Harry M. Markowitz

32.6k citations
167 papers · 22.7k · 13 hit papers · h-index 38

Impact in

  • Finance top 0.02%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling

Papers in

    • Financial Markets and Investment Strategies 59
    • Financial Risk and Volatility Modeling 16
    • Stochastic processes and financial applications 15
    • Risk and Portfolio Optimization 20
    • Stock Market Forecasting Methods 12

Harry M. Markowitz

156 papers receiving 19.6k citations

Harry M. Markowitz's Hit Papers

Foundations of Portfolio Theory 1991 · 637 citations
6370+24+49Years since publication10002.0k3.0k4.0k

Peers

Harry M. Markowitz
Comparison fields: 5 of 178
  • Finance 11.7k
  • General Decision Sciences 1.4k
  • Management Science and Operations Research 8.3k
  • Economics and Econometrics 9.3k
  • Accounting 2.9k
Replace William F. Sharpe with:
William F. Sharpe United States
Andrew W. Lo United States
Robert Fildes United Kingdom
John W. Pratt United States
Haim Levy Israel
Hal R. Varian United States
Fischer Black United States
Eduardo S. Schwartz United States
Arnold Zellner United States
Lars Peter Hansen United States
Harry M. Markowitz relative to William F. Sharpe United States William F. Sharpe's profile →
Citations per field
00.5×1.6×
William F. Sharpe · 1×
Citations per year

Countries citing papers authored by Harry M. Markowitz

Since Specialization
Citations

This map shows the geographic impact of Harry M. Markowitz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry M. Markowitz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry M. Markowitz more than expected).

Fields of papers citing papers by Harry M. Markowitz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Harry M. Markowitz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry M. Markowitz. The network helps show where Harry M. Markowitz may publish in the future.

Co-authors

The 25 scholars most cited alongside Harry M. Markowitz, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Harry M. Markowitz Line = papers co-authored together Harry M. Markowitz links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 167 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Portfolio Selection: Efficient Diversification of Investments
Hit paper breakdown →
19594143
2
Portfolio Selection
Hit paper breakdown →
19523482
3
PORTFOLIO SELECTION*
Hit paper breakdown →
19523263
4
Portfolio Selection: Efficient Diversification of Investments.
Hit paper breakdown →
19622550
5
The Utility of Wealth
Hit paper breakdown →
19521216
6
Mean-Variance Analysis in Portfolio Choice and Capital Markets.
Hit paper breakdown →
1989822
7
Industrial Scheduling
Hit paper breakdown →
1964770
8
Foundations of Portfolio Theory
Hit paper breakdown →
1991637
9
Portfolio Selection: Efficient Diversification of Investments.
Hit paper breakdown →
1960421
10
Mean‐Variance Versus Direct Utility Maximization
Hit paper breakdown →
1984375
11
The optimization of a quadratic function subject to linear constraints
Hit paper breakdown →
1956359
12
The Elimination form of the Inverse and its Application to Linear Programming
Hit paper breakdown →
1957335
13 1965221
14 2012203
15 1999197
16 2002195
17
On the Solution of Discrete Programming Problems
Hit paper breakdown →
1957177
18 2010176
19 1993152
20 1976148

About Harry M. Markowitz

Harry M. Markowitz is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Accounting and General Economics, Econometrics and Finance, having authored 167 papers that have together received 22.7k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (59 papers), Risk and Portfolio Optimization (20 papers), Financial Risk and Volatility Modeling (16 papers), Stochastic processes and financial applications (15 papers), Complex Systems and Time Series Analysis (13 papers), Stock Market Forecasting Methods (12 papers), Housing Market and Economics (10 papers) and Monetary Policy and Economic Impact (9 papers). The work is most often cited by research in Finance (11.7k citations), General Decision Sciences (1.4k citations), Management Science and Operations Research (8.3k citations), Economics and Econometrics (9.3k citations) and Accounting (2.9k citations). Harry M. Markowitz has collaborated with scholars based in United States, Netherlands and China. Frequent co-authors include Alan Stuart, H. S. Houthakker, William F. Sharpe, John F. Muth, Gerald L. Thompson, Gerhard Tintner, Haim Levy, Yoram Kroll, Alan S. Manne and Paul H. Cootner. Their work appears in journals such as The Journal of Finance, The Journal of Portfolio Management, Financial Analysts Journal, Annals of Operations Research and Journal of the American Statistical Association.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact