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American economist and Nobel Laureate (1927–2023)
Harry Max Markowitz (August 24, 1927 – June 22, 2023) was an American economist who received the 1989 John von Neumann Theory Prize and the 1990 Nobel
Harry_Markowitz
Mathematical framework for investment risk
Economist Harry Markowitz introduced MPT in a 1952 paper, for which he was later awarded a Nobel Memorial Prize in Economic Sciences; see Markowitz model
Modern_portfolio_theory
Portfolio optimization model in finance
In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient
Markowitz_model
Surname list
state Gerald Markowitz (born 1944), American historian Harry Markowitz (1927–2023), financial economist and Nobel Laureate John Markowitz (born 1954),
Markowitz
Investment portfolio which occupies the "efficient" parts of the risk-return spectrum
the risk). The efficient frontier was first formulated by Harry Markowitz in 1952; see Markowitz model. A combination of assets, i.e. a portfolio, is referred
Efficient_frontier
American defense contractor
Index, and the S&P MidCap 400 Index. CACI was founded by Herb Karr and Harry Markowitz, who left RAND Corporation in 1962 to commercialize the SIMSCRIPT simulation
CACI
Machine learning framework for portfolio construction
prevailing mean-variance optimization (MVO) framework developed by Harry Markowitz. HRP algorithms apply discrete mathematics and machine learning techniques
Hierarchical_Risk_Parity
Any of various types of risk associated with financing
uncertainty about its extent. Modern portfolio theory initiated by Harry Markowitz in 1952 under his thesis titled "Portfolio Selection" is the discipline
Financial_risk
Simulation language
free-form, English-like general-purpose simulation language conceived by Harry Markowitz and Bernard Hausner at the RAND Corporation in 1962. It was implemented
SIMSCRIPT
American economist
dissertation topic, J. Fred Weston suggested him to ask Harry Markowitz at RAND. Working closely with Markowitz, who in practice "filled a role similar to that
William_F._Sharpe
Protecting economic value by managing risk exposure
with modern portfolio theory, particularly as initiated by Professor Harry Markowitz in 1952 with his article, "Portfolio Selection"; see Mathematical finance
Financial_risk_management
Process of selecting a portfolio
portfolio theory was introduced in a 1952 doctoral thesis by Harry Markowitz, where the Markowitz model was first defined. The model assumes that an investor
Portfolio_optimization
American investment management company
Deal Code System for portfolio strategy. Gerber collaborated with Harry Markowitz, the Nobel Laureate dubbed the "father of Modern Portfolio Theory"
Hudson_Bay_Capital_Management
American economist and Nobel Laureate (born 1944)
(AMC), to join the founder, Michael Goodkin, and chief executive, Harry Markowitz. AMC is the first known attempt at computerized arbitrage trading.
Robert_C._Merton
Branch of applied computer science
computational finance as a discipline can be traced to Harry Markowitz in the early 1950s. Markowitz conceived of the portfolio selection problem as an exercise
Computational_finance
Professional asset management of securities for the benefit of investors
Analysts Journal, vol. 48, no. 2 (March/April 1992):16–18. Markowitz, H.M. (2009). Harry Markowitz: Selected Works. World Scientific-Nobel Laureate Series:
Investment_management
American economist and Nobel Laureate (1923–2000)
the Nobel Memorial Prize in Economic Sciences in 1990, along with Harry Markowitz and William F. Sharpe. Miller spent most of his academic career at
Merton_Miller
Economic theory about capital structure
when he was awarded the 1990 Nobel Prize in Economics, along with Harry Markowitz and William F. Sharpe, for their "work in the theory of financial economics"
Modigliani–Miller_theorem
Public research university in Japan
2018), who was an assistant professor for six years beginning in 1974; Harry Markowitz (Economics, 1990) and Leonid Hurwicz (Economics, 2007), both of whom
University_of_Tokyo
American financial technology company
user can select from were designed in partnership with paid advisor Harry Markowitz, a Nobel laureate. It launched in 2014 with an app for iOS and Android
Acorns_(company)
American economist and statistician (1912–2006)
Institution, Stanford University (1977–2006) Doctoral students Phillip Cagan Harry Markowitz Lester G. Telser David I. Meiselman Neil Wallace Miguel Sidrauski Edgar
Milton_Friedman
Risk reduction technique
influential work of economist Harry Markowitz in the 1950s, whose work pioneered modern portfolio theory (see Markowitz model). An earlier precedent for
Diversification_(finance)
