Harry M. Markowitz - researchr alias

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Viewing Publication 1 - 22 from 22

2021

A further analysis of robust regression modeling and data mining corrections testing in global stocksJohn B. Guerard Jr., Ganlin Xu, Harry M. Markowitz. anor, 303(1):175-195, 2021. [doi]

2018

Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealthJohn B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei (Elaine) Wang. anor, 267(1-2):203-219, 2018. [doi]

Data Mining Corrections Testing in Chinese StocksJohn B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang. interfaces, 48(2):108-120, 2018. [doi]

2015

Can Noise Create the Size and Value Effects?Robert D. Arnott, Jason C. Hsu, Jun Liu, Harry M. Markowitz. mansci, 61(11):2569-2579, 2015. [doi]

Reply to Professor LoistlHarry M. Markowitz. eor, 247(2):680-681, 2015. [doi]

2014

The role of effective corporate decisions in the creation of efficient portfoliosJohn B. Guerard Jr., Harry M. Markowitz, Ganlin Xu. ibmrd, 58(4), 2014. [doi]

Mean-variance approximations to expected utilityHarry M. Markowitz. eor, 234(2):346-355, 2014. [doi]

2010

Employee stock ownership and diversificationHarry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse. anor, 176(1):95-107, 2010. [doi]

2005

Portfolio Optimization with Factors, Scenarios, and Realistic Short PositionsBruce I. Jacobs, Kenneth N. Levy, Harry M. Markowitz. ior, 53(4):586-599, 2005. [doi]

The SIMSCRIPT III programming language for modular object-oriented simulationStephen V. Rice, Harry M. Markowitz, Ana Marjanski, Stephen M. Bailey. wsc 2005: 621-630 [doi]

2004

Object-Oriented SIMSCRIPTStephen V. Rice, Ana Marjanski, Harry M. Markowitz, Stephen M. Bailey. anss 2004: 178 [doi]

2002

Efficient Portfolios, Sparse Matrices, and Entities: A RetrospectiveHarry M. Markowitz. ior, 50(1):154-160, 2002. [doi]

1999

A Description of the SIMSCRIPT LanguageBernard Dimsdale, Harry M. Markowitz. IBMSJ, 38(2/3):151-161, 1999. [doi]

1993

Computation of mean-semivariance efficient sets by the Critical Line AlgorithmHarry M. Markowitz, Peter Todd, Ganlin Xu, Yuji Yamane. anor, 45(1):307-317, 1993. [doi]

1989

An Entity Relationship Programming LanguageAshok Malhotra, Harry M. Markowitz, Yakov Tsalalikhin, Donald P. Pazel, Luanne M. Burns. TSE, 15(9):1120-1130, 1989. [doi]

1984

The EAS-E Application Development System: Principles and Language SummaryHarry M. Markowitz, Ashok Malhotra, Donald P. Pazel. CACM, 27(8):785-799, 1984.

1983

EAS-E: An Integrated Approach to Application DevelopmentAshok Malhotra, Harry M. Markowitz, Donald P. Pazel. TODS, 8(4):515-542, 1983. [doi]

The System Architecture of EAS-E: An Integrated Programming and Data Base LanguageDonald P. Pazel, Ashok Malhotra, Harry M. Markowitz. IBMSJ, 22(3):188-198, 1983.

1981

The ER and EAS Formalisms for System Modelling, and the EAS-E LanguageHarry M. Markowitz, Ashok Malhotra, Donald P. Pazel. er 1983: 29-48 [doi]

Barriers to the practical use of simulation analysisHarry M. Markowitz. wsc 1981: 3-9 [doi]

1967

Programming by questionnaireAllen S. Ginsberg, Harry M. Markowitz, Paula M. Oldfather. afips 1968: 441-446 [doi]

1964

A Description of the SIMSCRIPT LanguageBernard Dimsdale, Harry M. Markowitz. IBMSJ, 3(1):57-67, 1964.

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