk ; Duijm, Patty. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12159.

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2018Volatility, diversification and contagion. (2018). Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12824.

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2018Do the Rich Get Richer in the Stock Market? Evidence from India. (2018). Campbell, John ; Ranish, Benjamin ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13116.

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2018Investing for Long-Term Value Creation. (2018). Schoenmaker, Dirk ; Schramade, Willem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13175.

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2019How to Alleviate Correlation Neglect. (2019). Weber, Martin ; Ungeheuer, Michael ; Laudenbach, Christine. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13737.

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2017Skewness Preference and IPO Anomalies in China. (2017). Tang, Wei ; Xu, Liheng ; Wu, Tianhao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tang:wu:xu.

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2017Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content. (2017). Fulga, Cristinca . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:3:p:127-142.

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2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

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2017Return of the Japan premium in the abenomics period. (2017). Suzuki, Yoshiko . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00120.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2017Risk-free Yields, Risk Aversion, and Volatility. (2017). Azar, Samih Antoine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-15.

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2017Managers’ Entrenchment, Governance and Bank Performance. (2017). Mselmi, Aymen ; Regaieg, Boutheina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-31.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance. (2017). azis, musdalifah ; Purnamasari, Dan Ike ; Nadir, Maryam. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-23.

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2017Debt Level and the Firm Levered Cost of Capital. (2017). De Luca, Pasquale. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-56.

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2017The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study. (2017). Henchiri, Jamel ; Kefi, Mohamed Karim ; Chniguir, Mounira. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-23.

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More than 100 citations found, this list is not complete...

Harry M. Markowitz has edited the books:


YearTitleTypeCited

Works by Harry M. Markowitz:


YearTitleTypeCited
2010Portfolio Theory: As I Still See It In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article13
1976Investment for the Long Run: New Evidence for an Old Rule. In: Journal of Finance.
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article43
2011Investment for the Long Run: New Evidence for an Old Rule.(2011) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
chapter
1981Portfolio Analysis with Factors and Scenarios. In: Journal of Finance.
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article15
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