Harry M. Markowitz
University of California, San Diego(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Risk and Portfolio Optimization, Financial Risk and Volatility Modeling, Stochastic processes and financial applications, Complex Systems and Time Series Analysis
Most-Cited Works
- → Portfolio Selection: Efficient Diversification of Investments(1959)5,591 cited
- → PORTFOLIO SELECTION*(1952)5,206 cited
- → Portfolio Selection(1952)4,473 cited
- → Portfolio Selection: Efficient Diversification of Investments.(1962)3,745 cited
- → The Utility of Wealth(1952)1,779 cited
- → Mean-Variance Analysis in Portfolio Choice and Capital Markets.(1989)1,191 cited
- → Foundations of Portfolio Theory(1991)950 cited