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Portfolio optimization model in finance
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
Markowitz_model
Mathematical framework for investment risk
Memorial Prize in Economic Sciences together in 1990 (see Markowitz model). Although Markowitz's paper had been described by financial historian Peter L
Modern_portfolio_theory
Financial model for portfolio allocation
mean-variance optimizer to solve the constrained optimization problem. Markowitz model for portfolio optimization Financial economics § Portfolio theory Financial
Black–Litterman_model
Investment portfolio which occupies the "efficient" parts of the risk-return spectrum
risk). The efficient frontier was first formulated by Harry Markowitz in 1952; see Markowitz model. A combination of assets, i.e. a portfolio, is referred
Efficient_frontier
Murder of an American teenager
half-brother Benjamin Markowitz and Jesse James Hollywood. Markowitz lived in West Hills, Los Angeles, with his parents, Jeff and Susan Markowitz. A feud between
Murder_of_Nicholas_Markowitz
American economist and Nobel Laureate (1927–2023)
Harry Max Markowitz (August 24, 1927 – June 22, 2023) was an American economist who received the 1989 John von Neumann Theory Prize and the 1990 Nobel
Harry_Markowitz
measure to counter this. Black–Litterman model Financial economics § Portfolio theory Markowitz model Single-index model § Portfolio optimization Kane et al
Treynor–Black_model
Finance model linking expected return to systematic risk
Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe had developed the
Capital_asset_pricing_model
Overview of finance and finance-related topics
alpha Optimization models Markowitz model Treynor–Black model Equilibrium pricing models (CAPM and extensions) Capital asset pricing model (CAPM) Consumption-based
Outline_of_finance
Economic model
Capital asset pricing model Multiple factor models Treynor–Black model Markowitz model Mihai Ion (2026). The Single-Index Model: Understanding Systematic
Single-index_model
Process of selecting a portfolio
introduced in a 1952 doctoral thesis by Harry Markowitz, where the Markowitz model was first defined. The model assumes that an investor aims to maximize
Portfolio_optimization
Academic discipline studying businesses and investments
used quantum financial models are the quantum continuous model, the quantum binomial model, multi-step quantum binomial model, etc. The origin of finance
Finance
Academic discipline concerned with the exchange of money
other techniques. The Black–Litterman model is often employed. Black–Litterman departs from the original Markowitz model approach: it starts with an equilibrium
Financial_economics
American murderer on death row
Elvis Schmidt was modeled after Hoyt. The role was played by actor Shawn Hatosy. On August 6, 2000, 15-year-old Nicholas Markowitz was abducted by Jesse
Ryan_Hoyt
Risk reduction technique
influential work of economist Harry Markowitz in the 1950s, whose work pioneered modern portfolio theory (see Markowitz model). An earlier precedent for diversification
Diversification_(finance)
Method of data analysis
or alternatively, where risk is minimized for a given return; see Markowitz model for discussion. Thus, one approach is to reduce portfolio risk, where
Principal_component_analysis
American communication professor
politicians and prolific liars. Markowitz and Jeffrey Hancock developed the Contextual Organization of Language and Deception model (COLD) to better explain
David_M._Markowitz
(PhD, economics) City University of New York Modern portfolio theory, Markowitz model, Efficient frontier Merton Miller (1923–2000) Johns Hopkins University
List of Nobel Memorial Prize laureates in Economic Sciences
List_of_Nobel_Memorial_Prize_laureates_in_Economic_Sciences
Portfolio theory
(PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide analytical methods for rational investors
Post-modern_portfolio_theory
Protecting economic value by managing risk exposure
modern portfolio theory, particularly as initiated by Professor Harry Markowitz in 1952 with his article, "Portfolio Selection"; see Mathematical finance
Financial_risk_management
Financial model
