Český finanční a účetní časopis 2023(1):67-73 | DOI: 10.18267/j.cfuc.585

Harry Max Markowitz (1927–2023) – founder of modern portfolio theory

Petr Marek, Vojtěch Menzl, Eva Dufková
Vysoká škola ekonomická v Praze, Fakulta financí a účetnictví, katedra financí a oceňování podniku, Praha

The article on the occasion of the death of H. M. Markowitz, laureate of the Nobel Memorial Prize in Economics, presents his brief biography associated with the development of modern portfolio theory, sparse matrices and the SIMSCRIPTsimulation programming language.

Keywords: H. M. Markowitz; Nobel Prize; Portfolio Theory; Efficient Portfolio; Sparse Matrices; Simulation; SIMSCRIPT.
JEL classification: G11, L23

Received: December 16, 2023; Revised: December 16, 2023; Accepted: December 16, 2023; Published: December 30, 2023  Show citation

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Marek, P., Menzl, V., & Dufková, E. (2023). Harry Max Markowitz (1927–2023) – founder of modern portfolio theory. Czech Financial and Accounting Journal, 2023(1), 67-73. doi: 10.18267/j.cfuc.585
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