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~language:"eng"
~person:"Markowitz, Harry"
~subject:"Game theory"
~subject:"Portfolio selection"
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Game theory
Portfolio selection
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43
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35
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5
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4
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4
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Markowitz, Harry
Güth, Werner
132
Fabozzi, Frank J.
122
Tijs, Stef
60
Maurer, Raimond
55
Platen, Eckhard
54
Borm, Peter
50
Binmore, Ken
49
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49
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49
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47
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46
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43
Uppal, Raman
43
Korn, Ralf
42
Mitchell, Olivia S.
42
Morris, Stephen
41
Peleg, Bezalel
41
Ang, Andrew
40
Carraro, Carlo
39
Guidolin, Massimo
39
Damme, Eric E. C. van
38
Post, Thierry
38
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37
Li, Duan
37
Selten, Reinhard
37
Aumann, Robert J.
36
Lambertini, Luca
36
Shubik, Martin
36
Levine, David K.
35
Satchell, Stephen
35
Herings, Peter Jean-Jacques
34
Huck, Steffen
34
Lo, Andrew W.
34
Palfrey, Thomas R.
34
Schenk-Hoppé, Klaus Reiner
33
Weibull, Jörgen W.
33
Escobar, Marcos
32
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32
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Monograph / Cowles Foundation for Research in Economics, Yale University
2
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2
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2
Variations in economic analysis : essays in honor of Eli Schwartz
2
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ECONIS (ZBW)
34
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1
Portfolio selection : efficient diversification of investments
Markowitz, Harry
-
1991
-
2. ed.
Persistent link: https://www.econbiz.de/10000810436
Saved in:
2
Portfolio selection
Fabozzi, Frank J.
;
Markowitz, Harry
;
Gupta, Francis
-
2008
Persistent link: https://www.econbiz.de/10003764397
Saved in:
3
A note on semivariance
Jin, Hanqing
;
Markowitz, Harry
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
Saved in:
4
A taxonomy of utility functions
Gillen, Benjamin J.
;
Markowitz, Harry
- In:
Variations in economic analysis : essays in honor of …
,
(pp. 60-68)
.
2008
Persistent link: https://www.econbiz.de/10003805538
Saved in:
5
Portfolio selection
Markowitz, Harry
- In:
The journal of finance : the journal of the American …
7
(
1952
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10003818663
Saved in:
6
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
7
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
8
Global stock selection modeling and efficient portfolio construction and management
Guerard, John Baynard
;
Markowitz, Harry
;
Xu, Ganlin
- In:
The journal of investing
22
(
2013
)
4
,
pp. 121-128
Persistent link: https://www.econbiz.de/10010357085
Saved in:
9
How to represent mark-to-market possibilities with the general portfolio selection model
Markowitz, Harry
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009785375
Saved in:
10
Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier
Das, Sanjiv R.
;
Markowitz, Harry
;
Scheid, Jonathan
; …
- In:
The journal of wealth management
14
(
2011/12
)
2
,
pp. 25-31
Persistent link: https://www.econbiz.de/10009295781
Saved in:
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