A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William F. Sharpe, and are concerned with defining the concepts of
Brownian model of financial markets
Brownian_model_of_financial_markets
partly to that universal portfolio and partly to the risk-free asset. Markowitz model #Choosing the best portfolio - an expansion of the above Mutual fund
Separation_property_(finance)
American computer scientist
Victor M. Markowitz is chief informatics officer and associate director at DOE Joint Genome Institute (JGI), and head of Lawrence Berkeley National Laboratory's
Victor_M._Markowitz
Former CHCH TV Series
show's cast included Billy Van, Fishka Rais (1919–1974), Guy Big, Mitch Markowitz, Vincent Price, and Julius Sumner Miller. Van played most of the characters
The Hilarious House of Frightenstein
The_Hilarious_House_of_Frightenstein
Asset pricing models
of specific returns. The matrix C {\displaystyle C} is then used for Markowitz portfolio construction which involves maximizing the quadratic utility
Multiple_factor_models
Theory in science communication
communication, the information deficit model, also known as the deficit model or science literacy/knowledge deficit model, theorizes that scientific literacy
Information_deficit_model
Application of mathematical and statistical methods in finance
investing for a listing of relevant articles. For their pioneering work, Markowitz and Sharpe, along with Merton Miller, shared the 1990 Nobel Memorial Prize
Mathematical_finance
American actress (born 1934)
Arizona Republic. p. 37. Retrieved June 5, 2023. Markowitz, Endel (1979). Encyclopedia Yiddishanica. Markowitz. p. 86. ISBN 978-0933910027. Balsamini, Dean
Tina_Louise
American economist and Nobel Laureate (born 1934)
topic, J. Fred Weston suggested him to ask Harry Markowitz at RAND. Working closely with Markowitz, who in practice "filled a role similar to that of
William_F._Sharpe
American economist, educator, writer and investor
which were coauthored with Nobel laureates, Franco Modigliani and Harry Markowitz. He has been the editor of the Journal of Portfolio Management since 1986
Frank_J._Fabozzi
Simulation language
English-like general-purpose simulation language conceived by Harry Markowitz and Bernard Hausner at the RAND Corporation in 1962. It was implemented
SIMSCRIPT
World Wide Web content existing on darknets
Archived from the original on 26 July 2015. Retrieved 3 August 2015. Markowitz, Eric (10 July 2014). "The Dark Net: A Safe Haven for Revenge Porn?".
Dark_web
Risk of the actual return being below the expected return
potential losses. This is about the same time Harry Markowitz was developing mean-variance theory. Even Markowitz, himself, stated that "semi-variance is the
Downside_risk
Vertebrate brain region
Retrieved 2020-03-20. Rubin M, Shvil E, Papini S, Chhetry BT, Helpman L, Markowitz JC, et al. (June 2016). "Greater hippocampal volume is associated with
Hippocampus
Financial term for a collection of investments
model Hedge (finance) Investment management Portfolio investment Portfolio optimization Financial risk management § Investment management Markowitz,
Portfolio_(finance)
American financial services company
models for modeling the risk factors that define financial markets. The first is very similar to the mean-covariance approach of Markowitz. Markowitz
RiskMetrics
Financial professional
Jan Mossin (1966) later build the Capital Asset Pricing Model (CAPM) on the theory of Markowitz. Nowadays, the CAPM is one of the primary portfolio management
Portfolio_manager
Theory of interpersonal relationships
Cambridge University Press. ISBN 9781316104668. Slovic, Paul; Mertz, C. K.; Markowitz, David M.; Quist, Andrew; Västfjäll, Daniel (25 August 2020). "Virtuous
Relational_models_theory
American actor and model (born 1988)
Alvester Black (born February 16, 1988) is an American actor, dancer and model, known for his role in the BET+ drama series, All the Queen's Men. Black
Skyh_Black
American economist (1921–2016)
Thomas C. Schelling (1969) "Models of segregation," American Economic Review, 1969, 59(2), 488–493. _____ (1971). "Dynamic Models of Segregation," Journal
Thomas_Schelling
American legal drama television series (1986–1994)
