WorldCat Identities

Markowitz, H. (Harry) 1927-

Overview
Works: 133 works in 553 publications in 6 languages and 9,264 library holdings
Genres: History  Poetry  Examinations 
Roles: Author, Editor, Honoree, Other, Thesis advisor, Illustrator
Classifications: HG4521, 332.6
Publication Timeline
.
Most widely held works by H Markowitz
Portfolio selection; efficient diversification of investments by H Markowitz( Book )

114 editions published between 1952 and 2014 in 4 languages and held by 1,441 WorldCat member 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 )

52 editions published between 1987 and 2016 in 3 languages and held by 616 WorldCat member libraries worldwide

Mean-variance analysis in portfolio... / Markowitz, H.M
Portfolio theory, 25 years after : essays in honor of Harry Markowitz( Book )

16 editions published in 1979 in English and Undetermined and held by 390 WorldCat member libraries worldwide

Simscript: a simulation programming language by H Markowitz( Book )

31 editions published between 1962 and 1977 in 3 languages and held by 372 WorldCat member 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 360 WorldCat member libraries worldwide

Equity valuation and portfolio management by Frank J Fabozzi( Book )

10 editions published between 2011 and 2013 in English and held by 159 WorldCat member 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 121 WorldCat member libraries worldwide

Harry Markowitz : selected works by H Markowitz( Book )

24 editions published between 2008 and 2010 in English and Undetermined and held by 110 WorldCat member 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
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 WorldCat member 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
I reach out to the morning by Bill Martin( Book )

3 editions published in 1970 in English and held by 84 WorldCat member libraries worldwide

A youngster discloses his wish to be receptive to all people regardless of color and belief
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 70 WorldCat member libraries worldwide

Contains Nobel lectures and articles by Harry M. Markowitz, William F. Sharpe, and Merton H. Miller
Risk-return analysis. the theory and practice of rational investing by H Markowitz( Book )

8 editions published between 2013 and 2014 in English and held by 55 WorldCat member libraries worldwide

Portfolio selection : die Grundlagen der optimalen Portfolio-Auswahl by H Markowitz( Book )

4 editions published between 2007 and 2008 in German and held by 52 WorldCat member 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 )

8 editions published between 2002 and 2004 in English and held by 47 WorldCat member 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 44 WorldCat member 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 WorldCat member 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
Risk-return analysis : the theory and practice of rational investing by H Markowitz( Book )

6 editions published in 2014 in English and held by 15 WorldCat member 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 WorldCat member 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
Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes( Book )

1 edition published in 2009 in English and held by 4 WorldCat member libraries worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.48 (from 0.03 for Harry Mark ... to 1.00 for Markowitz ...)

Portfolio selection; efficient diversification of investments
Alternative Names
Harri Markovits

Harry Markowitz Amerikaans econoom

Harry Markowitz amerikansk ekonom

Harry Markowitz amerikansk økonom

Harry Markowitz economista estadounidense

Harry Markowitz economista estatunidenc

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

הארי מרקוביץ כלכלן אמריקאי

هاري ماركويتز

هاري ماركويتز عالم اقتصاد أمريكي

هری مارکوویتز اقتصاددان آمریکایی

ہیری مارکووٹز

ہیری مارکوٹز

해리 마코위츠

ハリー・マーコウィッツ

マーコビッツ, ハリー・M.

哈利·馬可維茲

Languages
Covers
Mean-variance analysis in portfolio choice and capital marketsEquity valuation and portfolio managementHarry Markowitz : selected worksThe theory and practice of investment managementThe theory and practice of investment management workbook : step-by-step exercises and tests to help you master the Theory and practice of investment managementHandbook of portfolio construction : contemporary applications of Markowitz techniquesHarry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes