Harry M. Markowitz : Citation Profile

Deceased: 2023-06-22

Nobel prize laureate

15

H index

18

i10 index

4886

Citations

RESEARCH PRODUCTION:

42

Articles

6

Papers

15

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   60 years (1963 - 2023). See details.
   Cites by year: 81
   Journals where Harry M. Markowitz has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 10 (0.2 %)

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   Permalink: http://citec.repec.org/pma73
   Updated: 2025-04-05    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 (19)

Parolya, Nestor (18)

Allen, David (18)

Knoke, Thomas (16)

Fabozzi, Frank (14)

Kerstens, Kristiaan (14)

Baptista, Alexandre (13)

Cites to:

French, Kenneth (11)

Fama, Eugene (7)

Sharpe, William (6)

Shleifer, Andrei (6)

Stambaugh, Robert (4)

Roll, Richard (4)

Kruse, Douglas (4)

Kaul, Gautam (3)

Kahneman, Daniel (3)

Thaler, Richard (3)

Vishny, Robert (3)

Main data

Production by document typechapterpaperarticle198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19631964196519661967196819691970197119721973197419751976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1969197019711972197319741975197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19631964196519661967196819691970197119721973197419751976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170k2k4kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Harry M. Markowitz has published?

Journals with more than one article published# docs
Financial Analysts Journal9
Journal of Finance6
Annals of Operations Research3
Naval Research Logistics Quarterly3
Journal of Risk and Uncertainty2
The American Economist2

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

Year  ↓Title of citing document  ↓
2024.

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2024.

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2025Efficient and Near-Optimal Online Portfolio Selection. (2022). Gaillard, Pierre ; Ostrovskii, Dmitrii M. In: Papers. RePEc:arx:papers:2209.13932.

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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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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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2025Multi-fractional Stochastic Dominance: Mathematical Foundations. (2023). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651.

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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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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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2025Dynamic Optimization of Portfolio Allocation Using Deep Reinforcement Learning. (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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2024Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing. (2024). Amalia, Farah ; Demi, Irene Rini ; Muharam, Harjum. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:114-129.

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

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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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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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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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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). Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan ; Shi, Yun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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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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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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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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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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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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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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2024Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415.

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2024Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024Robustifying Markowitz. (2024). Zhivotovskiy, Nikita ; Hardle, Wolfgang Karl ; Klochkov, Yegor ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180.

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2024Realized regression with asynchronous and noisy high frequency and high dimensional data. (2024). Zhang, Lan ; Mykland, Per A ; Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300132x.

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2024Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676.

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2024Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x.

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2024Risk reduction and portfolio optimization using clustering methods. (2024). Thos, Anna-Katharina ; Sass, Jorn. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:1-16.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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2024Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Scozzari, Andrea ; Ricca, Federica. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717.

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2024First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085.

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2024Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. (2024). Wimmer, Maximilian ; Qi, Yue ; Steuer, Ralph E. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:628-636.

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2024On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. (2024). Hsieh, Chung-Han. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:3:p:1129-1139.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Li, Hongyi ; Xu, Weijun ; Zhong, Yannan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1143-1158.

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2024Robo-advising: Optimal investment with mismeasured and unstable risk preferences. (2024). Keffert, Henk. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:378-392.

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2024Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344.

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2024Sparse portfolio optimization via ℓ1 over ℓ2 regularization. (2024). Ge, Zhili ; Allen-Zhao, Zhihua ; Zeng, Tieyong ; Sun, Kexin ; Wu, Zhongming. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:820-833.

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2025Optimizing sequential decision-making under risk: Strategic allocation with switching penalties. (2025). Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:160-176.

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2025Adaptive robust online portfolio selection. (2025). Tsang, Man Yiu ; Sit, Tony ; Wong, Hoi Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:214-230.

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2025Integration of prediction and optimization for smart stock portfolio selection. (2025). Sarkar, Puja ; Khanapuri, Vivekanand B ; Tiwari, Manoj Kumar. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:243-256.

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2025On the integration of multiple criteria decision aiding and forecasting: Does it create value in portfolio selection?. (2025). Samitas, Aristeidis ; Thomakos, Dimitris ; Xidonas, Panos. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:516-528.

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2025Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

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2024Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Fang, Jie ; Sun, Yongping ; Liu, Sinuo ; Jin, YI. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932.

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2024Consequences of the missing risk market problem for power system emissions. (2024). Gabriel, Steven A ; Korps, Magnus ; Reichenberg, Lina ; Dimanchev, Emil. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003475.

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2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Cocca, Teodoro ; Pomberger, Stefan ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888.

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2024Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction. (2024). Marupanthorn, Pasin ; Richards, Kylie-Anne ; Peters, Gareth W ; Ofosu-Hene, Eric D ; Nikitopoulos, Christina S. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004328.

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2024Does citizen participation improve acceptance of a Green Deal? Evidence from choice experiments in Ukraine and Switzerland. (2024). Wustenhagen, Rolf ; Reidl, Katharina ; Kostyuchenko, Nadiya. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s0301421524001265.

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2024Electricity generation portfolios in Mexico: Environmental, economic, and policy implications. (2024). Juarez-Luna, David ; Mosio, Alejandro. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002787.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024Wind-solar technological, spatial and temporal complementarities in Europe: A portfolio approach. (2024). Staffell, Iain ; Pfenninger, Stefan ; Calvo-Silvosa, Anxo ; de Llano, Fernando ; Prol, Javier Lopez. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224001191.

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2024Capital structure of single family office-owned firms. (2024). Block, Joern ; Fathollahi, Reza ; Eroglu, Onur. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:15:y:2024:i:3:s1877858523000451.

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2024GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods. (2024). Potanin, Bogdan ; Trifonov, Juri. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300457x.

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2024Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Dogah, Kingsley E ; Umar, Zaghum ; Trabelsi, Nader ; Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

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

Harry M. Markowitz has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Harry M. Markowitz:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Portfolio Theory: As I Still See It In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article37
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]		article18
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