(1986–91, 1992; seasons 1–5, guest season 6) Michael Tucker as Stuart Markowitz, associate, partner (1986–94; seasons 1–8, reunion) Susan Ruttan as Roxanne
L.A._Law
(WIO) model is an innovative extension of the environmentally extended input-output (EEIO) model. It enhances the traditional Input-Output (IO) model by
Waste_input-output_model
1985 video game
Mike Markowitz reviewed the game for Computer Gaming World, and stated that "TRW is not a complete simulation of railroading, or even of model railroading
The_Railroad_Works
Class of economic models
factors. CGE models are also referred to as AGE (applied general equilibrium) models. A CGE model consists of equations describing model variables and
Computable general equilibrium
Computable_general_equilibrium
American actor (1989–2016)
Nicholas Markowitz. USA Today's review described Yelchin's performance as "heartbreakingly endearing". After the film's premiere, Markowitz's mother praised
Anton_Yelchin
American video on-demand streaming service
"Roku, See what your TV can really do". Roku. Retrieved August 5, 2025. Markowitz, David (May 6, 2026). "What's Actually in Howdy's Box: Inside the Catalog
Howdy_(streaming_service)
Branch of applied computer science
modeling of stochastic time series. The birth of computational finance as a discipline can be traced to Harry Markowitz in the early 1950s. Markowitz
Computational_finance
Use of mathematical and statistical methods in finance
[these] was recognized" as options pricing theory was developed. Harry Markowitz's 1952 doctoral thesis "Portfolio Selection" and its published version
Quantitative analysis (finance)
Quantitative_analysis_(finance)
Canadian model (1940–1973)
the fictional 1978 film I Miss You, Hugs and Kisses, directed by Murray Markowitz. The victim is renamed Magdalene Kruschen and is played by German actress
Killing_of_Christine_Demeter
Any of various types of risk associated with financing
uncertainty about its extent. Modern portfolio theory initiated by Harry Markowitz in 1952 under his thesis titled "Portfolio Selection" is the discipline
Financial_risk
Sexual technique
Stuart Markowitz (Michael Tucker). The technique itself is never described to the audience. In a hotel bedroom scene, it is implied that Markowitz uses
Venus_Butterfly
Jewish cemetery in Los Angeles, California
actor/director Michael Lembeck Larry D. Mann (1922–2014), actor Nicholas Markowitz (1984–2000), murder victim Groucho Marx (1890–1977), actor/comedian Vic
Eden_Memorial_Park_Cemetery
Image-generating deep learning model
Archived from the original on 2 March 2021. Retrieved 3 March 2021. Markowitz, Dale (10 January 2021). "Here's how OpenAI's magical DALL-E image generator
DALL-E
Aviva Slesin Aviva Slesin: The Long and Short of It Blind Curve Gary Markowitz Shorts Blue Lobster Langosta Azul Álvaro Cepeda Samudio Colombian Cinema:
List of Sundance Film Festival selections
List_of_Sundance_Film_Festival_selections
Attachment-focused psychotherapy
PMID 15227863. Weissman, Myrna M.; Markowitz, John C. (1998). "An Overview of Interpersonal Psychotherapy". In Markowitz, John C. (ed.). Interpersonal Psychotherapy
Interpersonal_psychotherapy
Borough and county in New York, US
Beame; real estate developer Fred Trump; Democratic district leader Beadie Markowitz; and political fixer Abraham "Bunny" Lindenbaum. Many non-Orthodox Jews
Brooklyn
Aspect of education and communication
114 (2): 76–86. doi:10.1111/ssm.12051. ISSN 0036-6803. Song, Hyunjin; Markowitz, David; Taylor, Samuel (30 June 2022). "Trusting on the shoulders of open
Public_awareness_of_science
Psychiatric disorder defined by chronic depression
Klein, Daniel N.; Arnow, Bruce; Dunner, David L.; Gelenberg, Alan J.; Markowitz, John C.; Nemeroff, Charles B.; Russell, James M.; Thase, Michael E.;
Dysthymia
American economist and Nobel laureate (1941–2026)
Professor of Economics at Yale University, best known for his work in economic modeling and climate change, and a co-recipient of the 2018 Nobel Memorial Prize
William_Nordhaus
Determination of the economic value of a business
valuation. The CAPM originated from the Nobel Prize-winning studies of Harry Markowitz, James Tobin, and William Sharpe. The method derives the discount rate
Business_valuation
Machine learning framework for portfolio construction
