Harry M. Markowitz
Harry M. Markowitz publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Financial Markets and Investment Strategies, Risk and Portfolio Optimization and Monetary Policy and Economic Impact.
- World rank
- #9,628 of 1,633,909 ranked researchers
- Rank in United States
- #4,643 of 358,040
- Works
- 48
- Citations
- 2.8k
- Citations per work
- 59.1
What does Harry M. Markowitz research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance29% of their works
- 2Management Science and Operations Research14% of their works
- 3Economics and Econometrics10% of their works
- 4General Economics, Econometrics and Finance8% of their works
- 5Education6% of their works
- 6Accounting4% of their works
Research topics
- Financial Markets and Investment Strategies
- Risk and Portfolio Optimization
- Monetary Policy and Economic Impact
- Housing Market and Economics
- Stochastic processes and financial applications
- Reservoir Engineering and Simulation Methods
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
Which keywords describe Harry M. Markowitz's research?
The keywords of their largest research topics: Asset Pricing, Stock Returns, Risk Management, Finance, Robust Optimization, Fiscal Policy, Monetary Policy and Housing Supply.
- Optimization
- Ensemble Kalman Filter
- Credit Spread Changes
- Option Pricing
- Housing Supply
- Fiscal Policy
- Finance
- Stock Returns
- Asset Pricing
- Risk Management
- Robust Optimization
- Monetary Policy
- Mortgage Credit Expansion
- Stochastic Calculus
- Default Risk
- GARCH Models
- Volatility
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Asset Pricing81 topic
- Stock Returns81 topic
- Risk Management72 topics
- Finance51 topic
- Robust Optimization51 topic
- Fiscal Policy41 topic
- Monetary Policy41 topic
- Housing Supply31 topic
- Mortgage Credit Expansion31 topic
- Option Pricing31 topic
- Stochastic Calculus31 topic
- Credit Spread Changes21 topic
- Default Risk21 topic
- Ensemble Kalman Filter21 topic
- GARCH Models21 topic
- Optimization21 topic
- Volatility21 topic
Where does Harry M. Markowitz work?
Harry M. Markowitz's main affiliation in the publication record is University of California San Diego, United States.
How many publications and citations does Harry M. Markowitz have?
Science Explorer counts 48 works and 2,837 citations for Harry M. Markowitz, ranking #9,628 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.