Article ID: | iaor20031925 |
Country: | United States |
Volume: | 50 |
Issue: | 1 |
Start Page Number: | 154 |
End Page Number: | 160 |
Publication Date: | Jan 2002 |
Journal: | Operations Research |
Authors: | Markowitz Harry M. |
Keywords: | history, finance & banking, matrices |
In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.