prevailing mean-variance optimization (MVO) framework developed by Harry Markowitz. HRP algorithms apply discrete mathematics and machine learning techniques
Hierarchical_Risk_Parity
American model, environmental activist, author and entrepreneur
7, 2018. "Model Summer Rayne Oakes Launches Online Eco-Textile Marketplace". Inhabitat. August 25, 2010. Retrieved March 1, 2019. Markowitz, Eric (December
Summer_Rayne_Oakes
Professional asset management of securities for the benefit of investors
Analysts Journal, vol. 48, no. 2 (March/April 1992):16–18. Markowitz, H.M. (2009). Harry Markowitz: Selected Works. World Scientific-Nobel Laureate Series:
Investment_management
1996 American drama film by Billy Bob Thornton
fears Doyle could hurt or kill Linda and Frank one day. Karl becomes a role model to Frank, who misses his deceased father and despises Doyle. As they grow
Sling_Blade
Medication used to treat ADHD
hydrochloride as well as in an oral solution (4 mg/ml) (103). Yu G, Li GF, Markowitz JS (May 2016). "Atomoxetine: A Review of Its Pharmacokinetics and Pharmacogenomics
Atomoxetine
Canadian convicted murderer (born 1933)
(also called Drop Dead, Dearest and Left for Dead), directed by Murray Markowitz. His figure in the movie, named Charles Kruschen, is played by actor Donald
Peter_Demeter
American stockbroker (born 1962)
New York City, to Jewish parents, Maxwell "Max" Belfort and Leah (née Markowitz). They were both accountants. He has an older brother named Robert. His
Jordan_Belfort
American economist
of papers that cast doubt on the validity of the Capital Asset Pricing Model (CAPM), which posits that a stock's beta alone should explain its average
Kenneth_French
Public school in New York City
League Baseball player Barbara Boxer, United States Senator (D–CA) Marty Markowitz, Brooklyn Borough President, 2001-2013 Roger Brown, ABA basketball player
George_W._Wingate_High_School
American actress (1944–2018)
H.E. Cat, during which he "flirted outrageously" with Locke. She also modeled for The Tennessean fashion page, acted in commercials for Rich-Schwartz
Sondra_Locke
Central nervous system stimulant
(2): 219–223. doi:10.1212/wnl.45.2.219. PMID 7854515. S2CID 35190429. Markowitz JS, DeVane CL, Boulton DW, Nahas Z, Risch SC, Diamond F, et al. (June
Methylphenidate
Instrument for measuring, keeping or indicating time
Bibcode:1955Natur.176..280E. doi:10.1038/176280a0. S2CID 4191481. W. Markowitz; R.G. Hall; L. Essen; J.V.L. Parry (1958). "Frequency of cesium in terms
Clock
American mathematician (1914–2005)
George Dantzig from the Institute for Operations Research and the Management Sciences (INFORMS) An Interview with Nobel Laureate Harry M. Markowitz [1]
George_Dantzig
American singer-songwriter (born 1941)
Bob Dylan. On November 22, 1965, Dylan quietly married 25-year-old former model Sara Lownds. During a break from his tour in early 1966, Dylan's friend
Bob_Dylan
Intermittent adjustment to UTC
Archived from the original on 20 March 2023. Retrieved 19 November 2022. Wm Markowitz (1988) 'Comparisons of ET (Solar), ET (Lunar), UT and TDT', in (eds.)
Leap_second
Israeli-American psychologist and economist (1934–2024)
Robert M. Solow 1988: Maurice Allais 1989: Trygve Haavelmo 1990: Harry M. Markowitz / Merton H. Miller / William F. Sharpe 1991: Ronald H. Coase 1992: Gary
Daniel_Kahneman
Currency of ancient Rome
2017. "RPC — Magistrate". rpc.ashmus.ox.ac.uk. Retrieved 12 April 2026. Markowitz, Mike (1 June 2018). "Imperial Wannabes: The Ancient Coinage of Roman
Roman_currency
American historical drama by Louis Malle
Steele as Josephine Seret Scott as Flora Don Hood as Alfred Fuller Cheryl Markowitz as Gussie Susan Manskey as Fanny Laura Zimmerman as Agnes Miz Mary as
Pretty_Baby_(1978_film)
American comedian (1890–1977)
October 21, 2020. Markowitz, Joel (April 2, 2012). "Erik Liberman on Playing The Baker in Centerstage's 'Into the Woods' by Joel Markowitz". DC Metro Theater
Groucho_Marx
American economist and Nobel Laureate (1924–2023)
for his studies of economic growth and the development of the Solow–Swan model, for which he won the 1987 Nobel Memorial Prize in Economic Sciences. He
Robert_Solow
Traditional Japanese puppet
