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Markowitz, H. (Harry) 1927-

Works: 124 works in 516 publications in 6 languages and 8,517 library holdings
Genres: History  Poetry 
Roles: Author, Editor, Honoree, Thesis advisor, Other, Illustrator
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 )
112 editions published between 1952 and 2014 in 4 languages and held by 1,450 libraries worldwide
Illustrative portfolio analyses - Avereges and expected values - Standard deviations and variances - Investment in large numbers of securities - Return in the long run - Geometric analysis of efficient sets - Derivation of E, V efficient portfolios - The semi-variance - The expected utility maxim - Utility analysis over time - Probability beliefs - Applications to portfolio selection -
Mean-variance analysis in portfolio choice and capital markets by H Markowitz( Book )
50 editions published between 1987 and 2006 in 3 languages and held by 619 libraries worldwide
Mean-variance analysis in portfolio... / Markowitz, H.M
Portfolio theory, 25 years after : essays in honor of Harry Markowitz ( Book )
17 editions published in 1979 in English and Undetermined and held by 389 libraries worldwide
Simscript: a simulation programming language by H Markowitz( Book )
28 editions published between 1962 and 1977 in 3 languages and held by 373 libraries worldwide
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 )
26 editions published in 1963 in English and Undetermined and held by 362 libraries worldwide
The Simscript II programming language by Philip J Kiviat( Book )
20 editions published between 1968 and 1973 in English and held by 321 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
Equity valuation and portfolio management by Frank J Fabozzi( Book )
11 editions published between 2011 and 2013 in English and held by 156 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 )
15 editions published between 1973 and 1987 in English and Undetermined and held by 124 libraries worldwide
The theory and practice of investment management by Frank J Fabozzi( Book )
21 editions published between 2002 and 2011 in English and held by 106 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( Book )
17 editions published between 2008 and 2010 in English and Undetermined and held by 100 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
I reach out to the morning by Bill Martin( Book )
3 editions published in 1970 in English and held by 84 libraries worldwide
A youngster discloses his wish to be receptive to all people regardless of color and belief
Risk-return analysis the theory and practice of rational investing by H Markowitz( Book )
19 editions published between 2013 and 2016 in English and held by 79 libraries worldwide
The Nobel Prize-winning Father of Modern Portfolio Theory returns with new insights on his classic work to help you build a lasting portfolio today Contemporary investing as we know it would not exist without these two words: "Portfolio selection." Though it may not seem revolutionary today, the concept of examining and purchasing many diverse stocks-creating a portfolio-changed the face of finance when Harry M. Markowitz devised the idea in 1952. In the past six decades, Markowitz has risen to international acclaim as the father of Modern Portfolio Theory (MPT), with his evaluation of the impact of asset risk, diversification, and correlation in the risk-return tradeoff. In defending the idea that portfolio risk was essential to strategic asset growth, he showed the world how to invest for the long-run in the face of any economy. In Risk Return Analysis, this groundbreaking four-book series, the legendary economist and Nobel Laureate returns to revisit his masterpiece theory, discuss its developments, and prove its vitality in the ever-changing global economy. Volume 2 picks up where the first volume left off, with Markowitz's personal reflections and current strategies. In this volume, Markowitz focuses on the relationship between single-period choices-now-and longer run goals. He discusses dynamic systems and models, the asset allocation "glide-path," inter-generational investment needs, and financial decision support systems. Written with both the academic and the practitioner in mind, this richly illustrated volume provides investors, economists, and financial advisors with a refined look at MPT, highlighting the rational decision-making and probability beliefs that are essential to creating and maintaining a successful portfolio today
The founders of modern finance : their prize-winning concepts and 1990 Nobel lectures ( Book )
3 editions published between 1991 and 1992 in English and held by 71 libraries worldwide
Contains Nobel lectures and articles by Harry M. Markowitz, William F. Sharpe, and Merton H. Miller
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 46 libraries worldwide
