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Markowitz, H. (Harry) 1927-

Works: 137 works in 409 publications in 4 languages and 6,771 library holdings
Genres: History  Examinations, questions, etc 
Roles: Editor, Honoree, Thesis advisor
Classifications: HG4521, 332.6
Publication Timeline
Publications about H Markowitz
Publications by H Markowitz
Most widely held works by H Markowitz
Portfolio selection : efficient diversification of investments by H Markowitz( Book )
75 editions published between 1959 and 2007 in English and Undetermined and held by 1,450 libraries worldwide
The theory and practice of investment management asset allocation, valuation, portfolio construction, and strategies by Frank J Fabozzi( file )
19 editions published between 2002 and 2011 in English and held by 1,090 libraries worldwide
"An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena."--Provided by publisher
Harry Markowitz selected works by H Markowitz( file )
15 editions published between 2008 and 2010 in English and held by 918 libraries worldwide
Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory. He also received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. While Dr Markowitz is well-known for his work on portfolio theory, his work on sparse matrices remains an essential part of linear optimization calculations. In addition, he designed and developed SIMSCRIPT -- a computer programming language. SIMSCRIPT has been widely
Mean-variance analysis in portfolio choice and capital markets by H Markowitz( Book )
35 editions published between 1987 and 2000 in English and held by 569 libraries worldwide
Mean-variance analysis in portfolio... / Markowitz, H.M
Simscript: a simulation programming language by H Markowitz( Book )
17 editions published between 1963 and 1965 in English and Undetermined and held by 371 libraries worldwide
Portfolio theory, 25 years after : essays in honor of Harry Markowitz ( Book )
7 editions published in 1979 in English and Undetermined and held by 369 libraries worldwide
The Simscript II programming language by Philip J Kiviat( Book )
16 editions published between 1968 and 1973 in English and held by 330 libraries worldwide
A user's and programmer's manual for SIMSCRIPT II that requires only a basic knowledge of computers and programming language translators (compilers). Sections that are unusually difficult or contain features of limited use are marked with an asterisk. The manual is divided into five chapters, corresponding to five language 'levels.' Level 1 is a teaching language designed to introduce programming concepts to nonprogrammers. Level 2 is a language roughly comparable in power to FORTRAN, but departs from it in specific features. Level 3 is comparable in power to ALGOL or PL/I, but with specific differences, and contains information on the new ALPHA mode for alpha-numeric manipulations, on writing formatted reports, and on internal editing. Level 4 contains the entity-attribute-set features of SIMSCRIPT, which have been up- dated and augmented to provide a more powerful list-processing capability. Level 5, the simulation-oriented part of SIMSCRIPT II, contains statements for time advance, event and activity processing, generation of statistical variates, and accumulation and analysis of simulation-generated data. Two new debugging routines, BEFORE and AFTER, enable the monitoring of six complex processes
Studies in process analysis : economy-wide production capabilities : Proceedings of a conference sponsored by the Cowles Foundation ... April 24-26, 1961 by Alan Sussmann Manne( Book )
8 editions published in 1963 in English and Undetermined and held by 327 libraries worldwide
Equity valuation and portfolio management by Frank J Fabozzi( Book )
9 editions published between 2011 and 2013 in English and held by 238 libraries worldwide
"A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities. In Equity Valuation and Portfolio Management Frank J. Fabozzi and Harry M. Markowitz explain the process of equity valuation, provide the necessary mathematical background, and discuss classic and new portfolio strategies for investment managers. Divided into two comprehensive parts, this reliable resource focuses on valuation and portfolio strategies related to equities.* Discusses both fundamental and new techniques for valuation and strategies* Fabozzi and Markowitz are experts in the fields of investment management and economics* Includes end of chapter bullet point summaries, key chapter take-aways, and study questions Filled with in-depth insights and practical advice, Equity Valuation and Portfolio Management will put you in a better position to excel at this challenging endeavor"--Back cover
SIMSCRIPT II. 5 programming language by Philip J Kiviat( Book )
12 editions published between 1973 and 1987 in English and held by 132 libraries worldwide
The founders of modern finance : their prize-winning concepts and 1990 Nobel lectures ( Book )