(PhD, economics) University of Oslo Balanced budget multiplier 1990 Harry Markowitz (1927–2023) United States "for their pioneering work in the theory
List of Nobel Memorial Prize laureates in Economic Sciences
List_of_Nobel_Memorial_Prize_laureates_in_Economic_Sciences
American economist, educator, writer and investor
which were coauthored with Nobel laureates, Franco Modigliani and Harry Markowitz. He has been the editor of the Journal of Portfolio Management since
Frank_J._Fabozzi
(1997–1999) and curial bishop of the Chaldean Patriarchate (2005–2014). Harry Markowitz, 95, American economist (modern portfolio theory), Nobel Prize laureate
Deaths_in_June_2023
American financial services company
measure was the standard deviation of portfolio value, as described by Harry Markowitz. While comparatively easy to calculate, standard deviation is not an
RiskMetrics
Finance model linking expected return to systematic risk
building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received
Capital_asset_pricing_model
Use of mathematical and statistical methods in finance
[these] was recognized" as options pricing theory was developed. Harry Markowitz's 1952 doctoral thesis "Portfolio Selection" and its published version
Quantitative analysis (finance)
Quantitative_analysis_(finance)
Discipline for structuring uncertainties as coherent data models
of Uncertainty and is an adjunct professor at Stanford University. Harry Markowitz, Nobel Laureate in Economics, was a co-founding board member. The nonprofit
Probability_management
Computer algorithm
According to Donald Knuth, the buddy system was invented in 1963 by Harry Markowitz, and was first described by Kenneth C. Knowlton (published 1965). The
Buddy_memory_allocation
Determination of the economic value of a business
valuation. The CAPM originated from the Nobel Prize-winning studies of Harry Markowitz, James Tobin, and William Sharpe. The method derives the discount rate
Business_valuation
American economist (born circa 1979)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Jesse_Shapiro
Academic discipline studying businesses and investments
frontier", was first formulated by Harry Markowitz in 1952 as a prototypical concept in modern portfolio theory. In the Markowitz model, an "efficient" portfolio
Finance
2006 crime drama film by Nick Cassavetes
It is based on the true story of the kidnapping and murder of Nicholas Markowitz in 2000. The film features an ensemble cast that includes Ben Foster,
Alpha_Dog
Day of the year
1927) 2022 – Yves Coppens, French anthropologist (born 1934) 2023 – Harry Markowitz, American Nobel economist (born 1927) 2025 – Arnaldo Pomodoro, Italian
June_22
Type of mutual fund or exchange-traded fund
Investor, Dell, 1994, ISBN 0-440-50682-4 Mark T. Hebner, Foreword by Harry Markowitz, Index Funds: The 12-Step Recovery Program for Active Investors, IFA
Index_fund
Matrix in which most of the elements are zero
formats also on GPU. The term sparse matrix was possibly coined by Harry Markowitz who initiated some pioneering work but then left the field. Matrix
Sparse_matrix
Corey Joseph Murray; E. Donnall Thomas Octavio Paz Mikhail Gorbachev Harry Markowitz; Merton Miller; William F. Sharpe 1991 Pierre-Gilles de Gennes Richard
List_of_Nobel_laureates
Gold medal given to recipients of Nobel Prizes
that it was a "wonderful gesture of mutual respect". Harry Markowitz Economics, 1990 Markowitz donated his medal and diploma to the Geisel Library of
Nobel_Prize_medal
American economist (born 1930)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Thomas_Sowell
Building in Yorktown Heights, New York
William Pulleyblank, and Mark N. Wegman, Barry Appelman, Wietse Venema, Harry Markowitz (Economics Nobel Prize, 1990), electrical engineer Jeffrey Kephart
Thomas J. Watson Research Center
Thomas_J._Watson_Research_Center
Financial professional
towards an investment fund or asset management vehicle. In the 1950s, Harry Markowitz, an American economist, developed the modern portfolio theory. Jack
Portfolio_manager
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Robert_M._Townsend
American global policy think tank
Cheney's former Chief of Staff Ray Mabus: Former ambassador, governor Harry Markowitz: economist, greatly advanced financial portfolio theory by devising
RAND_Corporation
Risk of the actual return being below the expected return
potential losses. This is about the same time Harry Markowitz was developing mean-variance theory. Even Markowitz, himself, stated that "semi-variance is the
Downside_risk
Luxemburg, economist, co-founder of the KPD Stephen Marglin, American Harry Markowitz, Nobel Prize (1990), John von Neumann Theory Prize (1989) Karl Marx
List_of_Jewish_economists
Physics, 1957 Robert Lucas Jr. (A.B. 1959, Ph.D. 1964) – Economics, 1995 Harry Markowitz (A.B. 1947, A.M. 1950, Ph.D. 1955) – Economics, 1990 Robert Mulliken
