On the Himalayan Shoulders of Harry Markowitz

被引：1
|
作者：
Samuelson, Paul A. [1 ]
机构：
[1] MIT, Dept Econ, Cambridge, MA 02139 USA
来源：
HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE | 2010年
关键词：
PORTFOLIO SELECTION; RISK;
D O I：
10.1007/978-0-387-77439-8_5
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：125 / 132
页数：8
相关论文
共 50 条
  • [1] Harry Markowitz and the Early History of Quadratic Programming
    Cottle, Richard W.
    Infanger, Gerd
    HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 179 - 211
  • [2] Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management
    Lleo, Sebastien
    Maclean, Leonard C.
    ANNALS OF OPERATIONS RESEARCH, 2024, : 181 - 216
  • [3] From Portfolio Selection to Portfolio Choice: Remembering Harry Markowitz
    Blay, Kenneth A.
    JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (08) : 45 - 58
  • [4] Markowitz with regret
    Baule, Rainer
    Korn, Olaf
    Kuntz, Laura-Chloe
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2019, 103 : 1 - 24
  • [5] Markowitz and the CAPM
    Simaan, Yusif
    ANNALS OF OPERATIONS RESEARCH, 2025, 346 (01) : 673 - 691
  • [6] Robustifying Markowitz
    Petukhina, Alla
    Klochkov, Yegor
    Hardle, Wolfgang Karl
    Zhivotovskiy, Nikita
    JOURNAL OF ECONOMETRICS, 2024, 239 (02)
  • [7] The Markowitz Category
    Armstrong, John
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2018, 9 (03): : 994 - 1016
  • [8] Do investors like to diversify? A study of Markowitz preferences
    Egozcue, Martin
    Fuentes Garcia, Luis
    Wong, Wing-Keung
    Zitikis, Ricardas
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011, 215 (01) : 188 - 193
  • [9] Testing the efficiency of Markowitz model on Bucharest Stock Exchange
    Armeanu, Daniel
    Balu, Florentina-Olivia
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2008, 42 (1-2) : 201 - 217
  • [10] MULTIOBJECTIVE PROGRAMS AND MARKOWITZ MODEL
    Kankova, Vlasta
    PROCEEDINGS OF THE INTERNATIONAL CONFERENCE QUANTITATIVE METHODS IN ECONOMICS (MULTIPLE CRITERIA DECISION MAKING XII), 2004, : 109 - 117
12345