Harry M. Markowitz

According to our database, Harry M. Markowitz authored at least 22 papers between 1964 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

A further analysis of robust regression modeling and data mining corrections testing in global stocks.

John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz

Ann. Oper. Res., 2021

2018

Data Mining Corrections Testing in Chinese Stocks.

John B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang

Interfaces, 2018

Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth.

John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei Wang

Ann. Oper. Res., 2018

2015

Can Noise Create the Size and Value Effects?

Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry M. Markowitz

Manag. Sci., 2015

Reply to Professor Loistl.

Harry M. Markowitz

Eur. J. Oper. Res., 2015

2014

The role of effective corporate decisions in the creation of efficient portfolios.

John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu

IBM J. Res. Dev., 2014

Mean-variance approximations to expected utility.

Harry M. Markowitz

Eur. J. Oper. Res., 2014

2011

Portfolio Theory.

Harry M. Markowitz

Proceedings of the International Encyclopedia of Statistical Science, 2011

2010

Employee stock ownership and diversification.

Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse

Ann. Oper. Res., 2010

2005

Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions.

Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz

Oper. Res., 2005

The SIMSCRIPT III programming language for modular object-oriented simulation.

Stephen V. Rice, Harry M. Markowitz, Ana Marjanski, Stephen M. Bailey

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004

Object-Oriented SIMSCRIPT.

Stephen V. Rice, Ana Marjanski, Harry M. Markowitz, Stephen M. Bailey

Proceedings of the Proceedings 37th Annual Simulation Symposium (ANSS-37 2004), 2004

2002

Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective.

Harry M. Markowitz

Oper. Res., 2002

1993

Computation of mean-semivariance efficient sets by the Critical Line Algorithm.

Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane

Ann. Oper. Res., 1993

1989

An Entity Relationship Programming Language.

Ashok Malhotra, Harry M. Markowitz, Yakov Tsalalikhin, Donald P. Pazel, Luanne M. Burns

IEEE Trans. Software Eng., 1989

1984

The EAS-E Application Development System: Principles and Language Summary.

Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel

Commun. ACM, 1984

1983

EAS-E: An Integrated Approach to Application Development.

Ashok Malhotra, Harry M. Markowitz, Donald P. Pazel

ACM Trans. Database Syst., 1983

The System Architecture of EAS-E: An Integrated Programming and Data Base Language.

Donald P. Pazel, Ashok Malhotra, Harry M. Markowitz

IBM Syst. J., 1983

1981

Barriers to the practical use of simulation analysis.

Harry M. Markowitz

Proceedings of the 13th conference on Winter simulation, 1981

The ER and EAS Formalisms for System Modelling, and the EAS-E Language.

Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel

Proceedings of the Entity-Relationship Approach to Information Modeling and Analysis, 1981

1967

Programming by questionnaire.

Allen S. Ginsberg, Harry M. Markowitz, Paula M. Oldfather

Proceedings of the American Federation of Information Processing Societies: Proceedings of the AFIPS '67 Spring Joint Computer Conference, 1967

1964

A Description of the SIMSCRIPT Language.

Bernard Dimsdale, Harry M. Markowitz

IBM Syst. J., 1964