Harry M. Markowitz
1899–2021 年に発表
- 47
- 論文数
- 24,943
- 被引用数
- 30
- h 指数
- 42
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Decision Sciences30.9%
- Economics, Econometrics and Finance20.1%
- Engineering16.9%
- Computer Science15.6%
- Business, Management and Accounting7.1%
- Mathematics4.5%
- その他4.9%
トピック
- 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%
- その他73.8%
共著者
- Donald P. Pazel5
- Ganlin Xu5
- Ashok Malhotra4
- John B. Guerard Jr.4
- Ana Marjanski2
- Paula M. Oldfather2
- Stephen M. Bailey2
- Stephen V. Rice2
- A. Malhotra1
- Alan J. Hoffman1
- Alan S. Manne1
- Alan Stuart1
- Allen Ginsberg1
- Allen S. Ginsberg1
- Anton Iliuk1
- Bernard Dimsdale1
- Bernard Hausner1
- Bruce I. Jacobs1
- Campbell R. Harvey1
- Cierra Siobhrie Wiebe1
- Douglas L. Kruse1
- Elda E. Sánchez1
- Emelyn Salazar1
- Fabiola Alejandra Oyervides1
全論文
- PORTFOLIO SELECTION*
著者: Harry M. Markowitz - The Journal of Finance 1952 被引用: 5,301
- Foundations of Portfolio Theory
著者: Harry M. Markowitz - The Journal of Finance 1991 被引用: 955
- Portfolio Selection: Efficient Diversification of Investments
著者: Alan Stuart, Harry M. Markowitz - OR 1959 被引用: 5,596
- The Utility of Wealth
著者: Harry M. Markowitz - Journal of Political Economy 1952 被引用: 1,803
- Portfolio Selection: Efficient Diversification of Investments.
著者: H. S. Houthakker, Harry M. Markowitz - Journal of the American Statistical Association 1962 被引用: 3,749
- The optimization of a quadratic function subject to linear constraints
著者: Harry M. Markowitz - Naval Research Logistics Quarterly 1956 被引用: 539
- Mean-Variance Analysis in Portfolio Choice and Capital Markets.
著者: William F. Sharpe, Harry M. Markowitz - The Journal of Finance 1989 被引用: 1,191
- Industrial Scheduling
著者: Harry M. Markowitz, John F. Muth, Gerald L. Thompson - Econometrica 1964 被引用: 861
- Portfolio Optimization with Mental Accounts
著者: Sanjiv Ranjan Das, Harry M. Markowitz, Jonathan Scheid, Meir Statman - Journal of Financial and Quantitative Analysis 2010 被引用: 267
- INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE
著者: Harry M. Markowitz - The Journal of Finance 1976 被引用: 209
- Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
著者: Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz - Operations Research, Oper. Res. 2002 被引用: 116
- The Early History of Portfolio Theory: 1600–1960
著者: Harry M. Markowitz - Financial Analysts Journal 1999 被引用: 336
- Mean-variance approximations to expected utility
著者: Harry M. Markowitz - European Journal of Operational Research, Eur. J. Oper. Res. 2012 被引用: 286
- Computation of mean-semivariance efficient sets by the Critical Line Algorithm
著者: Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane - Annals of Operations Research, Ann. Oper. Res. 1993 被引用: 204
- A further analysis of robust regression modeling and data mining corrections testing in global stocks
著者: John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz - Annals of Operations Research, Ann. Oper. Res. 2020 被引用: 34
- The Elimination form of the Inverse and its Application to Linear Programming
著者: Harry M. Markowitz - Management Science 1957 被引用: 513
- On the Solution of Discrete Programming Problems
著者: Harry M. Markowitz, Alan S. Manne - Econometrica 1957 被引用: 230
- Mean‐Variance Versus Direct Utility Maximization
著者: Yoram Kroll, Haim Levy, Harry M. Markowitz - The Journal of Finance 1984 被引用: 514
- The Legacy of Modern Portfolio Theory
著者: Frank J. Fabozzi, Francis Gupta, Harry M. Markowitz - The Journal of Investing 2002 被引用: 302
- Data Mining Corrections
著者: Harry M. Markowitz, Gan Lin Xu - The Journal of Portfolio Management 1994 被引用: 76
- A Backtesting Protocol in the Era of Machine Learning
著者: Rob Arnott, Campbell R. Harvey, Harry M. Markowitz - The Journal of Financial Data Science 2019 被引用: 66
- The role of effective corporate decisions in the creation of efficient portfolios
著者: John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu - IBM Journal of Research and Development, IBM J. Res. Dev. 2014 被引用: 32
- Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective
著者: Harry M. Markowitz - Operations Research, Oper. Res. 2002 被引用: 31
- Proteomic Identification and Quantification of Snake Venom Biomarkers in Venom and Plasma Extracellular Vesicles
著者: 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 被引用: 27
