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Markowitz, Harry


 SSRN Author Rank: 13,475 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
2,230
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 This Paper | Open PDF in Browser |
AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 32
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
1,374
(7,759)
10

2.  
Gerber, Sander
Hudson Bay Capital Management, LP
Markowitz, Harry
University of California at San Diego
Pujara, Punit
Hudson Bay Capital Management, LP
Posted:
09 Jul 15
Last Revised:
13 Jul 15
659
(23,998)
 

3.  
Guerard, John
McKinley Capital Management, LLC
Markowitz, Harry
University of California at San Diego
Xu, Ganlin
Guidedchoice.com
Posted:
22 Jan 15
118
(156,871)
 

4.  
Lam, Wynce
LWI Financial Inc.
Markowitz, Harry
University of California at San Diego
McFarland, Sheldon
LWI Financial Inc.
Posted:
13 Nov 13
Last Revised:
30 Apr 15
37
(294,607)
 

5.  
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
(313,078)
5

6.  
A Note on Semivariance | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 1, pp. 53-61, January 2006
Number of Pages in PDF File: 9
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
(398,623)
3

7.  
The Supply and Demand of Alpha | Show Abstract |
Journal of Investment Management (JOIM), First Quarter 2011
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
 

8.  
Portfolio Theory: As I Still See it | Show Abstract |
Annual Review of Financial Economics, Vol. 2, pp. 1-23, 2010
Markowitz, Harry
University of California at San Diego
Posted:
12 Nov 10
 

9.  
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
 

10.  
Proposals Concerning the Current Financial Crisis | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009
Markowitz, Harry
University of California at San Diego
Posted:
31 Jan 09
 

11.  
Portfolio Optimization with Mental Accounts | Show Abstract |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
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
 

12.  
de Finetti Scoops Markowitz | Show Abstract |
Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Markowitz, Harry
University of California at San Diego
Posted:
03 Oct 06
 

13.  
Trimability and Fast Optimization of Long-Short Portfolios | Show Abstract |
Financial Analysts Journal, Vol. 62, No. 2, pp. 36-46, March/April 2006
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
 

14.  
Market Efficiency: A Theoretical Distinction and So What? | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 5, pp. 17-30, September/October 2005
Markowitz, Harry
University of California at San Diego
Posted:
28 Oct 05
 

15.  
Resampled Frontiers vs Diffuse Bayes: An Experiment | Show Abstract |
Journal Of Investment Management, Vol. 1, No. 4, Fourth Quarter 2003
Markowitz, Harry
University of California at San Diego
Usmen, Nilufer
Montclair State University - School of Business
Posted:
12 Apr 04
 


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