Harry M. Markowitz

Publication Activity (10 Years)

Years Active: 1964-2021
Publications (10 Years): 5

Top Topics

Investment Decisions

Noise Sensitivity

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz
A further analysis of robust regression modeling and data mining corrections testing in global stocks. Ann. Oper. Res. 303 (1) (2021)
John B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang
Data Mining Corrections Testing in Chinese Stocks. Interfaces 48 (2) (2018)
John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei (Elaine) Wang
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. Ann. Oper. Res. 267 (1-2) (2018)
Harry M. Markowitz
Reply to Professor Loistl. Eur. J. Oper. Res. 247 (2) (2015)
Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry M. Markowitz
Can Noise Create the Size and Value Effects? Manag. Sci. 61 (11) (2015)
Harry M. Markowitz
Mean-variance approximations to expected utility. Eur. J. Oper. Res. 234 (2) (2014)
John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu
The role of effective corporate decisions in the creation of efficient portfolios. IBM J. Res. Dev. 58 (4) (2014)
Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse
Employee stock ownership and diversification. Ann. Oper. Res. 176 (1) (2010)
Stephen V. Rice, Harry M. Markowitz, Ana Marjanski, Stephen M. Bailey
The SIMSCRIPT III programming language for modular object-oriented simulation. WSC (2005)
Bruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. Oper. Res. 53 (4) (2005)
Stephen V. Rice, Ana Marjanski, Harry M. Markowitz, Stephen M. Bailey
Object-Oriented SIMSCRIPT. Annual Simulation Symposium (2004)
Harry M. Markowitz
Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective. Oper. Res. 50 (1) (2002)
Bernard Dimsdale, Harry M. Markowitz
A Description of the SIMSCRIPT Language. IBM Syst. J. 38 (2/3) (1999)
Harry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane
Computation of mean-semivariance efficient sets by the Critical Line Algorithm. Ann. Oper. Res. 45 (1) (1993)
Ashok Malhotra, Harry M. Markowitz, Yakov Tsalalikhin, Donald P. Pazel, Luanne M. Burns
An Entity Relationship Programming Language. IEEE Trans. Software Eng. 15 (9) (1989)
Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel
The EAS-E Application Development System: Principles and Language Summary. Commun. ACM 27 (8) (1984)
Ashok Malhotra, Harry M. Markowitz, Donald P. Pazel
EAS-E: An Integrated Approach to Application Development. ACM Trans. Database Syst. 8 (4) (1983)
Donald P. Pazel, Ashok Malhotra, Harry M. Markowitz
The System Architecture of EAS-E: An Integrated Programming and Data Base Language. IBM Syst. J. 22 (3) (1983)
Harry M. Markowitz, Ashok Malhotra, Donald P. Pazel
The ER and EAS Formalisms for System Modelling, and the EAS-E Language. ER (1981)
Harry M. Markowitz
Barriers to the practical use of simulation analysis. WSC (1981)
Allen S. Ginsberg, Harry M. Markowitz, Paula M. Oldfather
Programming by questionnaire. AFIPS Spring Joint Computing Conference (1967)
Bernard Dimsdale, Harry M. Markowitz
A Description of the SIMSCRIPT Language. IBM Syst. J. 3 (1) (1964)