Efficient portfolios, sparse matrices, and entities: A retrospective
成果类型：
Article
署名作者：
Markowitz, HM
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.50.1.154.17774
发表日期：
2002
页码：
154-160
关键词：
摘要：
In 1989 1 was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.