Harry M. Markowitz : Citation Profile

Deceased: 2023-06-22

Nobel prize laureate

15

H index

21

i10 index

5183

Citations

RESEARCH PRODUCTION:

42

Articles

6

Papers

15

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   60 years (1963 - 2023). See details.
   Cites by year: 86
   Journals where Harry M. Markowitz has often published
   Relations with other researchers
   Recent citing documents: 448.    Total self citations: 10 (0.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma73
   Updated: 2025-12-20    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)

Fermanian, Jean-David (21)

Peel, David (19)

Platen, Eckhard (19)

Parolya, Nestor (18)

Allen, David (18)

Knoke, Thomas (16)

Kerstens, Kristiaan (15)

Fabozzi, Frank (14)

Cites to:

French, Kenneth (11)

Fama, Eugene (7)

Shleifer, Andrei (6)

Sharpe, William (6)

Stambaugh, Robert (4)

Roll, Richard (4)

Kruse, Douglas (4)

Thaler, Richard (3)

Vishny, Robert (3)

Kaul, Gautam (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
The American Economist2
Journal of Risk and Uncertainty2

Recent works citing Harry M. Markowitz (2025 and 2024)

YearTitle of citing document
2024Reimagining Sustainable Intensification: A Novel Application of Modern Portfolio Theory in a General Equilibrium Framework. (2024). Siddig, Khalid ; Pauw, Karl ; Thurlow, James ; Pradesha, Angga. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343793.

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2024Reimagining Sustainable Intensification: A Novel Application of Modern Portfolio Theory in a General Equilibrium Framework. (2024). Pradesha, Angga ; Pauw, Karl ; Thurlow, James. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343793.

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2025Market Concentration and Resilience in Agricultural Supply Chains. (2025). Richards, Timothy. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361139.

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2025Influence of daily weather variation on tree growth: An application for portfolio selection to climate-related growth uncertainty in long-lived natural assets. (2025). Baker, Justin S ; Manner, Richard H. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361219.

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2087Farm level impacts of abolishing the CAP direct payments: An assessment using the IFM-CAP model. (2018). Perni, Angel ; Louhichi, Kamel ; gomez y paloma, sergio ; Ciaian, Pavel ; Espinosa, Maria. In: 162nd Seminar, April 26-27, 2018, Budapest, Hungary. RePEc:ags:eaa162:272087.

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2024Portfolio Agriculture: A Model for Resilient Regional Agricultural Planning. (2024). Boyang, Garrick Louis. In: Research on World Agricultural Economy. RePEc:ags:reowae:347939.

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2024Portfolio Agriculture: A Model for Resilient Regional Agricultural Planning. (2024). Boyang, Garrick Louis. In: Research on World Agricultural Economy. RePEc:ags:reowae:348827.

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2028Positive Mathematical Programming with Generalized Risk: A Revision. (2015). Paris, Quirino. In: Working Papers. RePEc:ags:ucdavw:202865.

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2024Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135.

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2025Efficient and Near-Optimal Online Portfolio Selection. (2025). , R'Emi ; Gaillard, Pierre ; Ostrovskii, Dmitrii M. In: Papers. RePEc:arx:papers:2209.13932.

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2025Risk 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. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382.

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2024Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2024). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2025Generalized Families of Fractional Stochastic Dominance. (2025). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651.

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2024The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory. (2024). Gasparavivcius, Ignas ; Grigutis, Andrius. In: Papers. RePEc:arx:papers:2402.10253.

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2025Risk exchange under infinite-mean Pareto models. (2024). Chen, Yuyu ; Wang, Ruodu ; Embrechts, Paul. In: Papers. RePEc:arx:papers:2403.20171.

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2024Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling. (2024). Lee, Youngbin ; 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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2024Risk, utility and sensitivity to large losses. (2024). Khan, Nazem ; Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2405.12154.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2024Portfolio optimisation: bridging the gap between theory and practice. (2024). Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2407.00887.

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2024Covariance Matrix Analysis for Optimal Portfolio Selection. (2024). Shen, Lim Hao. In: Papers. RePEc:arx:papers:2407.08748.

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2024PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms. (2024). Shafique, Muhammad ; Kashif, Muhammad ; Zaman, Kamila ; Marchisio, Alberto. In: Papers. RePEc:arx:papers:2407.19857.

