His 2005 paper proved the market portfolio can’t be on the efficient frontier because, as the average of everyone’s portfolio, it can’t be the best portfolio for anyone.

Harry Markowitz’s Monumental Legacy Andrew Lo discusses his interview with the Nobel Prize-winning economist who pioneered Modern Portfolio Theory. Jess Bebel Jul 6, 2023 ...

Nobel laureate Harry M. Markowitz, the economist whose work in modern portfolio theory gave birth to the field of quantitative finance, has died at age 95. Mr. Markowitz, who died June 22, won the ...

More at their apartment in Tokyo, Oct. 16, 1990. ... Associated Press Now is a very good time to reflect on how Harry Markowitz’s ideas are critically reshaping financial services.

Harry Markowitz, a Nobel Prize-winning economist who redefined money management by showing that diversification could reduce investment risk while maximizing returns, has died. He was 95 ...

Performance of the novel Markov Markowitz portfolio with 3-5 clusters as compared to benchmarks when run on the Growth, Value, Market Cap (GVMC) asset data out-of-sample from 2000-2022. The novel ...

Harry Markowitz, the father of modern portfolio theory (MPT), recently passed away. In simple terms, modern portfolio theory attempts to provide a framework to select investments and properly ...

Harry also liked to get a good deal, whether it was at the all-you-could-eat diner, or later in his life, making astute real-estate investments in the trough of the housing market melt-down.

Final selection consists of Nobel laureates Harry M. Markowitz, Robert C. Merton, Myron S. Scholes, and William F. Sharpe. An honorarium of $10,000 will be bestowed to the winning paper.

Performance of the novel Markov Markowitz portfolio with 3-5 clusters as compared to benchmarks when run on the Growth, Value, Market Cap (GVMC) asset data out-of-sample from 2000-2022. The novel ...

Harry M Markowitz, the economist who created modern portfolio theory and revolutionized investing in wealth management, died on Thursday in San Diego, according to a report yesterday in the New ...