Harry Markowitz

Harry Max Markowitz (lahir 24 Ogos 1927) ialah seorang ahli ekonomi Amerika, dan penerima Hadiah Teori John von Neumann 1989 dan Hadiah Peringatan Nobel dalam Sains Ekonomi 1990.^[1]

Markowitz ialah profesor kewangan di Sekolah Pengurusan Rady di Universiti California, San Diego (UCSD). Beliau terkenal dengan kerja perintisnya dalam teori portfolio moden, mengkaji kesan risiko aset, pulangan, korelasi dan kepelbagaian ke atas pulangan portfolio pelaburan yang mungkin.^[2][3]

Penerbitan terpilih

• Markowitz, H.M. (March 1952). "Portfolio Selection". The Journal of Finance. 7 (1): 77–91. doi:10.2307/2975974. JSTOR 2975974.
• Markowitz, H.M. (April 1952). "The Utility of Wealth" (PDF). The Journal of Political Economy (Cowles Foundation Paper 57). LX (2): 151–158. doi:10.1086/257177.
• Markowitz, H.M. (April 1957). "The Elimination Form of the Inverse and Its Application to Linear Programming". Management Science. 3 (3): 255–269. doi:10.1287/mnsc.3.3.255. Diarkibkan daripada yang asal pada 2017-09-24. Dicapai pada 2019-07-04.
• Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. (reprinted by Yale University Press, 1970, ISBN 978-0-300-01372-6; 2nd ed. Basil Blackwell, 1991, ISBN 978-1-55786-108-5)
• Markowitz, H.M. (October 1, 1979). Belzer, Jack; Holzman, Albert G.; Kent, Allen (penyunting). "SIMSCRIPT", Encyclopedia of Computer Science and Technology. 13. New York and Basel: Marcel Dekker. m/s. 516. ISBN 978-0-8247-2263-0.
• Markowitz, H.M. and E. van Dijk (March–April 2003). "Single-Period Mean-Variance Analysis in a Changing World". Financial Analysts Journal. 59 (2): 30–44. doi:10.2469/faj.v59.n2.2512.
• Markowitz, H.M. (September–October 2005). "Market Efficiency: A Theoretical Distinction and So What?" (PDF). Financial Analysts Journal. 61 (5): 17–30. doi:10.2469/faj.v61.n5.2752.
• Markowitz, H.M. (2009). Harry Markowitz: Selected Works. World Scientific-Nobel Laureate Series: Vol. 1. Hackensack, New Jersey: World Scientific. m/s. 716. ISBN 978-981-283-364-8. Diarkibkan daripada yang asal pada 2011-02-23. Dicapai pada 2019-07-04.

Rujukan

1. Harry M. Markowitz – Autobiography, The Nobel Prizes 1990, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 1991
2. Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons. (reprinted by Yale University Press, 1970, ISBN 978-0-300-01372-6; 2nd ed. Basil Blackwell, 1991, ISBN 978-1-55786-108-5)
3. GuidedChoice, "Harry Markowitz’s Modern Portfolio Theory: The Efficient Frontier"

Pautan luar

Wikipetik mempunyai koleksi petikan mengenai: Harry Markowitz

• Harry Markowitz: Videos of Interviews by Mark Hebner and Weston Wellington and Presentations by Professor Markowitz
• The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, 1990
  • Autobiography, The Nobel Prizes 1990, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 1991
  • Banquet Speech, December 10, 1990
  • Nobel Prize Lecture: Foundations of Portfolio Theory, December 7, 1990 ( PDF format)
• Oral history interview with Harry M. Markowitz, Charles Babbage Institute, University of Minnesota – Markowitz discusses his development of portfolio theory, sparse matrices, and his work at the RAND Corporation and elsewhere on simulation software development (including computer language SIMSCRIPT), modeling, and operations research.
• History of Finance, interviews, The American Finance Association
• Adjunct Professor of Finance, bio, Rady School of Management, University of California at San Diego
• 1st Global Engages Dr. Harry M. Markowitz, 1st Global
• Harry Markowitz (1927– ). The Concise Encyclopedia of Economics. Library of Economics and Liberty (ed. 2nd). Liberty Fund. 2008.
• http://people.maths.ox.ac.uk/~zhouxy/download/mvjump_part2.pdf Diarkibkan 2012-06-17 di Wayback Machine
• http://home.dacor.net/norton/finance-math/problems_w_Markowitz.pdf
• Biography of Harry Markowitz from the Institute for Operations Research and the Management Sciences