Harry M. Markowitz : Citation Profile

Deceased: 2023-06-22

Nobel prize laureate

15

H index

18

i10 index

4772

Citations

RESEARCH PRODUCTION:

42

Articles

6

Papers

15

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   60 years (1963 - 2023). See details.
   Cites by year: 79
   Journals where Harry M. Markowitz has often published
   Relations with other researchers
   Recent citing documents: 357.    Total self citations: 10 (0.21 %)

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   Permalink: http://citec.repec.org/pma73
   Updated: 2024-12-03    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 (108)

Levy, Moshe (29)

Lean, Hooi Hooi (22)

Platen, Eckhard (19)

Peel, David (18)

Allen, David (18)

Parolya, Nestor (18)

Knoke, Thomas (16)

Fabozzi, Frank (14)

Kerstens, Kristiaan (13)

Baptista, Alexandre (13)

Cites to:

French, Kenneth (11)

Fama, Eugene (7)

Sharpe, William (6)

Shleifer, Andrei (6)

Kruse, Douglas (4)

Stambaugh, Robert (4)

Roll, Richard (4)

Kaul, Gautam (3)

Thaler, Richard (3)

Vishny, Robert (3)

Kahneman, Daniel (3)

Main data

Where Harry M. Markowitz has published?

Journals with more than one article published# docs
Financial Analysts Journal9
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 (2024 and 2023)

YearTitle of citing document
2024.

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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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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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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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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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2024Co-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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2024Time-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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2023Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks. (2023). Sen, Jaydip. In: Papers. RePEc:arx:papers:2309.13696.

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2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705.

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2023Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Tosidis, Pavlos ; Kirtas, Emmanouil ; Spanos, Dimitris ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Manousis, Theodoros ; Tzelepi, Maria ; Rodinos, Georgios ; Tefas, Anastasios ; Avramelou, Loukia ; Passalis, Nikolaos ; Tsantekidis, Avraam. In: Papers. RePEc:arx:papers:2309.16679.

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2023A Portfolio Rebalancing Approach for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Dasgupta, Subhasis ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2310.09770.

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2023A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market. (2023). Roychoudhury, Sayantani ; Sengupta, Partha Pratim ; Dasgupta, Arup. In: Papers. RePEc:arx:papers:2310.14748.

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2023Maximizing Portfolio Predictability with Machine Learning. (2023). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2311.01985.

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2023A General Framework for Portfolio Construction Based on Generative Models of Asset Returns. (2023). Chen, Kan ; Cheng, Tuoyuan. In: Papers. RePEc:arx:papers:2312.03294.

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2024Risk exchange under infinite-mean Pareto models. (2024). Wang, Ruodu ; Embrechts, Paul ; Chen, Yuyu. In: Papers. RePEc:arx:papers:2403.20171.

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2024Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Diversification-Enhancing Contrastive Learning. (2024). Lee, Yongjae ; Kim, Yejin. In: Papers. RePEc:arx:papers:2404.07223.

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2024Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables. (2024). Theising, Etienne. In: Papers. RePEc:arx:papers:2405.03402.

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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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2023.

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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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2024Skewness Preferences: Evidence from Online Poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10977.

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2023Balancing Volatility and Returns in the Czech National Banks Foreign Exchange Portfolio. (2022). Michl, Ales ; Adam, Tomas ; Skoda, Michal. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2023/01.

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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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2023Eco-anxiety, connectedness to nature, and green equity investments. (2023). Marsat, Sylvain ; Herve, Fabrice. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00099.

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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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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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2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733.

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2024A data envelopment analysis based evaluation of sustainable energy generation portfolio scenarios. (2024). Acquaye, Adolf ; Liu, Wenbin ; Turkson, Charles. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004008.

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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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2023Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485.

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2023Ballot order effects in independent director elections. (2023). Granic, Georg ; Calluzzo, Paul ; Gonzalez, Tanja Artiga. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000497.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024Does the investment performance measure matter? A perspective from regulatory focus theory. (2024). Chau, Man Foon ; Chen, Jieyu ; Shu, Tse-Mei ; Ma, Alfred. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000133.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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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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2023Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070.

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2023Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

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2023Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model. (2023). Karadimitropoulou, Aikaterini ; Bettendorf, Timo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628.

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2024Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market. (2024). Li, Lingfei ; Wu, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001938.

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2024Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137.

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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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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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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2024Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233.

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2024Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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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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2024Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences. (2024). Tang, Pan ; Zhu, Yuanguo ; Wang, Xiantao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001511.

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2024Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602.

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2024Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China. (2024). Xu, Lei ; Cui, Xuegang ; Zhang, Huili ; Wang, Kaiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000500.

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2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

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2024How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Gaji-Glamolija, Marina ; Mani, Slavica ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706.

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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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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]		article34
2023Proofs that the Gerber Statistic is Positive Semidefinite In: Papers.
[Full Text][Citation analysis]		paper1
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 nother version. Agregated cites: 58		chapter
1981Portfolio Analysis with Factors and Scenarios. In: Journal of Finance.
[Full Text][Citation analysis]		article17
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]		article161
1991 Foundations of Portfolio Theory. In: Journal of Finance.
[Full Text][Citation analysis]		article194
1990Foundations of Portfolio Theory.(1990) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
1952PORTFOLIO SELECTION In: Journal of Finance.
[Full Text][Citation analysis]		article3439
2006A NOTE ON SEMIVARIANCE In: Mathematical Finance.
[Full Text][Citation analysis]		article11
2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article67
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]		article68
1991Individual versus institutional investing In: Financial Services Review.
[Full Text][Citation analysis]		article4
2015Earnings forecasting in a global stock selection model and efficient portfolio construction and management In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
1993A comparison of some aspects of the U.S. and Japanese equity markets In: Japan and the World Economy.
[Full Text][Citation analysis]		article5
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 nother version. Agregated cites: 5		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 nother 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]		article7
2005Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions In: Operations Research.
[Full Text][Citation analysis]		article29
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]		chapter15
2008Risk and Lack of Diversification under Employee Ownership and Shared Capitalism.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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]		article10
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]		article2
2010Single-Period Mean–Variance Analysis in a Changing World In: International Series in Operations Research & Management Science.
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1952The Utility of Wealth In: Journal of Political Economy.
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1963A note on shortest path, assignment, and transportation problems In: Naval Research Logistics Quarterly.
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1956The optimization of a quadratic function subject to linear constraints In: Naval Research Logistics Quarterly.
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1957Computing procedures for portfolio selection (abstract) In: Naval Research Logistics Quarterly.
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2012MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN In: Annals of Financial Economics (AFE).
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2020The role of effective corporate decisions in the creation of efficient portfolios In: World Scientific Book Chapters.
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2020Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization In: World Scientific Book Chapters.
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2005RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT In: World Scientific Book Chapters.
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2009Overview In: World Scientific Book Chapters.
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20091952 In: World Scientific Book Chapters.
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2009Rand [I] and The Cowles Foundation In: World Scientific Book Chapters.
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2009Rand [II] and CACI In: World Scientific Book Chapters.
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2009IBMs T. J. Watson Research Center In: World Scientific Book Chapters.
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2009Baruch College (CUNY) and Daiwa Securities In: World Scientific Book Chapters.
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2009Harry Markowitz Company In: World Scientific Book Chapters.
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