List of University of Chicago alumni
List_of_University_of_Chicago_alumni
Simon Kuznets, Nobel Prize (1971) Wassily Leontief, Nobel Prize (1973) Harry Markowitz, Nobel Prize (1990), John von Neumann Theory Prize (1989) Eric Maskin
List of Jewish American economists
List_of_Jewish_American_economists
Public college in New York City, New York
Education, Taught courses on Diversity Management and Civil Rights Law Harry Markowitz, Professor of Finance, recipient of Nobel Prize in Economics (1990)
Baruch_College
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Kenneth_French
American economist
discount rate – usually derived using the capital asset pricing model (Harry Markowitz and William F. Sharpe), or the arbitrage pricing theory (Stephen Ross)
John_Burr_Williams
Angela Davis, author of Eros and Civilization and One-Dimensional Man Harry Markowitz, Finance, Nobel Memorial Prize in Economic Sciences, 1990 Andrew Mattison
List of University of California, San Diego people
List_of_University_of_California,_San_Diego_people
School of thought in monetary economics
Princeton. Page-searchable links to chapters on 1929-41 and 1948–60 Johnson, Harry G., 1971. "The Keynesian Revolutions and the Monetarist Counter-Revolution"
Monetarism
Approach to investment management focusing on allocation of risk
risk parity approach were sown when economist and Nobel Prize winner, Harry Markowitz introduced the concept of the efficient frontier into modern portfolio
Risk_parity
Economic research institute at Yale University
Joseph E. Stiglitz, Lawrence Klein, Trygve Haavelmo, Leonid Hurwicz, Harry Markowitz and William Norhaus. The Cowles Foundation is located at 30 Hillhouse
Cowles_Foundation
School of economic thought
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Chicago_school_of_economics
American author, entrepreneur (born 1968)
In the film, Covel interviews financial and economist figures like Harry Markowitz, Vernon L. Smith, Mark Mobius, David Harding, Michael Mauboussin, Larry
Michael_Covel
Brazilian economist and investment banker
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Paulo_Guedes
American federal judge and legal scholar (born 1939)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Richard_Posner
Canadian–American economist and Nobel Laureate (born 1941)
Robert M. Solow 1988: Maurice Allais 1989: Trygve Haavelmo 1990: Harry M. Markowitz / Merton H. Miller / William F. Sharpe 1991: Ronald H. Coase 1992:
Myron_Scholes
American lawyer and judge (1927–2012)
on March 1, 1927, in Pittsburgh, Pennsylvania. He was the only child of Harry Philip Bork Jr. (1897–1974), a steel company purchasing agent, and Elizabeth
Robert_Bork
States "for his contributions to the theory of economic growth"" 1990 Harry Markowitz United States "for their pioneering work in the theory of financial
List of Jewish Nobel laureates
List_of_Jewish_Nobel_laureates
British economist and Nobel laureate (1910–2013)
Ronald Harry Coase (/koʊs/; 29 December 1910 – 2 September 2013) was a British economist and author. Coase was educated at the London School of Economics
Ronald_Coase
Argentine economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Iván_Werning
Public secondary school in Chicago, Illinois, United States
served as Commander in Chief, United States Army Europe (1992–94). Harry Markowitz is an economist who won the 1990 Nobel Prize in Economics for his work
Carl_Schurz_High_School
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Roland_Fryer
Centralized management of project management processes
that emerged in the 1950s, often linked with the pioneering work of Harry Markowitz, which was later recognized with a Nobel Prize. In essence, portfolio
Project_portfolio_management
List of notable quantitative analysts
Canadian-American economist, introduced the concept of Bond duration. Harry Markowitz, (1927–2023), American economist, Nobel Memorial Prize in Economic
List_of_quantitative_analysts
American behavioral economist and author (born 1971)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Bryan_Caplan
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Kevin_M._Murphy
Economic theory applied to political science
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Public_choice
Day of the year
David Ireland, Australian author and playwright (died 2022) 1927 – Harry Markowitz, American economist and academic, Nobel Prize laureate (died 2023)
August_24
American economist (1922–2006)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Jacob_Mincer
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Steven_Levitt
Calendar year
Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel – Harry Markowitz, Merton Miller, William F. Sharpe Vladimir Drinfeld, Vaughan Jones
1990
Calendar year
