From Portfolio Selection to Portfolio Choice: Remembering Harry Markowitz

被引：0
|
作者：
Blay, Kenneth A. [1 ]
机构：
[1] Invesco, Global Thought Leadership, Boston, MA 02110 USA
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 2024年 / 50卷 / 08期
关键词：
EQUILIBRIUM; ANOMALIES; UTILITY; PRICES; RISK;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This tribute to Harry Markowitz provides an overview of Markowitz's far-reaching contributions to the theory and practice of investment management. The author details the introduction of portfolio selection from the initial 1952 Journal of Finance article to the 1959 book that provides a complete exposition of the concept through to the completed three volumes of Markowitz's last book that revisits portfolio selection after more than 50 years since its introduction. A discussion of Markowitz's work and influence on various aspects of modern investing is presented, including risk modeling, portfolio management, and simulation. Finally, the author shares his personal experiences and insights about who Markowitz was in life.
引用
收藏
页码：45 / 58
页数：14
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