A Markowitz-efficient portfolio is one where diversification cannot lower the portfolio's risk for a given return expectation. The set of all such portfolios forms the **Markowitz Efficient Frontier**.

The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1990 was awarded jointly to Harry M. Markowitz, Merton H. Miller and William F. Sharpe "for their pioneering work …

Harry Markowitz (born August 24, 1927, Chicago, Illinois, U.S.—died June 22, 2023, San Diego, California) was an American finance and economics educator, cowinner (with Merton H. Miller …

3 days ago · A recent special issue of Annals of Operations Research, “Investment: The Century of Markowitz,” honors Nobel laureate and former University of California San Diego Rady of …

Oct 5, 2025 · Harry Markowitz's Modern Portfolio Theory (MPT), introduced in 1952, transformed investment strategies by focusing on entire portfolio performance rather than individual stocks.

Harry Markowitz revolutionized the field of finance by introducing the concept of portfolio optimization with his modern Portfolio Theory, providing a mathematical framework for …

Markowitz earned the Nobel Prize in economic sciences in 1990 for his revolutionary research on buying stocks, which changed traditional thinking of portfolio investments.

In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various …

In 1952, Harry Markowitz published a paper called “Portfolio Selection” in The Journal of Finance, setting out what he called the modern portfolio theory (MPT).

Jun 22, 2023 · The contribution for which Harry Markowitz received the Economic Sciences Prize was first published in the essay Portfolio Selection (1952), and later in his book Portfolio …