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2024Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets. (2024). Herdegen, Martin ; Martins, David ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2408.03134.

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2024Infinite-mean models in risk management: Discussions and recent advances. (2024). Chen, Yuyu ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2408.08678.

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2025Network-based diversification of stock and cryptocurrency portfolios. (2025). Stojkoski, Viktor ; Mirchev, Miroslav ; Mishkovski, Igor ; Kitanovski, Dimitar. In: Papers. RePEc:arx:papers:2408.11739.

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2024Consistent Estimation of the High-Dimensional Efficient Frontier. (2024). Parolya, Nestor ; Hautsch, Nikolaus ; Okhrin, Yarema ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2409.15103.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2024Delegated portfolio management with random default. (2024). Mastrolia, Thibaut ; Gennaro, Alberto. In: Papers. RePEc:arx:papers:2410.13103.

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2025Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791.

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2024Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830.

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2025A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from Chinas Stock Market. (2025). Song, Qingyang ; Huang, Gang ; Zhou, Xiaohua. In: Papers. RePEc:arx:papers:2412.18563.

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2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

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2025Natural Asset Beta. (2025). Grainger, Daniel. In: Papers. RePEc:arx:papers:2502.20706.

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2025FinTMMBench: Benchmarking Temporal-Aware Multi-Modal RAG in Finance. (2025). Zhu, Fengbin ; Li, Junfeng ; Wang, Wenjie ; Pan, Liangming ; Feng, Fuli ; Luan, Huanbo ; Chua, Tat-Seng. In: Papers. RePEc:arx:papers:2503.05185.

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2025Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach. (2025). Natarajan, Selvaraju ; Thakur, Manoj ; Bhambu, Aryan ; Orra, Arishi ; Choudhary, Himanshu. In: Papers. RePEc:arx:papers:2505.03760.

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2025Economic Security of Multiple Shared Security Protocols. (2025). Bodani, Dhruv ; Nag, Abhimanyu ; Kumar, Abhishek. In: Papers. RePEc:arx:papers:2505.03843.

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2025Goal-based portfolio selection with mental accounting. (2025). Bayraktar, Erhan ; Han, Bingyan. In: Papers. RePEc:arx:papers:2506.06654.

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2025End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. (2025). Mantegna, Rosario ; Manolakis, Efstratios ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2507.01918.

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2025Portfolio construction using a sampling-based variational quantum scheme. (2025). lo Nardo, Roberto ; Kumar, Vaibhaw ; Alevras, Dimitris ; Agliardi, Gabriele ; Mehta, Bimal ; Proissl, Manuel ; Compostella, Gabriele. In: Papers. RePEc:arx:papers:2508.13557.

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2025Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896.

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2025Aligning Language Models with Investor and Market Behavior for Financial Recommendations. (2025). Seneviratne, Oshani ; Spadea, Fernando. In: Papers. RePEc:arx:papers:2510.15993.

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2025Goal-based portfolio selection with fixed transaction costs. (2025). Bayraktar, Erhan ; Han, Bingyan ; Zhang, Jingjie. In: Papers. RePEc:arx:papers:2510.21650.

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2025Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance. (2025). Barraud, Claire. In: Papers. RePEc:arx:papers:2510.23175.

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2025Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. (2025). Yang, Hongyang ; Walid, Anwar ; Zhong, Shan ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:2511.12120.

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2024Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing. (2024). Demi, Irene Rini ; Muharam, Harjum ; Amalia, Farah. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:114-129.

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2025The Dynamic Canadian Debt Strategy Model. (2025). Ning, Joe ; Audet, Nicolas ; Gao, Jeffrey ; Epp, Adam. In: Technical Reports. RePEc:bca:bocatr:127.

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2025Equity Investments and Financial Performance of Insurance Companies in Kenya. (2025). Agong, David ; Mutia, Sylvia Ndunge ; Ochieng, Isaac Linus. In: International Journal of Finance and Accounting. RePEc:bdu:ojijfa:v:10:y:2025:i:2:p:43-60:id:3339.

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2025Dynamic Connectedness among Australian Stock Market Sectors: A Time-Varying Parameter VAR Approach. (2025). Tok, Erife Akinci. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:9:y:2025:i:1:p:151-165.