The approach is to present the user with a set of possible options, expressed in an English language questionnaire. By choosing from these options, the user specifies all the information necessary to construct his desired computer program. A 'Generator' program, informed of the selected options, then constructs the desired program and specifies the data that the user must supply in order to execute the generated program. The components of the Generator program are: (1) A 'Statement List' that includes all the commands which may be needed in the construction of any of the programs. (2) A set of 'Decision Tables' that specify which commands are to be included in the generated program, based on the choices selected from the Questionnaire. (3) An 'Editor' that processes the Questionnaire, Statement List, and Decision Tables. The mechanics of the program generation process are discussed in terms of an illustrative Job Shop Simulator Program Generator (JSSPG)
Handbook of portfolio construction : contemporary applications of Markowitz techniques by John Guerard( Book )
1 edition published in 2010 in English and held by 42 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
Income, employment, and the price level; notes on lectures given at the University of Chicago, autumn, 1948 and 1949 by Jacob Marschak( Book )
7 editions published between 1951 and 1965 in English and held by 15 libraries worldwide
Risk and lack of diversification under employee ownership and shared capitalism by Joseph R Blasi( Book )
8 editions published in 2008 in English and held by 15 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
Modify and restart routines for SIMSCRIPT games and simulation experiments by H Markowitz( Book )
2 editions published in 1965 in English and held by 14 libraries worldwide
A presentation of routines to be used with any SIMSCRIPT simulation program. They provide snapshot, modify, and restart capabilities for the following game and experiment applications: (1) man/machine games in which the computer simulates a system for a period of time, humans then use the results to decide on changes in policy parameters for the following period, and the computer resumes simulations where it left off but with policy parameters modified; and (2) simulation experiments in which snapshots of the simulated system are recorded on tape at various points in time. After inspecting the periodic and summary print-outs produced by the simulation, an analyst may specify a return to some snapshot, modify one or more parameters, and resume simulation at that point. While this revised simulation is running, additional snapshots may be taken so that the process can be repeated. (Author)
A brief review of Simscript as a simulating technique by Murray A Geisler( Book )
3 editions published in 1963 in English and held by 13 libraries worldwide
The role of simulation is described and the underlying concepts and structure of SIMSCRIPT by a specific example of a simple job shop routine are presented. The key to developing a more rigorous approach to simulation is to have a SIMSCRIPT view of the world in terms of events, sets, and entities. SIMCRIPT is a way of design ing and writing down a simulation model, and has been developed with the following objectives: (1) to produce a generalized structure for de signing simulation models; (2) to provide a rapid way of converting a simulation model into a com puter program; (3) to provide a rapid way of mking changes in the simulation model which can be readily reflected in the machine program; and (4) to provide a flexible way of obtaining use ful outputs for analysis. The method is not only an abridged language, but also a structur the help of which a wide class of management problems can be programmed to a computer. It is so designed that whole areas of a problem can be changed without reprogramming the entire model. SIMSCRIPT streamlines programming and makes it faster and more economical to use. (Author)
A time series analysis of interindustry demands by Rand Corporation( Book )
3 editions published in 1959 in English and Italian and held by 13 libraries worldwide
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Alternative Names
Harri Markovits
Harry Markowitz Amerikaans econoom
Harry Markowitz amerikansk ekonom
Harry Markowitz amerikansk økonom
Harry Markowitz economista statunitense
Harry Markowitz économiste américain
Harry Markowitz ekonomista amerykański, noblista
Harry Markowitz Nobel-díjas amerikai közgazdász
Harry Markowitz US-amerikanischer Ökonom und Nobelpreisträger
Harry Max Markowitz
Henricus Maximus Markowitz
Markovic, G.
Markovic, G. 1927-
Markowitz, H.
Markowitz, H. 1927-
Markowitz, H. M.
Markowitz, H. M. 1927-
Markowitz, H. M. (Harry Max), 1927-
Markowitz, Harry 1927-
Markowitz, Harry M.
Markowitz, Harry M. 1927-
Markowitz, Harry M. (Harry Max), 1927-
Markowitz, Harry Max
Markowitz, Harry Max 1927-
Χάρρυ Μάρκοβιτς Αμερικανός νομπελίστας οικονομολόγος
Гаррі Марковіц
Гары Марковіц
Марковиц, Г 1927-
Марковиц, Гарри
Хари Марковиц
Գարի Մարկովից
הארי מרקוביץ
هاري ماركويتز
هری مارکوویتز اقتصاددان آمریکایی
ہیری مارکووٹز
ہیری مارکوٹز
해리 마코위츠
マーコビッツ, ハリー・M
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