Harry M. Markowitz

According to our database1, Harry M. Markowitz authored at least 21 papers between 1964 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

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Bibliography

2018
Data Mining Corrections Testing in Chinese Stocks.
Interfaces, 2018

Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth.
Annals OR, 2018

2015
Can Noise Create the Size and Value Effects?
Management Science, 2015

Reply to Professor Loistl.
Eur. J. Oper. Res., 2015

2014
The role of effective corporate decisions in the creation of efficient portfolios.
IBM Journal of Research and Development, 2014

Mean-variance approximations to expected utility.
Eur. J. Oper. Res., 2014

2011
Portfolio Theory.
Proceedings of the International Encyclopedia of Statistical Science, 2011

2010
Employee stock ownership and diversification.
Annals OR, 2010

2005
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions.
Operations Research, 2005

The SIMSCRIPT III programming language for modular object-oriented simulation.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004
Object-Oriented SIMSCRIPT.
Proceedings of the Proceedings 37th Annual Simulation Symposium (ANSS-37 2004), 2004

2002
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective.
Operations Research, 2002

1993
Computation of mean-semivariance efficient sets by the Critical Line Algorithm.
Annals OR, 1993

1989
An Entity Relationship Programming Language.
IEEE Trans. Software Eng., 1989

1984
The EAS-E Application Development System: Principles and Language Summary.
Commun. ACM, 1984

1983
EAS-E: An Integrated Approach to Application Development.
ACM Trans. Database Syst., 1983

The System Architecture of EAS-E: An Integrated Programming and Data Base Language.
IBM Systems Journal, 1983

1981
Barriers to the practical use of simulation analysis.
Proceedings of the 13th conference on Winter simulation, 1981

The ER and EAS Formalisms for System Modelling, and the EAS-E Language.
Proceedings of the Entity-Relationship Approach to Information Modeling and Analysis, 1981

1967
Programming by questionnaire.
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.
IBM Systems Journal, 1964


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