Nobel laureate Harry M. Markowitz, the economist whose work in modern portfolio theory gave birth to the field of quantitative finance, has died at age 95. Mr. Markowitz, who died June 22, won the ...
NEW YORK CITY, NY / ACCESS Newswire / June 26, 2025 / AstraBit has integrated a portfolio optimization engine grounded in Markowitz’s Modern Portfolio Theory (MPT) and Post-Modern Portfolio Theory ...
The evolution of the Portfolio Theory from Harry Markowitz to Richard and Robert Michaud's Resampled Efficiency. Markowitz fleshes out MPT in his book Portfolio Selection: Efficient Diversification of ...
The greatest loss of the quarter occurred on June 22, marking the passing of Harry Markowitz. Harry’s substantial contributions to finance established the modern concept of a portfolio. The concept ...