In December of 2006, which is almost 17 years ago, I wrote the original version of this short paper titled “Markowitz Bites Back: The Failure of CAPM, Compression of Risky Asset Spreads and Paths Back ...
With the publication of his simply titled dissertation, "Portfolio Selection," 55 years ago, Harry Markowitz, a doctoral candidate in economics at the University of Chicago, presented the investment ...
Harry Markowitz, the renowned scholar who was awarded the Nobel Prize in economics for research that helped to revolutionize investing and who went on to become one of UC San Diego’s most revered ...