Harry M. Markowitz : Citation Profile

Deceased: 2023-06-22

Nobel prize laureate

14

H index

17

i10 index

4541

Citations

RESEARCH PRODUCTION:

33

Articles

6

Papers

15

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   60 years (1963 - 2023). See details.
   Cites by year: 75
   Journals where Harry M. Markowitz has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 10 (0.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma73
   Updated: 2023-11-04    RAS profile:    
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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 (102)

Levy, Moshe (29)

Lean, Hooi Hooi (22)

Platen, Eckhard (19)

Peel, David (18)

Parolya, Nestor (17)

Allen, David (15)

Fabozzi, Frank (14)

Baptista, Alexandre (13)

Kerstens, Kristiaan (13)

Guo, Xu (12)

Cites to:

French, Kenneth (11)

Fama, Eugene (7)

Sharpe, William (6)

Stambaugh, Robert (4)

Roll, Richard (4)

Kruse, Douglas (4)

Kaul, Gautam (3)

Vishny, Robert (3)

Kahneman, Daniel (3)

Shleifer, Andrei (3)

Thaler, Richard (3)

Main data

Where Harry M. Markowitz has published?

Journals with more than one article published# docs
Journal of Finance6
Naval Research Logistics Quarterly3
Annals of Operations Research3
Journal of Risk and Uncertainty2
The American Economist2

Recent works citing Harry M. Markowitz (2023 and 2022)

YearTitle of citing document
2023Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017.

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2023Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

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2022A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2022Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang ; Xiong, Zhuoran. In: Papers. RePEc:arx:papers:1811.07522.

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2022Pricing Algorithmic Insurance. (2021). Orfanoudaki, Agni ; Bertsimas, Dimitris. In: Papers. RePEc:arx:papers:2106.00839.

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2022Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499.

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2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280.

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2022On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022ESG-Valued Portfolio Optimization and Dynamic Asset Pricing. (2022). Rachev, Svetlozar T ; Mittnik, Stefan ; Lindquist, Brent W ; Lauria, Davide. In: Papers. RePEc:arx:papers:2206.02854.

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2023Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data. (2022). Kamps, Oliver ; Hessler, Martin ; Wand, Tobias. In: Papers. RePEc:arx:papers:2208.14106.

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2022Efficient and Near-Optimal Online Portfolio Selection. (2022). Gaillard, Pierre ; Ostrovskii, Dmitrii M. In: Papers. RePEc:arx:papers:2209.13932.

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2022Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols. (2022). Feng, Yebo ; Xu, Jiahua. In: Papers. RePEc:arx:papers:2210.04194.

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2023KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran . In: Papers. RePEc:arx:papers:2210.15448.

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2022On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria. (2022). Pittis, Nikitas ; Samartzis, George. In: Papers. RePEc:arx:papers:2211.01240.

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2022Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402.

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2023f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452.

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2023Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034.

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2023Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning. (2023). Peng, Min ; Lai, Yanzhao ; Zhang, Boyi ; Xie, Qianqian ; Huang, Jimin. In: Papers. RePEc:arx:papers:2304.00364.

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2023Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818.

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2023Robust Equilibrium Strategy for Mean-Variance Portfolio Selection. (2023). Zhou, Chao ; Qian, Shuaijie ; Li, Mengge. In: Papers. RePEc:arx:papers:2305.07166.

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2023Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2023Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023). (2023). Cattaneo, Matias ; Masatlioglu, Yusufcan. In: Papers. RePEc:arx:papers:2305.10934.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market. (2023). Maji, Soubhik ; Sarkar, Manas Kumar ; Kumar, Kushagra ; Majee, Atish Kumar ; Pathak, Anshuman ; Jaiswal, Aditya ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2305.17523.

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2023From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance. (2023). Lalta, Sanjay Kumar ; Prasad, Grishma ; Hellstern, Gerhard ; Yeniaras, Esra ; Naik, Abha. In: Papers. RePEc:arx:papers:2307.01155.

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2023Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation. (2023). Nikiporenko, Alexander. In: Papers. RePEc:arx:papers:2307.04045.

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2023Multi-fractional Stochastic Dominance: Mathematical Foundations. (2023). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651.

