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Harry M. Markowitz

Active 1899–2021

47
Papers
24,943
Citations
30
h-index
42
i10-index

Citations

Citations per year for Harry M. Markowitz1967: 10 citations1968: 15 citations1969: 20 citations1970: 15 citations1971: 25 citations1972: 20 citations1973: 27 citations1974: 21 citations1975: 17 citations1976: 13 citations1977: 13 citations1978: 12 citations1979: 16 citations1980: 16 citations1981: 10 citations1982: 17 citations1983: 21 citations1984: 37 citations1985: 10 citations1986: 14 citations1987: 19 citations1988: 22 citations1989: 36 citations1990: 19 citations1991: 37 citations1992: 28 citations1993: 59 citations1994: 31 citations1995: 41 citations1996: 44 citations1997: 33 citations1998: 33 citations1999: 60 citations2000: 68 citations2001: 72 citations2002: 80 citations2003: 94 citations2004: 106 citations2005: 143 citations2006: 140 citations2007: 159 citations2008: 148 citations2009: 221 citations2010: 184 citations2011: 176 citations2012: 144 citations2013: 193 citations2014: 163 citations2015: 181 citations2016: 174 citations2017: 184 citations2018: 173 citations2019: 160 citations2020: 204 citations2021: 194 citations2022: 169 citations2023: 159 citations2024: 211 citations2025: 126 citations2026: 15 citations

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 1,135 citing papers, 23.7% of this breakdownChina: 552 citing papers, 11.6% of this breakdownUnited Kingdom: 299 citing papers, 6.3% of this breakdownGermany: 260 citing papers, 5.4% of this breakdownFrance: 192 citing papers, 4% of this breakdownJapan: 155 citing papers, 3.2% of this breakdownItaly: 146 citing papers, 3.1% of this breakdownHong Kong: 137 citing papers, 2.9% of this breakdownCanada: 136 citing papers, 2.8% of this breakdownSpain: 117 citing papers, 2.4% of this breakdownIndia: 109 citing papers, 2.3% of this breakdownTaiwan: 108 citing papers, 2.3% of this breakdown
0%23.7%Other 30%

Institutions

Fields

  • Decision Sciences30.9%
  • Economics, Econometrics and Finance20.1%
  • Engineering16.9%
  • Computer Science15.6%
  • Business, Management and Accounting7.1%
  • Mathematics4.5%
  • Other4.9%

Topics

  • Risk and Portfolio Optimization8.4%
  • Financial Markets and Investment Strategies5.8%
  • Scheduling and Optimization Algorithms3.8%
  • Stochastic processes and financial applications3.4%
  • Stock Market Forecasting Methods2.6%
  • Complex Systems and Time Series Analysis2.2%
  • Other73.8%

Coauthors

All papers

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  1. PORTFOLIO SELECTION*

    Authors: Harry M. Markowitz - The Journal of Finance 1952 cited by 5,301

  2. Foundations of Portfolio Theory

    Authors: Harry M. Markowitz - The Journal of Finance 1991 cited by 955

  3. Portfolio Selection: Efficient Diversification of Investments

    Authors: Alan Stuart, Harry M. Markowitz - OR 1959 cited by 5,596

  4. The Utility of Wealth

    Authors: Harry M. Markowitz - Journal of Political Economy 1952 cited by 1,803

  5. Portfolio Selection: Efficient Diversification of Investments.

    Authors: H. S. Houthakker, Harry M. Markowitz - Journal of the American Statistical Association 1962 cited by 3,749

  6. The optimization of a quadratic function subject to linear constraints

    Authors: Harry M. Markowitz - Naval Research Logistics Quarterly 1956 cited by 539

  7. Mean-Variance Analysis in Portfolio Choice and Capital Markets.

    Authors: William F. Sharpe, Harry M. Markowitz - The Journal of Finance 1989 cited by 1,191

  8. Industrial Scheduling

    Authors: Harry M. Markowitz, John F. Muth, Gerald L. Thompson - Econometrica 1964 cited by 861

  9. Portfolio Optimization with Mental Accounts

    Authors: Sanjiv Ranjan Das, Harry M. Markowitz, Jonathan Scheid, Meir Statman - Journal of Financial and Quantitative Analysis 2010 cited by 267

  10. INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE

    Authors: Harry M. Markowitz - The Journal of Finance 1976 cited by 209

  11. Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions

    Authors: Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz - Operations Research, Oper. Res. 2002 cited by 116

  12. The Early History of Portfolio Theory: 1600–1960

    Authors: Harry M. Markowitz - Financial Analysts Journal 1999 cited by 336

  13. Mean-variance approximations to expected utility

    Authors: Harry M. Markowitz - European Journal of Operational Research, Eur. J. Oper. Res. 2012 cited by 286

  14. Computation of mean-semivariance efficient sets by the Critical Line Algorithm

    Authors: Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane - Annals of Operations Research, Ann. Oper. Res. 1993 cited by 204

  15. A further analysis of robust regression modeling and data mining corrections testing in global stocks

    Authors: John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz - Annals of Operations Research, Ann. Oper. Res. 2020 cited by 34

  16. The Elimination form of the Inverse and its Application to Linear Programming

    Authors: Harry M. Markowitz - Management Science 1957 cited by 513

  17. On the Solution of Discrete Programming Problems

    Authors: Harry M. Markowitz, Alan S. Manne - Econometrica 1957 cited by 230

  18. Mean‐Variance Versus Direct Utility Maximization

    Authors: Yoram Kroll, Haim Levy, Harry M. Markowitz - The Journal of Finance 1984 cited by 514

  19. The Legacy of Modern Portfolio Theory

    Authors: Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz - The Journal of Investing 2002 cited by 302

  20. Data Mining Corrections

    Authors: Harry M. Markowitz, Gan Lin Xu - The Journal of Portfolio Management 1994 cited by 76

  21. A Backtesting Protocol in the Era of Machine Learning

    Authors: Rob Arnott, Campbell R. Harvey, Harry M. Markowitz - The Journal of Financial Data Science 2019 cited by 66

  22. The role of effective corporate decisions in the creation of efficient portfolios

    Authors: John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu - IBM Journal of Research and Development, IBM J. Res. Dev. 2014 cited by 32

  23. Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective

    Authors: Harry M. Markowitz - Operations Research, Oper. Res. 2002 cited by 31

  24. Proteomic Identification and Quantification of Snake Venom Biomarkers in Venom and Plasma Extracellular Vesicles

    Authors: Nicholas Kevin Willard, Emelyn Salazar, Fabiola Alejandra Oyervides, Cierra Siobhrie Wiebe, Jack Sutton Ocheltree, Mario Cortez, Ricardo Pedro Perez, Harry M. Markowitz, Anton Iliuk, Elda E. Sánchez, Montamas Suntravat, Jacob A. Galán - Toxins 2021 cited by 27