Nobel laureate Harry M. Markowitz, the economist whose work in modern portfolio theory gave birth to the field of quantitative finance, has died at age 95. Mr. Markowitz, who died June 22, won the ...
In December of 2006, which is almost 17 years ago, I wrote the original version of this short paper titled “Markowitz Bites Back: The Failure of CAPM, Compression of Risky Asset Spreads and Paths Back ...
With the publication of his simply titled dissertation, "Portfolio Selection," 55 years ago, Harry Markowitz, a doctoral candidate in economics at the University of Chicago, presented the investment ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback