Markowitz Harry M.

Harry M. Markowitz

Information about the author Harry M. Markowitz will soon be added to the site.
Found 2 papers in total
Portfolio optimization with factors, scenarios, and realistic short positions
Portfolio optimization with factors, scenarios, and realistic short positions
2005
This paper presents fast algorithms for calculating mean-variance efficient frontiers...
Efficient portfolios, sparse matrices, and entities: A retrospective
Efficient portfolios, sparse matrices, and entities: A retrospective
2002
In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von...
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