2 editions published between 1991 and 1992 in English and held by 74 libraries worldwide
Contains Nobel lectures and articles by Harry M. Markowitz, William F. Sharpe, and Merton H. Miller
Handbook of portfolio construction contemporary applications of Markowitz techniques by John Guerard( Book )
2 editions published in 2010 in English and held by 69 libraries worldwide
This volume showcases original essays by some of today's most prominent academics and practitioners in the field (including Nobel Prize winner, Paul Samuelson) on the contemporary application of Markowitz techniques
Portfolio selection : die Grundlagen der optimalen Portfolio-Auswahl by H Markowitz( Book )
2 editions published in 2008 in German and held by 47 libraries worldwide
Risk-return analysis : the theory and practice of rational investing by H Markowitz( Book )
3 editions published between 2013 and 2014 in English and held by 46 libraries worldwide
Programming by questionnaire : how to construct a program generator by Paula M Oldfather( Book )
6 editions published between 1965 and 1966 in English and held by 45 libraries worldwide
Programming by Questionnaire, or the Program Generator technique, is a method by which many computer programs can be produced at considerable savings in time, effort, and cost. A Program Generator consists of four parts: (1) A Questionnaire, written in English, defining the scope and logic of all of the programs that can be generated. (2) A Statement List containing all the computer commands needed to construct any of the many programs. (3) A set of Decision Tables specifying the commands required from the Statement List as a function of the Questionnaire choices. (4) The Editor program for processing the Questionnaire, Statement List, and Decision Tables, thus building the desired program and providing the user with a list of the data he must supply to use the program. (Author)
Portfolio selection by H Markowitz( Book )
11 editions published between 1955 and 1970 in English and Undetermined and held by 41 libraries worldwide
The theory and practice of investment management workbook : step-by-step exercises and tests to help you master the Theory and practice of investment management by Frank J Fabozzi( Book )
5 editions published between 2002 and 2004 in English and held by 39 libraries worldwide
Studies in process analysis : economy-wide production capabilities; by Alan Sussmann Manne( Book )
10 editions published in 1963 in English and Undetermined and held by 39 libraries worldwide
Risk and lack of diversification under employee ownership and shared capitalism by Joseph R Blasi( file )
6 editions published in 2008 in English and held by 35 libraries worldwide
Some analysts view risk as the Achilles Heel of employee ownership and to some extent variable pay plans such as profit sharing and gainsharing. Workers in such "shared capitalist" firms may invest too much of their wealth in the firm, contrary to the principle of diversification. This paper addresses whether the risk in shared capitalism makes it unwise for most workers or whether the risk can be managed to limit much of the loss of utility from holding the extra risk. We create an index of financial security based on worker pay and wealth, and find that workers who feel financially insecure exhibit fewer of the positive outcomes associated with shared capitalism, and are less interested than other workers in receiving more employee ownership or even more profit sharing in their workplaces. This response is substantially lessened, however, when accounting for worker empowerment, good employee relations, and high-performance work bundles that appear to buffer worker response toward risk and increase interest in shared capitalism plans. We also discuss portfolio theory which suggests that any risky investment -- including stock in one's company -- can be part of an efficient portfolio as long as the overall portfolio is properly diversified. We show that given estimates of risk aversion parameters, workers could prudently hold reasonable proportions of their assets in employee stock ownership of their firm with only a modest loss in utility due to risk. A good strategy for firms is to personalize individual portfolios on the basis of worker characteristics and preferences, developing investment strategies that would diversify each worker's entire portfolio in ways consistent with individual risk preferences
Simscript: a simulation programming language by H Markowitz( Book )
1 edition published in 1962 in English and held by 20 libraries worldwide
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Alternative Names
Markovic, G. 1927-
Markowitz, H.
Markowitz, H. 1927-
Markowitz, H. M.
Markowitz, H. M. (Harry Max), 1927-
Markowitz, Harry, 1927-
Markowitz, Harry M. 1927-
Markowitz, Harry M. (Harry Max), 1927-
Markowitz, Harry Max
Markowitz, Harry Max, 1927-
Марковиц, Г., 1927-
マーコビッツ, ハリー・M
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