the Earliest Times to A.D. 697, Volume 2, Book XXVI – via Wikisource. Markowitz, Judith (2014). Robots that Talk and Listen: Technology and Social Impact
Karakuri_puppet
Hotel in Hollywood, California
purchased the Garden of Allah Hotel from Beatrice Rosenus and Morris Markowitz for $755,000. Lytton's plans for the property included razing the hotel
Garden_of_Allah_Hotel
American musician (born 1943)
resemblance to the actual Newman. Set in New Orleans and Los Angeles, it was modeled on the American autobiography, The Education of Henry Adams. In 2010, the
Randy_Newman
American musician (born 1943)
Friedman, Roger (June 25, 2024). "Happy Birthday, Carly Simon, the Real Role Model for Confessional Songwriters Like Taylor Swift" Archived December 14, 2025
Carly_Simon
Animated Disney film
the original on October 30, 2020. Retrieved December 2, 2017. "W&L's Markowitz Co-edits Book on American Indians in Movies". wlu.edu. Archived from the
Peter_Pan_(1953_film)
American economist (born 1939)
alpha in the modeling test, thus functions as a signal to the model maker whether it can perfectly predict returns by the factors in the model. However,
Eugene_Fama
American psychological thriller TV series
"he never saw [Bloodline] as a TV show", finding the all-at-once Netflix model useful in filming the series as if it were a shorter film. He explained
Bloodline_(TV_series)
(1997–1999) and curial bishop of the Chaldean Patriarchate (2005–2014). Harry Markowitz, 95, American economist (modern portfolio theory), Nobel Prize laureate
Deaths_in_June_2023
Canadian–American economist and Nobel Laureate (born 1941)
Economic Sciences, and co-originator of the Black–Scholes options pricing model. Scholes is currently the Chief Investment Strategist at Janus Henderson
Myron_Scholes
Economic research institute at Yale University
Joseph E. Stiglitz, Lawrence Klein, Trygve Haavelmo, Leonid Hurwicz, Harry Markowitz and William Norhaus. The Cowles Foundation is located at 30 Hillhouse
Cowles_Foundation
Wife of the Egyptian pharaoh Akhenaten
September 2015. Retrieved 24 September 2014. Freed, R. E.; D'Auria, S.; Markowitz, Y. J. (1999). Pharaohs of the Sun: Akhenaten, Nefertiti, Tutankhamen
Nefertiti
Neighborhood of Brooklyn in New York City
Chris Hayes, journalist Brad Lander, New York City Council member Marty Markowitz, former New York state senator and Brooklyn borough president Chirlane
Park_Slope
British economist (1920–2003)
winning analysis of Harry Markowitz (1952). Both developed the mean-variance trade-off for a portfolio of correlated assets (Markowitz, 1991). Reflecting on
A._D._Roy
Name list
IV Cecil Jacobs, character from the book To Kill a Mockingbird Cecil Markowitz, minor character from the novel series The Heroes of Olympus and The Trials
Cecil_(given_name)
American financial technology company
can select from were designed in partnership with paid advisor Harry Markowitz, a Nobel laureate. Acorns launched in 2014 with an app for iOS and Android
Acorns_(company)
American actress and singer (born 1945)
Matthew Broderick, Christopher Walken and Glenn Close, Midler played Bobbie Markowitz, a writer and recovering alcoholic. The project underwent numerous production
Bette_Midler
Extensions of the concept of randomness
mathematical finance is that methods such as Markowitz mean variance portfolio and Black–Scholes model may be invalidated as the tails of the distribution
Seven_states_of_randomness
American television series (1966–1973)
the series were Jerry Fielding, Walter Scharf, Gerald Fried, Richard Markowitz, Benny Golson, Robert Drasnin, and Hugo Montenegro. Gerald Fried worked
Mission: Impossible (1966 TV series)
Mission:_Impossible_(1966_TV_series)
American financial economist
of Sciences (2006)[citation needed] Batterymarch Fellowship Harry M. Markowitz Special Distinction Award, Journal of Investment Management (2024), for
Douglas_Breeden
Classification of mental health problems
model". Comprehensive Psychiatry. 79: 40–52. doi:10.1016/j.comppsych.2017.06.009. PMID 28755757. Morey, Leslie C.; Hopwood, Christopher J.; Markowitz
Hierarchical Taxonomy of Psychopathology
Hierarchical_Taxonomy_of_Psychopathology
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MARKOWITZ MODEL
MARKOWITZ MODEL
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