4,734
Views
0
CrossRef citations to date
0
Altmetric
In Memoriam

Harry Markowitz in Memoriam

References

  • Alchian, A. A. 1953. “The Meaning of Utility Measurement.” The American Economic Review 43 (1):26–50.
  • Barberis, N., L. J. Jin, and B. Wang. 2021. “Prospect Theory and Stock Market Anomalies.” The Journal of Finance 76 (5):2639–87. doi:10.1111/jofi.13061.
  • Cottle, R. W., and G. Infanger. 2010. “Harry Markowitz and the Early History of Quadratic Programming.” In Handbook of Portfolio Construction, 179–211. Boston, MA: Springer US.
  • Fisher, G. H. 1953. “The Input-Output Technique as an Aid in Security Analysis.” Financial Analysts Journal 9 (1):85–92. doi:10.2469/faj.v9.n1.85.
  • Jacobs, Bruce I., Kenneth N. Levy, and Harry M. Markowitz. 2010. “Simulating Security Markets in Dynamic and Equilibrium Modes.” Financial Analysts Journal 66 (5):42–53. http://www.jstor.org/stable/25741310. doi:10.2469/faj.v66.n5.7.
  • Langbein, J. H., and R. A. Posner. 1976. “Market Funds and Trust-Investment Law.” American Bar Foundation Research Journal 1 (1):1–34. doi:10.1111/j.1747-4469.1976.tb00951.x.
  • Longstreth, B. 1986. Modern Investment Management and the Prudent Man Rule. New York: Oxford University Press.
  • Markowitz, H. 1952a. “Portfolio Selection.” Journal of Finance 7 (1):77–91.
  • Markowitz, H. 1952b. “The Utility of Wealth.” Journal of Political Economy 60 (2):151–8. doi:10.1086/257177.
  • Markowitz, Harry M. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons, Inc.
  • Markowitz, Harry M. 1976. “Markowitz Revisited.” Financial Analysts Journal 32 (5):47–52. http://www.jstor.org/stable/4477965. doi:10.2469/faj.v32.n5.47.
  • Markowitz, Harry M. 1999. “The Early History of Portfolio Theory: 1600-1960.” Financial Analysts Journal 55 (4):5–16. http://www.jstor.org/stable/4480178. doi:10.2469/faj.v55.n4.2281.
  • Sterk, S. E. 2009. “Rethinking Trust Law Reform: How Prudent is Modern Prudent Investor Doctrine.” Cornell Law Review 95:851.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.