Harry Markowitz - Selected Publications

Selected Publications

  • Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance 7 (1): 77–91. doi:10.2307/2975974. JSTOR 2975974.
  • Markowitz, H.M. (April 1952). "The Utility of Wealth". The Journal of Political Economy (Cowles Foundation Paper 57) LX (2): 151–158. doi:10.1086/257177. http://cowles.econ.yale.edu/P/cp/p00b/p0057.pdf.
  • Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science 3 (3): 255–269. doi:10.1287/mnsc.3.3.255.
  • Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. http://cowles.econ.yale.edu/P/cm/m16/index.htm. (reprinted by Yale University Press, 1970, ISBN 978-0-300-01372-6; 2nd ed. Basil Blackwell, 1991, ISBN 978-1-55786-108-5)
  • Markowitz, H.M. (October 1, 1979). Belzer, Jack; Holzman, Albert G.; Kent, Allen. eds. "SIMSCRIPT", Encyclopedia of Computer Science and Technology. 13. New York and Basel: Marcel Dekker. pp. 516. ISBN 978-0-8247-2263-0.
  • Markowitz, H.M. and E. van Dijk (March/April 2003). "Single-Period Mean-Variance Analysis in a Changing World". Financial Analysts Journal 59 (2): 30–44. doi:10.2469/faj.v59.n2.2512.
  • Markowitz, H.M. (September/October 2005). "Market Efficiency: A Theoretical Distinction and So What?". Financial Analysts Journal 61 (5): 17–30. doi:10.2469/faj.v61.n5.2752. http://www.researchaffiliates.com/ideas/pdf/marketEfficiency.pdf.
  • Markowitz, H.M. (2009). Harry Markowitz: Selected Works. World Scientific-Nobel Laureate Series: Vol. 1. Hackensack, New Jersey: World Scientific. pp. 716. ISBN 978-981-283-364-8. http://www.worldscibooks.com/economics/6967.html.

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