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2024.

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2025Mitigating Market Incompleteness with Minor Market Distortions: The Case of Negative Spot Prices For Electricity. (2025). Ehrenmann, A ; Abada, I. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2525.

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2025When Harry Met Kelly: An Overlooked Result in the Classical Theory of Optimal Capital Growth. (2025). Watt, Richard. In: Working Papers in Economics. RePEc:cbt:econwp:25/08.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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

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2025Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025Livelihood diversification as coping strategy under climate risk : Evidence from rural farm household in Cameroon. (2025). Bindoumou, Martial. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00532.

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2024The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return. (2024). MacHdar, Nera Marinda ; Sijabat, Jadongan ; Manurung, Amran. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-20.

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2024Analysing Financial Market Integration between Stock and Precious Metals Indices. (2024). Manuel, Ureo ; Dias, Rui ; Galvo, Rosa ; Varela, Miguel. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-25.

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2024Financing Sustainable Development: Analysis of Modern Approaches and Practices in the Context of Financial and Credit Activities. (2024). Myronchuk, Viktoriia ; Yatsenko, Oleksandr ; Riznyk, Dmytro ; Frolov, Andrii ; Hurina, Olena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-32.

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2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; 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). Liu, Wenbin ; Turkson, Charles ; Acquaye, Adolf. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004008.

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2024Taking a Portfolio approach to wind and solar deployment: The case of the National Electricity Market in Australia. (2024). Reiner, David ; Roques, Fabien ; Chyong, Chi Kong ; Li, Carmen. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s0306261924008109.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. 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). Shu, Tse-Mei ; Chau, Man Foon ; Chen, Jieyu ; Ma, Alfred. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000133.

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2024Using machine learning to predict investors’ switching behaviour. (2024). Gilbert, Evan ; Nixon, Paul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001072.

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2025Pledging of shares by controlling shareholders and implications for foreign institutional investors. (2025). Ray, Sougata ; Ramachandran, Kavil ; Bhatia, Nandil ; Bang, Nupur Pavan. In: Business Horizons. RePEc:eee:bushor:v:68:y:2025:i:1:p:95-108.

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

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2024Traffic violations and economic preferences: Evidence from full-time drivers of a large transportation network company in China. (2024). Hu, Youxin ; Xu, Xiaoshu ; Huang, Shaoqing ; Jiang, Ming. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001445.

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2025Role of correlations in the maximum distribution of strongly correlated stationary Markovian processes. (2025). Miccich, S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077925000086.

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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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2024Dynamic mean-variance portfolio selection under factor models. (2024). Shi, Yun ; Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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2024Competition policy and enterprise competitiveness: Catalyst or barrier?. (2024). Xu, Peng ; Yan, Hongping ; Xiong, Kaijun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:739-755.

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2025The impact of bank interest rate deregulations on firm exports: Evidence from China. (2025). Sun, Guangya ; Guo, Jing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1460-1475.

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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). Tu, Xueyong ; Li, Bin. 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). Gossé, Jean-Baptiste ; Gosse, Jean-Baptiste ; Jehle, Camille. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024Information acquisition and financial advice. (2024). Pagnozzi, Marco ; Puopolo, Giovanni Walter ; Piccolo, Salvatore ; Karako, Glen. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002487.

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2025Environmental, social, and governance investing and sustainability of pension funds: Evidence from the organisation for economic cooperation and development countries. (2025). Abdulrahman, Adam ; Otchere, Isaac ; Wang, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003055.

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2025The performance of ESG portfolios: Evidence from the Chinese market under COVID-19. (2025). Cheng, Ho Cheung ; Wang, Shaolin ; Yick, Ho Yin. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003158.

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2024Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences. (2024). Zhu, Yuanguo ; Wang, Xiantao ; Tang, Pan. 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). Cui, Xuegang ; Xu, Lei ; Wang, Kaiyan ; Zhang, Huili. 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). Righi, Marcelo ; Muller, Fernanda Maria ; 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). Mani, Slavica ; Gaji-Glamolija, Marina ; 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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2024Non-zero-sum investment-reinsurance game with delay and ambiguity aversion. (2024). He, Yong ; Luouyang, Xueqi ; Li, Sheng ; Chen, Haiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000858.

