Repository10.2139/ssrn.4517162
Harry Markowitz: An Appreciation
John B. Guerard
3
TL;DR: Harry Markowitz, known for Portfolio Theory, passed away in 2023.
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Abstract: Professor Harry Markowitz passed on June 22, 2023; some four years short of reaching 100 years old. Dr. Markowitz was not a traditional economist. That fact was well-established and documented from his thesis defense at the University of Chicago. When Milton Friedman uttered lines to the effect that Dr. Markowitz’s thesis has nothing wrong with it, but is not an economics dissertation, Dr. Friedman applied a very narrow definition of economics. Harry, as I will hereafter refer to him, is acknowledged as a (the) creator of Portfolio Theory. His dissertation was its genesis.
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The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?
TL;DR: The Improving Portfolio Performance With Quantitative Models (IPPMQM) conference as mentioned in this paper was the first conference devoted to quantitative models for portfolio performance improvement, which was held in 1989.
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