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Harry Markowitz

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Part of the International Series in Operations Research & Management Science book series (ISOR,volume 147)

Abstract

A few researchers, as aresult of their training, experiences, and possibly, their inherent curiosity, work in a number of somewhat unrelated fields and discover seminal and far-reaching results in each of those fields. Harry Markowitz has proved to be such a researcher. He has made major contributions to diverse areas of Operations Research (OR), as well as to the fields of economics and finance. His research contributions in the latter fields include the theory and practice of financial investments and stock portfolios, and applying this research to the money-on-the-line real-world of investments. His OR contributions range across the theory and application of linear programming (LP), quadratic programming, computer simulation, and OR modeling.

Keywords

  • Nobel Prize
  • Portfolio Selection
  • Efficient Frontier
  • Sharpe Ratio
  • Portfolio Selection Problem

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Guerard, J.B. (2011). Harry Markowitz. In: Assad, A., Gass, S. (eds) Profiles in Operations Research. International Series in Operations Research & Management Science, vol 147. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-6281-2_35

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