A Markowitz-efficient portfolio is one where diversification cannot lower the portfolio's risk for a given return expectation. The set of all such portfolios forms the **Markowitz Efficient Frontier**.

Oct 5, 2025 · Harry Markowitz's Modern Portfolio Theory (MPT), introduced in 1952, transformed investment strategies by focusing on entire portfolio performance rather than individual stocks.

The research that earned Markowitz the Nobel Prize involved his “ portfolio theory,” which sought to prove that a diversified, or “optimal,” portfolio—that is, one that mixes assets so as to maximize …

The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1990 was awarded jointly to Harry M. Markowitz, Merton H. Miller and William F. Sharpe "for their pioneering work in the theory …

Harry Markowitz is an American economist and creator of the influential modern portfolio theory (MPT) still widely used today.

Markowitz, born in 1927 in Chicago, was the only child of Morris and Mildred, who owned a grocery shop. He said they always had enough to eat, despite the Depression.

Jun 25, 2023 · Harry M. Markowitz, an economist who launched a revolution in finance, upending traditional thinking about buying stocks and earning the Nobel in economic science in 1990 for his …

Mar 16, 2024 · Harry Markowitz, co-recipient with Merton Miller and William Sharpe of the 1990 Nobel Prize for Economic Sciences ‘for their pioneering work in the theory of financial economics’, passed …

Apr 1, 2024 · The contributions of Harry Markowitz to optimization are vast, so as a Ph.D. student building on portfolio theory, it was inevitable I would come across his work. The more I read, the …

Harry Markowitz's work on portfolio management theory revolutionized financial markets. Learn about the Nobel laureate who changed the way we invest.