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2024Adjustable light robust optimization with second order stochastic dominance constraints. (2024). Ji, Xinzhi ; Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000871.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria. (2024). Wang, Zihui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001621.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications. (2025). Escobar Anel, Marcos ; Yang, Yu-Jung ; Escobar-Anel, Marcos ; Zagst, Rudi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000166.

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2025Project risk neutrality in the context of asymmetric information. (2025). Alex, Fabian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000233.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025Adaptive online portfolio selection incorporating systematic risk of the financial market. (2025). Zhang, Jianing ; Liu, Rumei ; Yang, Liwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000786.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2024The scope of green finance research: Research streams, influential works and future research paths. (2024). Ante, Lennart. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s092180092400199x.

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2025Natural insurance as a green alternative for farmers? Empirical evidence for semi-natural habitats and methodological bias. (2025). Faure, Jrme ; Mouysset, Lauriane. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924003124.

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2025Mitigating climate vulnerability: the crop diversification effect. (2025). Ferry, Marin ; de Montalembert, Jeanne. In: Ecological Economics. RePEc:eee:ecolec:v:233:y:2025:i:c:s0921800925000515.

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2024Regret-aversion over different maturities: Application to energy futures markets. (2024). Ben Amar, Amine ; Bellalah, Makram ; Clark, Ephraim. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002969.

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2024The needs of the many, the wealth of the few: How responsibility affects decision-making for others. (2024). Füllbrunn, Sascha ; Buckle, Georgia E ; Fllbrunn, Sascha ; Luhan, Wolfgang J. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004701.

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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]		article43
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]		article66
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: 66		chapter
1981Portfolio Analysis with Factors and Scenarios. In: Journal of Finance.
[Full Text][Citation analysis]		article22
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]		article168
1991 Foundations of Portfolio Theory. In: Journal of Finance.
[Full Text][Citation analysis]		article239
1990Foundations of Portfolio Theory.(1990) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		paper
1952PORTFOLIO SELECTION In: Journal of Finance.
[Full Text][Citation analysis]		article3630
2006A NOTE ON SEMIVARIANCE In: Mathematical Finance.
[Full Text][Citation analysis]		article15
2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article76
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]		article78
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]		article22
1993A comparison of some aspects of the U.S. and Japanese equity markets In: Japan and the World Economy.
[Full Text][Citation analysis]		article8
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: 8		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]		article2
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]		article6
2002Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective In: Operations Research.
[Full Text][Citation analysis]		article10
2005Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions In: Operations Research.
[Full Text][Citation analysis]		article36
1996The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference. In: Journal of Risk and Uncertainty.
[Citation analysis]		article20
1996The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results. In: Journal of Risk and Uncertainty.
[Citation analysis]		article17
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]		article1
2010Employee stock ownership and diversification In: Annals of Operations Research.
[Full Text][Citation analysis]		article11
2018Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2021A further analysis of robust regression modeling and data mining corrections testing in global stocks In: Annals of Operations Research.
[Full Text][Citation analysis]		article13
2010Single-Period Mean–Variance Analysis in a Changing World In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
1999The Early History of Portfolio Theory: 1600–1960 In: Financial Analysts Journal.
[Full Text][Citation analysis]		article13
2003Single-Period Mean–Variance Analysis in a Changing World (corrected) In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2004With Growth, a Growing Obligation In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2005Market Efficiency: A Theoretical Distinction and So What? In: Financial Analysts Journal.
[Full Text][Citation analysis]		article5
2006Trimability and Fast Optimization of Long–Short Portfolios In: Financial Analysts Journal.
[Full Text][Citation analysis]		article2
2008“Fundamentally Flawed Indexing”: Comments In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2009Proposals Concerning the Current Financial Crisis In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2010Simulating Security Markets in Dynamic and Equilibrium Modes In: Financial Analysts Journal.
[Full Text][Citation analysis]		article3
2017An Interview with Nobel Laureate Harry M. Markowitz In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
1952The Utility of Wealth In: Journal of Political Economy.
[Full Text][Citation analysis]		article551
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]		article56
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]		article4
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. Last updated November, 20 2025. Contact: CitEc Team