Harry Markowitz | Academic Influence

Harry Markowitz's AcademicInfluence.com Rankings

Harry Markowitz

Economics

#77

World Rank

#111

Historical Rank

#57

USA Rank

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Economics

Harry Markowitz's Degrees

PhD Economics University of Chicago
Bachelors Economics University of Chicago

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Why Is Harry Markowitz Influential?

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According to Wikipedia, Harry Max Markowitz was an American economist who received the 1989 John von Neumann Theory Prize and the 1990 Nobel Memorial Prize in Economic Sciences. Markowitz was a professor of finance at the Rady School of Management at the University of California, San Diego . He is best known for his pioneering work in modern portfolio theory, studying the effects of asset risk, return, correlation and diversification on probable investment portfolio returns.

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Harry Markowitz's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Portfolio Selection: Efficient Diversification of Investments (1959) (6915)
The Utility of Wealth (1952) (1575)
The Random Character of Stock Market Prices. (1965) (1129)
Mean-Variance Analysis in Portfolio Choice and Capital Markets (1987) (1075)
Mean-Variance versus Direct Utility Maximization (1984) (546)
The Elimination form of the Inverse and its Application to Linear Programming (1957) (523)
The optimization of a quadratic function subject to linear constraints (1956) (509)
Foundations of Portfolio Theory (1991) (500)
The Early History of Portfolio Theory: 1600–1960 (1999) (313)
The Legacy of Modern Portfolio Theory (2002) (263)
On the Solution of Discrete Programming Problems (1956) (236)
Portfolio Optimization with Mental Accounts (2010) (235)
Mean-variance approximations to expected utility (2014) (224)
Investment for the Long Run: New Evidence for an Old Rule (1976) (210)
Computation of mean-semivariance efficient sets by the Critical Line Algorithm (1993) (190)
SIMSCRIPT: A Simulation Programming Language (1962) (151)
Mean—Variance Analysis (1989) (149)
Investment rules, margin, and market volatility (1989) (138)
Market Efficiency: A Theoretical Distinction and So What? (2005) (134)
Social Welfare Functions Based on Individual Rankings (1952) (133)
Portfolio Theory: As I Still See It (2010) (107)
THE SIMSCRIPT II PROGRAMMING LANGUAGE (1970) (97)
Portfolio Analysis with Factors and Scenarios (1981) (85)
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (2005) (84)
Committee Decisions with Complementary Valuation. (1952) (81)
A Backtesting Protocol in the Era of Machine Learning (2018) (61)
Data Mining Corrections (1994) (59)
The Theory and Practice of Investment Management (2004) (55)
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies (2011) (51)
Financial Market Simulation (2004) (47)
Earnings forecasting in a global stock selection model and efficient portfolio construction and management (2015) (46)
The general mean-variance portfolio selection problem (1994) (45)
Trimability and Fast Optimization of Long–Short Portfolios (2006) (41)
The Value of a Blank Check (1994) (37)
A Comparison of Some Aspects of the U.S. and Japanese Equity Markets (1991) (36)
A NOTE ON SEMIVARIANCE (2006) (35)
Risk and Lack of Diversification Under Employee Ownership and Shared Capitalism (2008) (34)
A note on shortest path, assignment, and transportation problems (1963) (33)
Single-Period Mean–Variance Analysis in a Changing World (corrected) (2003) (32)
The likelihood of various stock market return distributions, part 1: Principles of inference (1996) (30)
de Finetti Scoops Markowitz (2006) (29)
PROGRAMMING BY QUESTIONNAIRE: HOW TO CONSTRUCT A PROGRAM GENERATOR, (1966) (28)
Proposals Concerning the Current Financial Crisis (2009) (28)
The SIMSCRIPT III programming language for modular object-oriented simulation (2005) (27)
RESAMPLED FRONTIERS VERSUS DIFFUSE BAYES: AN EXPERIMENT (2004) (26)
Individual versus institutional investing (1991) (26)
The “two beta” trap (1984) (25)
Can Noise Create the Size and Value Effects? (2015) (25)
Harry Markowitz:Selected Works (2009) (24)
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective (2002) (24)
Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems (1981) (23)
MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN (2012) (23)
The likelihood of various stock market return distributions, part 2: Empirical results (1996) (22)
A Description of the SIMSCRIPT Language (1964) (21)
Portfolios for Investors Who Want to Reach TheirGoals While Staying on the Mean–Variance Efficient Frontier (2011) (21)
EAS-E: an integrated approach to application development (1983) (20)
Studies in Process Analysis. (1963) (19)
The "Great confusion" concerning MPT (2012) (19)
Risk-Return Analysis: The Theory and Practice of Rational Investing (2013) (18)
Normative portfolio analysis: Past, present, and future (1990) (18)
“Fundamentally Flawed Indexing”: Comments (2008) (17)
SIMSCRIPT: PAST, PRESENT, AND SOME THOUGHTS ABOUT THE FUTURE (1979) (17)
Global Stock Selection Modeling and Efficient Portfolio Construction and Management (2013) (17)
The EAS-E application development system: principles and language summary (1984) (17)
Risk-Return Analysis (2016) (16)
Employee stock ownership and diversification (2010) (16)
The role of effective corporate decisions in the creation of efficient portfolios (2014) (15)
Does Noise Create the Size and Value Efiects (2007) (15)
Simulating Security Markets in Dynamic and Equilibrium Modes (2010) (14)
Portfolio theory, 25 years after : essays in honor of Harry Markowitz (1979) (14)
Studies in process analysis : economy-wide production capabilities: proceedings of a conference sponsored by the Cowles Foundation for Research in Economics at Yale University, April 24-26, 1961 (1964) (13)
Equity Valuation and Portfolio Management (2011) (13)
Nonnegative or Not Nonnegative: A Question about CAPMs (1983) (13)
AN ALGORITHM FOR FINDING UNDOMINATED PORTFOLIOS (1977) (13)
The Founders of Modern Finance: Their Prize-Winning Concepts and 1990 Nobel Lectures (1991) (13)
The ER and EAS Formalisms for System Modelling, and the EAS-E Language (1981) (12)
Mean‐Variance Model for Portfolio Selection (2012) (12)
Samuelson and Investment for the Long Run (2006) (12)
A Taxonomy of Utility Functions (2008) (12)
Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measure (2015) (11)
Concepts and Computing Procedures for Certain X Programming Problems (1954) (11)
CAPM Investors Do Not Get Paid for Bearing Risk (2008) (11)
Programming by questionnaire: the job shop simulation program generator (1967) (11)
A further analysis of robust regression modeling and data mining corrections testing in global stocks (2020) (10)
An Entity Relationship Programming Language (1989) (9)
Barriers to the practical use of simulation analysis (1981) (8)
INDUSTRY-WIDE, MULTI-INDUSTRY AND ECONOMY-WIDE PROCESS ANALYSIS, (1964) (8)
Studies in Process Analysis: Economy-Wide Production Capabilities. (1964) (8)
An Interview with Nobel Laureate Harry M. Markowitz (2017) (7)
INVITED EDITORIAL COMMENT (2013) (7)
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (2016) (7)
Studies of Portfolio Behavior (1970) (6)
Markets and morality (1992) (6)
An Algorithm for Portfolio Selection in a Lognormal Market (1992) (6)
TECHNICAL APPENDIX ON THE SIMSCRIPT SIMULATION PROGRAMMING LANGUAGE (1963) (5)
Which risk-measure best represents return distributions with large deviations? (2012) (5)
Proposals for the standardization of status description (1984) (5)
Data Mining Corrections Testing in Chinese Stocks (2017) (5)
The Revere Street Group Working Paper Series Financial Economics No . 272-1 Optimal Portfolios in Good and Bad Times (1999) (5)
The System Architecture of EAS-E: An Integrated Programming and Data Base Language (1983) (5)
Income, employment, and the price level : notes on lectures given at the University of Chicago, autumn, 1948 and 1949 (1951) (4)
A Simplex Method for the Portfolio Selection Problem (1957) (4)
Financial applications of random matrix theory (2016) (4)
Object-oriented SIMSCRIPT (2004) (4)
Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks (2016) (4)
Web Site (2011) (4)
The Supply and Demand of Alpha (2011) (3)
Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory (2013) (3)
The “ Value at Risk ” Concept for Insurance Companies (2002) (3)
A Brief Review of SIMSCRIPT as a Simulating Technique (1963) (3)
Financial optimization: New “financial market equilibrium” results: implications for practical financial optimization (1993) (3)
SIMOPTIMIZATION RESEARCH. PHASE III. (1966) (3)
The Gerber Statistic: A Robust Measure of Correlation (2019) (3)
A More Efficient Frontier (1999) (3)
Discussion of Small Firm Effect: Are there Abnormal Returns in the Market (1990) (3)
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 (2004) (3)
The existence and persistence of financial anomalies: What have you done for me lately? (2018) (2)
Topics in Applied Investment Management: From a Bayesian Viewpoint (2012) (2)
Simulating with SIMSCRIPT (1966) (2)
Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization (2020) (2)
Reply to Professor Loistl (2015) (2)
Investing in Global Equity Markets (2020) (2)
The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization (2021) (2)
Chapter 4 – Risk-return analysis (2008) (2)
27. What Does Harry Markowitz Think (2015) (1)
Portfolio Theory (2011) (1)
A Non-Normal Principal Components Model for Security Returns (2019) (1)
A Further Analysis of Robust Regression Modeling in Global Stocks (2018) (1)
Book Review:Analysis for Production Management. Edward H. Bowman, Robert B. Fetter (1957) (1)
Risk Adjustment (1990) (1)
Constructing Mean Variance Efficient Frontiers Using Foreign Large Blend Mutual Funds (2017) (1)
Computing procedures for portfolio selection (abstract) (1957) (1)
Portfolio Selection (2017) (1)
The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance (1991) (1)
Overview of Investment Management (2011) (1)
Financial Market Simulation In the 21 st century . (2004) (1)
On Socks, Ties and Extended Outcomes (1997) (0)
9. The Semi-Variance (2017) (0)
IBM's T. J. Watson Research Center (2009) (0)
4. Standard Deviations and Variances (2017) (0)
Modify and Restart Routines for SIMSCRIPT Games and Simulation Experiments (1965) (0)
Financial Anomalies in Portfolio Construction and Management (2021) (0)
Small Firm Effect: Are there Abnormal Returns in the Market? (1990) (0)
Trains of Thought (1993) (0)
the mean-variance rule and the capital asset pricing model : overview (2012) (0)
Rand [I] and The Cowles Foundation (2009) (0)
God, Ants and Thomas Bayes (2010) (0)
SHORTEST PATH, ASSIGNMENT AND TRANSPORTATION PROBLEMS (1963) (0)
Capital Asset Pricing Models (2012) (0)
Study Programme: Master of Science in Business-Major Finance Working Title: Price changes in stock market in relation to idiosyncratic volatility (2018) (0)
Rand [II] and CACI (2009) (0)
With Growth, a Growing Obligation (2004) (0)
10. The Expected Utility Maxim (2017) (0)
A. The Computation of Efficient Sets (2017) (0)
Harry Markowitz Company (2009) (0)
In the thesis, I analyze investment decision-making and its financial implications under market uncertainties while acknowledging risks and real options. The developed decision models build on decision analysis, financial modeling, and stochastic modeling. The decision analysis approach is chosen to (2009) (0)
Portfolio Divertification (2015) (0)
THE ACADEMIC ADVANTAGE The Evidence and Research Behind IFA’s Advice (2022) (0)
The Likelihood of Small Cap Premium Distributions (2013) (0)
Book Review (2003) (0)
Shortfall Risk and Shortfall Duration for Portfolio Choice in Decumulation (2019) (0)
Can Noise Create Size and Value Effects? (2011) (0)
8. Derivation of E, V Efficient Portfolios (2017) (0)
Hospital finds economy in little packages. (1966) (0)
Customizing Modern Portfolio Theory for the Project Portfolio Selection Problem (2020) (0)
The Problem of Defining and Measuring Railroad Capacity (1952) (0)
A More Efficient Frontier Enhancing opportunities by a pooled optimality approach. (1999) (0)
Modern Portfolio Theory, Financial Engineering, and Their Roles in Financial Crises (2009) (0)
Eminent Economists II: God, Ants, and Thomas Bayes (2014) (0)
Oral history interview with Harry M. Markowitz (2002) (0)
ANALYSIS OF THE PORTFOLIO MANAGEMENT METHODS (2009) (0)
Words From the Wise : Harry Markowitz on Portfolio Theory and Practice (2018) (0)
MATHEMATICAL MODELS IN PORTFOLIO SELECTION : THE CASE OF THE EMERGING NAIROBI STOCK EXCHANGE (2016) (0)
Preliminary Details of the Job Shop Simulation Program Generator (1966) (0)
Studies in Process Analysis: Economy-Wide Production Capabilities. Monograph 18. (1965) (0)
Baruch College (CUNY) and Daiwa Securities (2009) (0)

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Harry Markowitz is affiliated with the following schools: