World's Best Scientists 2026 revealed!

D-Index & Metrics

Social Sciences and Humanities

D-Index
40
Citations
26995
World Ranking
5163
National Ranking
2429

Research.com Recognitions

  • 2000 - Fellow of the American Finance Association (AFA)
  • 1990 - Nobel Memorial Prize laureates in Economics for their pioneering work in the theory of financial economics

Overview

Harry M. Markowitz is affiliated with the University of California, San Diego in the United States. The research work focuses primarily on the fields of Economics, Econometrics and Finance, and Decision Sciences, with a significant body of publications related to Finance and Management Science and Operations Research.

The scientist's main topics of study include:

  • Financial Markets and Investment Strategies
  • Stock Market Forecasting Methods
  • Financial Risk and Volatility Modeling
  • Housing Market and Economics
  • Forecasting Techniques and Applications
  • Market Dynamics and Volatility
  • Venomous Animal Envenomation and Studies

Markowitz has published articles in a variety of venues, with frequent contributions in:

  • The Journal of Portfolio Management
  • SSRN Electronic Journal
  • Annals of Operations Research
  • Toxins
  • World Scientific handbook in financial economic series

Notable recent papers include:

  • "Financial Anomalies in Portfolio Construction and Management," 2021, The Journal of Portfolio Management
  • "The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization," 2021, The Journal of Portfolio Management
  • "The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization," 2021, SSRN Electronic Journal
  • "A further analysis of robust regression modeling and data mining corrections testing in global stocks," 2020, Annals of Operations Research
  • "Proteomic Identification and Quantification of Snake Venom Biomarkers in Venom and Plasma Extracellular Vesicles," 2021, Toxins

Frequent co-authors collaborating with Markowitz include:

  • Sander Gerber
  • Philip Ernst
  • Yinsen Miao
  • Paul Sargen
  • John B. Guerard

Among the awards received, the scientist was recognized as a Fellow of the American Finance Association (AFA) in 2000. Additionally, Markowitz was honored with the Nobel Memorial Prize in Economics in 1990 for pioneering work in the theory of financial economics.

Best Publications

  • Portfolio Selection: Efficient Diversification of Investments

    Alan Stuart;Harry M. Markowitz

  • Portfolio Selection: Efficient Diversification of Investments

    Harry Max Markowitz

  • The utility of wealth

    Harry Markowitz

  • Mean-Variance Analysis in Portfolio Choice and Capital Markets

    Harry M. Markowitz;G. Peter Todd

  • Foundations of Portfolio Theory

    Harry M. Markowitz

  • Mean-Variance Versus Direct Utility Maximization

    Yoram Kroll;Haim Levy;Harry M. Markowitz

  • The optimization of a quadratic function subject to linear constraints

    Harry Markowitz

  • The Elimination form of the Inverse and its Application to Linear Programming

    Harry M. Markowitz

  • Portfolio Optimization with Mental Accounts

    Sanjiv Das;Harry Markowitz;Jonathan Scheid;Meir Statman

  • The Legacy of Modern Portfolio Theory

    Frank J. Fabozzi;Francis Gupta;Harry M. Markowitz

  • The Early History of Portfolio Theory: 1600–1960

    Harry M. Markowitz

  • Portfolio Selection: Efficient Diversification of Investments.

    Gerhard Tintner;Harry M. Markowitz

  • Mean–variance approximations to expected utility

    Harry M. Markowitz

  • ON THE SOLUTION OF DISCRETE PROGRAMMING PROBLEMS

    Harry M. Markowitz;Alan S. Manne

  • Computation of mean-semivariance efficient sets by the Critical Line Algorithm

    Harry Markowitz;Peter Todd;Ganlin Xu;Yuji Yamane

  • Investment for the Long Run: New Evidence for an Old Rule

    Harry Markowitz

  • The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies

    Frank J. Fabozzi;Harry M. Markowitz

  • Mean—Variance Analysis

    Harry M. Markowitz

  • Market Efficiency: A Theoretical Distinction and So What?

    Harry M. Markowitz

  • Social Welfare Functions Based on Individual Rankings

    Leo A. Goodman;Harry Markowitz

  • The Random Character of Stock Market Prices.

    Harry Markowitz;Paul H. Cootner

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