Harry Markowitz
Harry Markowitz | |
|---|---|
| Born | August 24, 1927 |
| Nationality | United States |
| 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 RAND Corporation Cowles Commission |
| Field | Financial economics |
| School or tradition | Chicago School of Economics |
| Alma mater | University of Chicago, (PhD) |
| Contributions | Modern Portfolio Theory Efficient/ Markowitz Frontier Sparse Matrix Methods SIMSCRIPT |
| Awards | John von Neumann Theory Prize (1989) The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (1990) |
| Information at IDEAS / RePEc | |
Harry Max Markowitz (born August 24, 1927) is an American economist of Jewish descent. He received the 1989 John von Neumann Theory Prize and the 1990 Nobel Prize in Economics.
Early life[change | change source]
Markowitz was born on August 24, 1927 in Chicago, Illinois.[1] He studied at the University of Chicago.
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.[1]
References[change | change source]
- ↑ 1.0 1.1 Harry M. Markowitz – Autobiography[permanent dead link], The Nobel Prizes 1990, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 1991
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)
Categories:
- Nobel Prize in Economics winners
- 1927 births
- American economists
- American Nobel Prize winners
- Jewish American academics
- Jewish Nobel Prize winners
- University of California faculty
- 2023 deaths
- American centenarians
- Deaths from pneumonia
- Deaths from sepsis
- Jewish American scientists
- People from Chicago
- University of Chicago alumni
- University of Tokyo faculty