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2023Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. (2023). Tatsumura, Kosuke ; Nakayama, Jun ; Hamakawa, Yohei ; Hidaka, Ryo. In: Papers. RePEc:arx:papers:2308.04769.

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2023Consequences of local social norms: A review of the literature in accounting, finance, and corporate governance. (2023). Alhadi, Ahmed Khamis ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:3-45.

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2023Optimal health insurance. (2023). Phelps, Charles E. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:1:p:213-241.

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2022Nobel laureates’ contributions to and impacts on operations management. (2022). Sethi, Suresh ; Agrawal, Vijay K ; Gupta, Sushil. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:12:p:4283-4303.

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2023Modern and post-modern portfolio theory as applied to moneyline betting. (2023). David, Harville. In: Journal of Quantitative Analysis in Sports. RePEc:bpj:jqsprt:v:19:y:2023:i:2:p:73-89:n:6.

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2022Cognitive Imprecision and Stake-Dependent Risk Attitudes. (2022). Woodford, Michael ; Li, Ziang ; Khaw, Mel Win. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9923.

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2022Export Credit Guarantees and the Demand for Insurance. (2014). Klasen, Andreas . In: CESifo Forum. RePEc:ces:ifofor:v:15:y:2014:i:3:p:26-33.

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2023Land allocation and the adoption of innovative practices in agriculture: a real option modelling of the underlying hidden costs. (2023). Baudry, marc ; Tevenart, Camille ; Civel, Edouard. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-1.

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2022Woodchips or potato chips? How enhancing soil carbon and reducing chemical inputs influence the allocation of cropland. (2022). Knoke, Thomas ; Gandorfer, Markus ; Gosling, Elizabeth ; Rossert, Sebastian. In: Agricultural Systems. RePEc:eee:agisys:v:198:y:2022:i:c:s0308521x22000087.

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2022Farm-planning under risk: An application of decision analysis and portfolio theory for the assessment of crop diversification strategies in horticultural systems. (2022). Luedeling, Eike ; Borgemeister, Christian ; Whitney, Cory ; David-Hinestroza, Adriana ; Sierra-Monroy, Alexandra ; Burbano-Figueroa, Oscar. In: Agricultural Systems. RePEc:eee:agisys:v:199:y:2022:i:c:s0308521x22000452.

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2022A constrained consensus based optimization algorithm and its application to finance. (2022). Yoo, Jane ; Min, Chanho ; Lim, Hyuncheul ; Kang, Myeongju ; Ha, Seung-Yeal ; Bae, Hyeong-Ohk. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:416:y:2022:i:c:s0096300321008080.

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2022Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models.. (2022). Escobar-Anel, Marcos ; Zhu, Yichen. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s009630032100919x.

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2022Another look at portfolio optimization with mental accounts. (2022). Chiu, Wan-Yi. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:419:y:2022:i:c:s0096300321009346.

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2022Bayesian portfolio selection using VaR and CVaR. (2022). Thorsen, Erik ; Niklasson, Vilhelm ; Lindholm, Mathias ; Bodnar, Taras. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:427:y:2022:i:c:s0096300322002041.

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2023A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. (2023). Maroufy, Vahed ; Madadi, Mohsen ; Rezapour, Mohsen ; Afhami, Bahareh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:444:y:2023:i:c:s0096300322008761.

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2022Energy sector portfolio analysis with uncertainty. (2022). Baldwin, Samuel F ; Hughes, Caroline ; Newes, Emily ; Hunter, Chad ; Henrion, Max ; Milford, James. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101237x.

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2022Optimisation modelling tools and solving techniques for integrated precinct-scale energy–water system planning. (2022). Stewart, Rodney A ; Bertone, Edoardo ; de Oliveira, Glauber Cardoso. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005578.

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2022Optimizing offshore renewable portfolios under resource variability. (2022). Decarolis, Joseph F ; de Queiroz, Anderson R. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922012697.

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2023Handling the risk dimensions of wind energy generation. (2023). Santos-Alamillos, Francisco J ; Christodoulou, Theodoros ; Thomaidis, Nikolaos S. In: Applied Energy. RePEc:eee:appene:v:339:y:2023:i:c:s0306261923002891.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2022Complexity in insurance selection: Cross-classified multilevel analysis of experimental data. (2022). Beliu, Corina. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000521.

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2023Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x.

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2022A new uncertain random portfolio optimization model for complex systems with downside risks and diversification. (2022). Li, BO ; Teo, Kok Lay ; Zheng, Peiyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004234.

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2022Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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2022Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008438.

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2022A singular value decomposition based approach to handle ill-conditioning in optimization problems with applications to portfolio theory. (2022). Uberti, Pierpaolo ; Torrente, Maria-Laura ; Fassino, Claudia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009250.

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2022Fractional Liu uncertain differential equation and its application to finance. (2022). Taleghani, Rahman ; Najafi, Ali Reza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010542.

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2023Uncertain random enhanced index tracking for portfolio selection with parameter estimation and hypothesis test. (2023). Lu, Ziqiang ; Li, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000267.

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2023Uncertain random portfolio selection with different mental accounts based on mixed data. (2023). Huang, Yayi ; Li, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000991.

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2022What are the benefits of attracting gambling investors? Evidence from stock splits in China. (2022). Liu, Yu-Jane ; Lin, Ji-Chai ; Hu, Conghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000426.

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2022Number sense, trading decisions and mispricing: An experiment. (2022). Willinger, Marc ; Roger, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188921002281.

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2023Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility. (2023). Mukashov, A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:187-202.

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2022Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002856.

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2022Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market. (2022). Jing, Kui ; Xu, Fengmin ; Li, Xuepeng. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s026499932100300x.

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2022Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062.

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2022Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694.

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2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions. (2022). Avdjiev, Stefan ; Tseng, Michael C ; Aysun, Uluc. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001031.

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2022Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2022Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash. (2022). Liang, Zhibin ; Zhang, Caibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001820.

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2022A kind of new time-weighted nonnegative lasso index-tracking model and its application. (2022). Qi, Kai ; Yang, HU ; Hu, Qingyu ; Chen, Qi-An. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100200x.

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2022Two new mean–variance enhanced index tracking models based on uncertainty theory. (2022). Huang, Xiaoxia ; Yang, Tingting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002175.

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2022Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310.

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2022A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning. (2022). Jia, Lifen ; Zhang, Haoyu ; Chen, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200153x.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

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2022Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics. (2022). Grabowski, Jesse ; Emmett, Ross B. In: Ecological Economics. RePEc:eee:ecolec:v:193:y:2022:i:c:s0921800921003815.

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2022Decision tools for adaptation to climate change: Portfolio analysis of tea plantation investments in Rwanda. (2022). Zoboli, Roberto ; Hunt, Alistair ; Fraschini, Filippo. In: Ecological Economics. RePEc:eee:ecolec:v:200:y:2022:i:c:s0921800922001902.

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2023Circular economy, operational eco-efficiency, and sufficiency. An integrated view. (2023). Thorpe, Andrea Stevenson ; Figge, Frank. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003536.

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2023“Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186.

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2022Second-order uncertainty and naive diversification. (2022). Mahmoud, Ola. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001574.

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2022Inference on estimators defined by mathematical programming. (2022). Shum, Matthew ; Shi, Xiaoxia ; Hsieh, Yu-Wei. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:248-268.

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2022Asset selection based on high frequency Sharpe ratio. (2022). Chen, Min ; Lian, Yimin ; Wang, Christina Dan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:168-188.

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2022Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2022). Wong, Wing-Keung ; Bai, Zhi Dong ; Li, Hua ; McAleer, Michael. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:133-150.

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2022Portfolio optimization with behavioural preferences and investor memory. (2022). Mazibas, Murat. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:368-387.

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2022Suppliers’ trade credit strategies with transparent credit ratings: Null, exclusive, and nonchalant provision. (2022). Zhao, Ruiqing ; Li, Xiang ; Wang, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:153-163.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2022Reconciling mean-variance portfolio theory with non-Gaussian returns. (2022). Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:729-740.

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2022Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070.

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2022Procurement portfolio planning for a newsvendor with supplier delivery uncertainty. (2022). Geunes, Joseph ; Merzifonluoglu, Yasemin ; Mohammadivojdan, Roshanak. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:917-929.

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2022An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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2022Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem. (2022). Santos, P. S. M., ; Kolossoski, O ; Matioli, L C ; Silva, J G ; Torrealba, E. M. R., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:46-59.

