Harry Markowitz: An appreciation

IF 6.9 2区经济学 Q1 ECONOMICS

International Journal of Forecasting Pub Date : 2023-10-01 DOI:10.1016/j.ijforecast.2023.07.004

John Guerard

引用次数: 0

Abstract

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 Harry’s thesis has nothing wrong with it, but is not an economics dissertation, Dr. Friedman applied a very narrow definition of economics. Harry is acknowledged as a (the) creator of Portfolio Theory. His dissertation was its genesis.

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Harry Markowitz:感谢

哈里·马科维茨于2023年6月22日去世；距离100岁还差4年左右。Markowitz博士不是传统的经济学家。他在芝加哥大学的论文答辩证明了这一事实。当米尔顿·弗里德曼说哈利的论文没有错，但不是经济学论文时，弗里德曼博士对经济学的定义非常狭隘。哈里是公认的投资组合理论的创造者。他的论文是它的起源。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

International Journal of Forecasting Multiple-

CiteScore

17.10

自引率

11.40%

发文量

189

审稿时长

77 days

期刊介绍： The International Journal of Forecasting is a leading journal in its field that publishes high quality refereed papers. It aims to bridge the gap between theory and practice, making forecasting useful and relevant for decision and policy makers. The journal places strong emphasis on empirical studies, evaluation activities, implementation research, and improving the practice of forecasting. It welcomes various points of view and encourages debate to find solutions to field-related problems. The journal is the official publication of the International Institute of Forecasters (IIF) and is indexed in Sociological Abstracts, Journal of Economic Literature, Statistical Theory and Method Abstracts, INSPEC, Current Contents, UMI Data Courier, RePEc, Academic Journal Guide, CIS, IAOR, and Social Sciences Citation Index.