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Publications Influence

Portfolio Selection: Efficient Diversification of Investments

- A. Stuart, H. Markowitz
- Mathematics
- 1 December 1959

So it is equal to the group of portfolio will be sure. See dealing with the standard deviations. See dealing with terminal wealth investment universe. Investors are rational and return at the point.… Expand

5,688 260

The Utility of Wealth

- H. Markowitz
- Economics
- Journal of Political Economy
- 1 April 1952

(b) acts in the face of known odds so as to maximize expected utility. (2) The utility function is as illustrated in Figure i. We may assume it to be a continuous curve with at least first and second… Expand

1,356 117

Mean-Variance Analysis in Portfolio Choice and Capital Markets

- H. Markowitz, G. P. Todd
- Economics, Business
- 1 November 1987

The general portfolio selection model preliminary results solution to the general portfolio selection model special cases a portfolio selection programme.

930 54

Portfolio Selection: Efficient Diversification of Investments.

- G. Tintner, H. Markowitz
- Economics
- 1 September 1960

595 40

The Random Character of Stock Market Prices.

- H. Markowitz, Paul H. Cootner
- Mathematics
- 1 March 1965

809 26

The optimization of a quadratic function subject to linear constraints

- H. Markowitz
- Mathematics
- 1 March 1956

453 25

The Elimination form of the Inverse and its Application to Linear Programming

- H. Markowitz
- Mathematics
- 1 April 1957

It is common for matrices in industrial applications of linear programming to have a large proportion of zero coefficients. While every item raw material, intermediate material, end item, equipment… Expand

490 18

Mean-Variance versus Direct Utility Maximization

- Yoram Kroll, H. Levy, H. Markowitz
- Mathematics
- 1 March 1984

Levy and Markowitz showed, for various utility functions and empirical returns distributions, that the expected utility maximizer could typically do very well if he acted knowing only the mean and… Expand

499 17- PDF

Portfolio Optimization with Mental Accounts

- S. Das, H. Markowitz, J. Scheid, Meir Statman
- Economics
- 1 April 2010

We integrate appealing features of Markowitz’s mean-variance portfolio theory (MVT) and Shefrin and Statman’s behavioral portfolio theory (BPT) into a new mental accounting (MA) framework. Features… Expand

187 17- PDF

The Early History of Portfolio Theory: 1600–1960

- H. Markowitz
- Economics
- 1 July 1999

q) iversification of investments was a well-established practice long before I published my paper on portfolio selection in 1952. For example, A. Wiesenberger's annual reports in Investment Companies… Expand

258 17

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