|Institution||Harry Markowitz Company|
Rady School of Management at the University of California at San Diego
Baruch College of the City University of New York
|Chicago School of Economics|
|Alma mater||University of Chicago, (PhD)|
|Contributions||Modern Portfolio Theory|
Efficient/ Markowitz Frontier
Sparse Matrix Methods
|Awards||John von Neumann Theory Prize (1989)|
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (1990)
|Information at IDEAS / RePEc|
Early life[change | change source]
Career[change | change source]
Markowitz is a professor of finance at the Rady School of Management at the University of California, San Diego (UCSD). He is best known for his pioneering work in Modern Portfolio Theory, studying the effects of asset risk, return, correlation and diversification on probable investment portfolio returns.
Markowitz won the Nobel Prize in Economics in 1990.
Personal life[change | change source]
Markowitz now lives in Chicago, Illinois as a retired professor.
References[change | change source]
Other websites[change | change source]
- An Hour with Harry Markowitz: Interviewed by Mark Hebner
- The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, 1990
- Autobiography[permanent dead link], 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 Archived 2013-01-16 at the Wayback Machine)