civil servant, media executive and politician (d. 2017) August 24 – Harry Markowitz, American economist (d. 2023) August 25 – Althea Gibson, African-American
1927
American economist (born 1939)
finance. His doctoral supervisors were Nobel prize winner Merton Miller and Harry V. Roberts, but Benoit Mandelbrot was also an important influence. He has
Eugene_Fama
American educator and economist
throughout the 80s, gaining Nobel recognition in 1990 (co-laureates: Harry Markowitz, Merton Miller, William F. Sharpe)—Value Investing proved to be a formidable
David_Dodd
internationally renowned professors, including two Nobel laureates: Harry Markowitz and Lawrence Klein. The institution is governed by a team led by Álvaro
Instituto de Estudios Bursátiles
Instituto_de_Estudios_Bursátiles
American economist (1932–1998)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Julian_Simon
American sociologist and urban ethnographer
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Sudhir_Venkatesh
American businessman (1942–2022)
group of private investors, recruited academic economists including Harry Markowitz, Paul Samuelson, and Robert Merton (all of whom would later win Nobel
Michael_Goodkin
Technique for constructing investment portfolios
proportion of the total portfolio should be of each asset class. In 1959, Harry Markowitz first described a method for constructing a portfolio with optimal
Resampled_efficient_frontier
American economist (1914–2013)
never received a Nobel Prize, but numerous economists, such as Hayek, Harry Markowitz, Michael Intriligator, William R. Allen, David R. Henderson, Donald
Armen_Alchian
Chinese economist Ruy Mauro Marini (1932–1997), Brazilian economist Harry Markowitz (1927–2023), American economist Karl Marlo (1810–1865), German economist
List_of_economists
Rudolph A. Marcus Chemistry 1992 California Institute of Technology Harry Markowitz Economics 1990 City University of New York Barry Marshall Physiology
List of Nobel laureates by university affiliation
List_of_Nobel_laureates_by_university_affiliation
American economist and Nobel Laureate (1911–1991)
Robert M. Solow 1988: Maurice Allais 1989: Trygve Haavelmo 1990: Harry M. Markowitz / Merton H. Miller / William F. Sharpe 1991: Ronald H. Coase 1992:
George_Stigler
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
John_A._List
American behavioral economist
18 October 2016. Retrieved 15 November 2017. Capital, Personal. "Harry Markowitz and Shlomo Benartzi Join Personal Capital Board of Academic Advisors"
Shlomo_Benartzi
Groups who share a common perspective
H. Knight Jacob Viner Milton Friedman Thomas Sowell George Stigler Harry Markowitz Merton Miller Robert Lucas, Jr. Eugene Fama Myron Scholes Gary Becker
Schools_of_economic_thought
American economist
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
Lloyd_Mints
American economist (1930–2014)
Robert M. Solow 1988: Maurice Allais 1989: Trygve Haavelmo 1990: Harry M. Markowitz / Merton H. Miller / William F. Sharpe 1991: Ronald H. Coase 1992:
Gary_Becker
Rudolph Giuliani and two Nobel Laureates in Economics, Amartya Sen and Harry Markowitz. The museum is also a common field trip destination for thousands of
Eric Williams Memorial Collection
Eric_Williams_Memorial_Collection
Sixties, and Beyond. Grove Press. p. 6. ISBN 978-0-8021-3062-4.. See also Harry Armstrong. Martin-Araguz A.; Bustamante-Martinez C.; Fernandez-Armayor Ajo
List of people considered father or mother of a scientific field
List_of_people_considered_father_or_mother_of_a_scientific_field
American legal scholar (born 1943)
2091–2120. JSTOR 797162. Epstein, Richard A.; Gregory, Charles; Kalven, Harry (1977). Cases and Materials on the Law of Torts (3rd ed.). New York: Little
Richard_Epstein
How psychological biases shape investor behaviour and financial markets
Securities Risk". Seattle University Law Review. SSRN. SSRN 2040946. "Harry Markowitz's Modern Portfolio Theory [The Efficient Frontier]". Guided Choice.
Behavioural_finance
Henry Mann Heikki Mannila Renata Mansini Adam Marcus Edward Marczewski Harry Markowitz Alison Marr Robert Marshak Donald A. Martin Gaven Martin Anders Martin-Löf
List of people by Erdős number
List_of_people_by_Erdős_number
Mathematical framework
conception of risk. Modern portfolio theory, according to its founder, Harry Markowitz, equates risk with "variance of returns." Principled reasoning offers
Principled_reasoning
American economist (born 1944)
Richard Epstein Robert Bork Frank H. Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth
James_Heckman
gambling mad. Four years after the publishing of the original article, Harry Markowitz, a former student of Friedman's, argued that some of the implications
Friedman–Savage utility function
Friedman–Savage_utility_function
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