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Markowitz, Harry


 SSRN Author Rank: 18,954 by Downloads
 Research Professor and Nobel Laureate
 

University of California at San Diego


 9500 Gilman Drive
 La Jolla, CA 92093-0508
 United States
 (858) 534-3383 (Phone)
 email address

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. Markowitz, Harry's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,410
Total
Citations
18
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Can Noise Create Size and Value Effects? | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Markowitz, Harry
University of California at San Diego
Posted:
10 Oct 06
Last Revised:
26 Oct 11
1,345
(7,201)
10

2.  
Blasi, Joseph
Rutgers School of Management and Labor Relations - New Brunswick
Kruse, Douglas L.
Rutgers University
Markowitz, Harry
University of California at San Diego
Posted:
01 Sep 08
31
(288,773)
5

3.  
Lam, Wynce
LWI Financial Inc.
Markowitz, Harry
University of California at San Diego
McFarland, Sheldon
LWI Financial Inc.
Posted:
13 Nov 13
23
(317,579)
 

4.  
A Note on Semivariance | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 53-61, January 2006
Accepted Paper Series
Jin, Hanqing
Chinese University of Hong Kong
Markowitz, Harry
University of California at San Diego
Zhou, Xun Yu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
21 Jun 06
11
(369,237)
3

5.  
The Supply and Demand of Alpha | Show Abstract |
Journal of Investment Management (JOIM), First Quarter 2011
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Snigaroff, Robert
Denali Advisors
Wroblewski, David
Denali Advisors
Posted:
09 Apr 11
Last Revised:
13 Apr 11
 

6.  
Portfolio Theory: As I Still See it | Show Abstract |
Annual Review of Financial Economics, Vol. 2, pp. 1-23, 2010
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Posted:
12 Nov 10
 

7.  
Simulating Security Markets in Dynamic and Equilibrium Modes | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Markowitz, Harry
University of California at San Diego
Posted:
15 Oct 10
 

8.  
Proposals Concerning the Current Financial Crisis | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Posted:
31 Jan 09
 

9.  
Portfolio Optimization with Mental Accounts | Show Abstract |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Markowitz, Harry
University of California at San Diego
Scheid, Jonathan
Bellatore, Inc.
Statman, Meir
Santa Clara University - Department of Finance
Posted:
25 Jul 08
 

10.  
de Finetti Scoops Markowitz | Show Abstract |
Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Posted:
03 Oct 06
 

11.  
Trimability and Fast Optimization of Long-Short Portfolios | Show Abstract |
Financial Analysts Journal, Vol. 62, No. 2, pp. 36-46, March/April 2006
Accepted Paper Series
Jacobs, Ph.D., Bruce I.
Jacobs Levy Equity Management
Levy, Kenneth N.
Jacobs Levy Equity Management
Markowitz, Harry
University of California at San Diego
Posted:
20 Jul 06
 

12.  
Market Efficiency: A Theoretical Distinction and So What? | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 5, pp. 17-30, September/October 2005
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Posted:
28 Oct 05
 

13.  
Resampled Frontiers vs Diffuse Bayes: An Experiment | Show Abstract |
Journal Of Investment Management, Vol. 1, No. 4, Fourth Quarter 2003
Accepted Paper Series
Markowitz, Harry
University of California at San Diego
Usmen, Nilufer
Montclair State University - School of Business
Posted:
12 Apr 04
 


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