(Bloomberg) — Harry Markowitz, a Nobel Prize-winning economist who redefined money management by showing that diversification could reduce investment risk while maximizing returns, has died. He was 95 ...

Harry Markowitz, a Nobel Prize-winning economist who redefined money management by showing that diversification could reduce investment risk while maximizing returns, has died. He was 95. Markowitz ...

Now is a very good time to reflect on how Harry Markowitz’s ideas are critically reshaping financial services. Although Markowitz just passed away at age 95, his ideas continue to change the way ...

The evolution of the Portfolio Theory from Harry Markowitz to Richard and Robert Michaud's Resampled Efficiency. Markowitz fleshes out MPT in his book Portfolio Selection: Efficient Diversification of ...

In December of 2006, which is almost 17 years ago, I wrote the original version of this short paper titled “Markowitz Bites Back: The Failure of CAPM, Compression of Risky Asset Spreads and Paths Back ...

Nobel laureate Harry M. Markowitz, the economist whose work in modern portfolio theory gave birth to the field of quantitative finance, has died at age 95. Mr. Markowitz, who died June 22, won the ...