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Harry M. Markowitz

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.nobel.se/economics/laureates/1990/

First Publication: 1952

Most Recent: 2015

RePEc ID: pma73 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 8.07 19.51 10.09 0.00 37.67 97%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 21.86

Publications (16)

Year Article Journal Tier Authors
2015 Earnings forecasting in a global stock selection model and efficient portfolio construction and management International Journal of Forecasting B 3
2015 Can Noise Create the Size and Value Effects? Management Science B 4
2010 Portfolio Optimization with Mental Accounts Journal of Financial and Quantitative Analysis B 4
1996 The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference. Journal of Risk and Uncertainty B 2
1996 The Likelihood of Various Stock Market Return Distributions, Part 2: Empirical Results. Journal of Risk and Uncertainty B 2
1991 Foundations of Portfolio Theory. Journal of Finance A 1
1991 [Title unavailable] Scandanavian Journal of Economics B 1
1984 Mean-Variance versus Direct Utility Maximization. Journal of Finance A 3
1983 Nonnegative or Not Nonnegative: A Question about CAPMs. Journal of Finance A 1
1981 Portfolio Analysis with Factors and Scenarios. Journal of Finance A 2
1976 Investment for the Long Run: New Evidence for an Old Rule. Journal of Finance A 1
1972 The Distribution System Simulator Management Science B 6
1966 Simulating with SIMSCRIPT Management Science B 1
1957 The Elimination form of the Inverse and its Application to Linear Programming Management Science B 1
1952 Portfolio Selection Journal of Finance A 1
1952 The Utility of Wealth Journal of Political Economy S 1