Harry M. Markowitz

Finance · 2002–2010

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #8,756 of 10,518 by trust here, #6,162 by citations

Whom Harry M. Markowitz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Daniel Kahneman
3. Roger G. Ibbotson
4. Amos Tversky
5. Kenneth R. French
6. Brad M. Barber
7. R. Tyrrell Rockafellar
8. Georg Ch. Pflug

Who trusts Harry M. Markowitz overall

1. Shimon Awerbuch

Papers from Harry M. Markowitz's perspective

Ordered by how strongly the researchers Harry M. Markowitz trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Equity Premium Puzzle
2. The Cross‐Section of Expected Stock Returns
3. Optimization of conditional value-at risk
4. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
5. Prospect theory: An analysis of decision under risk Econometrica 47
6. Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?
7. Market Efficiency: A Theoretical Distinction and So What?
8. Managerial Decisions and Long-Term Stock Price Performance
9. A Behavioral Model of Rational Choice
10. The Cross-Section of Volatility and Expected Returns

Their papers

• Portfolio Optimization with Mental Accounts (2010) — 253 citations
• The Legacy of Modern Portfolio Theory (2002) — 366 citations
• Portfolio Theory: As I Still See It (2010) — 148 citations
• Trimability and Fast Optimization of Long–Short Portfolios (2006) — 48 citations
• Market Efficiency: A Theoretical Distinction and So What? (2005) — 133 citations