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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]		article30
2023Proofs that the Gerber Statistic is Positive Semidefinite In: Papers.
[Full Text][Citation analysis]		paper0
1976Investment for the Long Run: New Evidence for an Old Rule. In: Journal of Finance.
[Full Text][Citation analysis]		article58
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: 58		chapter
1981Portfolio Analysis with Factors and Scenarios. In: Journal of Finance.
[Full Text][Citation analysis]		article16
1983 Nonnegative or Not Nonnegative: A Question about CAPMs. In: Journal of Finance.
[Full Text][Citation analysis]		article4
1984 Mean-Variance versus Direct Utility Maximization. In: Journal of Finance.
[Full Text][Citation analysis]		article154
1991 Foundations of Portfolio Theory. In: Journal of Finance.
[Full Text][Citation analysis]		article173
1990Foundations of Portfolio Theory.(1990) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 173		paper
1952PORTFOLIO SELECTION In: Journal of Finance.
[Full Text][Citation analysis]		article3304
2006A NOTE ON SEMIVARIANCE In: Mathematical Finance.
[Full Text][Citation analysis]		article10
2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article60
1957A Simplex Method for the Portfolio Selection Problem In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2014Mean–variance approximations to expected utility In: European Journal of Operational Research.
[Full Text][Citation analysis]		article63
1991Individual versus institutional investing In: Financial Services Review.
[Full Text][Citation analysis]		article3
2015Earnings forecasting in a global stock selection model and efficient portfolio construction and management In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
1993A comparison of some aspects of the U.S. and Japanese equity markets In: Japan and the World Economy.
[Full Text][Citation analysis]		article4
2020A comparison of some aspects of the U.S. and Japanese equity markets.(2020) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		chapter
1990Normative portfolio analysis: Past, present, and future In: Journal of Economics and Business.
[Full Text][Citation analysis]		article4
2004Trains of Thought In: Chapters.
[Full Text][Citation analysis]		chapter0
1993Trains of Thought.(1993) In: The American Economist.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
Investment for the Long Run In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper3
2018Data Mining Corrections Testing in Chinese Stocks In: Interfaces.
[Full Text][Citation analysis]		article0
1966Simulating with SIMSCRIPT In: Management Science.
[Full Text][Citation analysis]		article1
1972The Distribution System Simulator In: Management Science.
[Full Text][Citation analysis]		article4
1957The Elimination form of the Inverse and its Application to Linear Programming In: Management Science.
[Full Text][Citation analysis]		article14
2015Can Noise Create the Size and Value Effects? In: Management Science.
[Full Text][Citation analysis]		article5
2002Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective In: Operations Research.
[Full Text][Citation analysis]		article6
2005Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions In: Operations Research.
[Full Text][Citation analysis]		article26
1996The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference. In: Journal of Risk and Uncertainty.
[Citation analysis]		article18
1996The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results. In: Journal of Risk and Uncertainty.
[Citation analysis]		article15
2010Risk and Lack of Diversification under Employee Ownership and Shared Capitalism In: NBER Chapters.
[Full Text][Citation analysis]		chapter14
2008Risk and Lack of Diversification under Employee Ownership and Shared Capitalism.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1991Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
2010God, Ants and Thomas Bayes In: The American Economist.
[Full Text][Citation analysis]		article0
2010Employee stock ownership and diversification In: Annals of Operations Research.
[Full Text][Citation analysis]		article9
2018Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2021A further analysis of robust regression modeling and data mining corrections testing in global stocks In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2010Single-Period Mean–Variance Analysis in a Changing World In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
1952The Utility of Wealth In: Journal of Political Economy.
[Full Text][Citation analysis]		article473
1963A note on shortest path, assignment, and transportation problems In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]		article3
1956The optimization of a quadratic function subject to linear constraints In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]		article43
1957Computing procedures for portfolio selection (abstract) In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]		article1
2012MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article3
2020The role of effective corporate decisions in the creation of efficient portfolios In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2020Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2
2005RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Overview In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
20091952 In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Rand [I] and The Cowles Foundation In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Rand [II] and CACI In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009IBMs T. J. Watson Research Center In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Baruch College (CUNY) and Daiwa Securities In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Harry Markowitz Company In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team