Harry M. Markowitz
Impact in
- Finance top 0.02%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- General Decision Sciences top 0.2%
Papers in
- Finance 58
- Financial Markets and Investment Strategies 52
- Financial Risk and Volatility Modeling 13
- Stochastic processes and financial applications 12
-
- Risk and Portfolio Optimization 16
- Stock Market Forecasting Methods 11
- Simulation Techniques and Applications 7
- Co-authors
- Alan StuartH. S. HouthakkerWilliam F. SharpeJohn F. MuthGerald L. ThompsonGerhard TintnerYoram KrollHaim Levy
- Journals
- The Journal of Finance (14 papers)The Journal of Portfolio Management (11 papers)Financial Analysts Journal (9 papers)Management Science (4 papers)Annals of Operations Research (4 papers)
- Partner nations
- United StatesNetherlandsChina
In The Last Decade
Harry M. Markowitz
139 papers receiving 17.4k citations
Hit Papers
Peers
Comparison fields: 5 of 171
- Finance 10.4k
- General Decision Sciences 1.3k
- Management Science and Operations Research 7.2k
- Economics and Econometrics 8.4k
- Accounting 2.7k
Countries citing papers authored by Harry M. Markowitz
This map shows the geographic impact of Harry M. Markowitz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry M. Markowitz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry M. Markowitz more than expected).
Fields of papers citing papers by Harry M. Markowitz
This network shows the impact of papers produced by Harry M. Markowitz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry M. Markowitz. The network helps show where Harry M. Markowitz may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Harry M. Markowitz, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 12 | |
| 2 | 2020 | 20 | |
| 3 | 2016 | 6 | |
| 4 | 2012 | 9 | |
| 5 | Simulating Security Markets in Dynamic and Equilibrium Modes | 2010 | 0 |
| 6 | 2009 | 9 | |
| 7 | Proposals Concerning the Current Financial Crisis | 2009 | 4 |
| 8 | 2009 | 16 | |
| 9 | Portfolio Optimization with Mental Accounts | 2008 | 9 |
| 10 | Trimability and Fast Optimization of Long-Short Portfolios | 2006 | 4 |
| 11 | de Finetti Scoops Markowitz | 2006 | 16 |
| 12 | Market Efficiency: A Theoretical Distinction and so What? | 2005 | 1 |
| 13 | Financial Market Simulation | 2004 | 0 |
| 14 | Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions | 2002 | 5 |
| 15 | 1994 | 24 | |
| 16 | The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance | 1991 | 1 |
| 17 | 1981 | 4 | |
| 18 | The ER and EAS Formalisms for System Modelling, and the EAS-E Language | 1981 | 9 |
| 19 | Portfolio theory, 25 years after : essays in honor of Harry Markowitz | 1979 | 2 |
| 20 | Income, employment, and the price level : notes on lectures given at the University of Chicago, autumn, 1948 and 1949 | 1951 | 3 |
About Harry M. Markowitz
Harry M. Markowitz is a scholar working on Finance, Management Science and Operations Research, General Decision Sciences, Economics and Econometrics and Accounting, having authored 147 papers that have together received 20.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (52 papers), Risk and Portfolio Optimization (16 papers), Complex Systems and Time Series Analysis (13 papers), Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (12 papers), Stock Market Forecasting Methods (11 papers), Housing Market and Economics (10 papers) and Simulation Techniques and Applications (7 papers). The work is most often cited by research in Finance (10.4k citations), General Decision Sciences (1.3k citations), Management Science and Operations Research (7.2k citations), Economics and Econometrics (8.4k citations) and Accounting (2.7k citations). Harry M. Markowitz has collaborated with scholars based in United States, Netherlands and China. Frequent co-authors include Alan Stuart, H. S. Houthakker, William F. Sharpe, John F. Muth, Gerald L. Thompson, Gerhard Tintner, Yoram Kroll, Haim Levy, Paul H. Cootner and Alan S. Manne. Their work appears in journals such as The Journal of Finance, The Journal of Portfolio Management, Financial Analysts Journal, Management Science and Annals of Operations Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.