最近在重温Markowitz(马尔科维奇)的理论。所以搜集了他的部分文章。现发送出来供大家查阅。由于经过劳动整理所得,所以收一点钱。分成四个压缩包。可以单独下载单独解压,不需要全部下载才能解压。大家看着下载吧。先把文章列表发出来:
[PAPR] 01_Portfolio Selection Portfolio Selection Harry Markowitz The Journal of Finance_Vol_7_No_1 (Mar_1952)_pp_77-91
[PAPR] 02_Foundations of Portfolio Theory Foundations of Portfolio Theory Harry M_Markowitz The Journal of Finance_Vol_46_No_2 (Jun_1991)_pp_469-477
[PAPR] 03_Investment for the Long Run_New Evidence for an Old Rule Investment for the Long Run_New Evidence for an Old Rule Harry M_Markowitz The Journal of Finance_Vol_31_No_5 (Dec_1976)_pp_1273-1286
[PAPR] 04_Nonnegative or Not Nonnegative_A Question about CAPMs Nonnegative or Not Nonnegative_A Question about CAPMs Harry M_Markowitz The Journal of Finance_Vol_38_No_2_Papers and Proceedings Forty-First Annual Meeting American Finance Association New York_N_Y_December 28-30_1982 (May_1983)_pp_283-295
[PAPR] 05_Market Efficiency_A Theoretical Distinction and so What Market Efficiency_A Theoretical Distinction and so What Harry M_Markowitz Financial Analysts Journal_Vol_61_No_5 (Sep_- Oct_2005)_pp_17-30
[PAPR] 06_Markowitz Revisited Markowitz Revisited Harry M_Markowitz Financial Analysts Journal_Vol_32_No_5 (Sep_- Oct_1976)_pp_47-52
[PAPR] 07_The Early History of Portfolio Theory_1600-1960 The Early History of Portfolio Theory_1600-1960 Harry M_Markowitz Financial Analysts Journal_Vol_55_No_4 (Jul_- Aug_1999)_pp_5-16
[PAPR] 08_The Elimination Form of the Inverse and Its Application to Linear Programming The Elimination Form of the Inverse and Its Application to Linear Programming Harry M_Markowitz Management Science_Vol_3_No_3 (Apr_1957)_pp_255-269
[PAPR] 09_Simulating with Simscript Simulating with Simscript Harry M_Markowitz Management Science_Vol_12_No_10_Series B_Managerial (Jun_1966)_pp_B396-B405
[PAPR] 10_Efficient Portfolios_Sparse Matrices_and Entities_A Retrospective Efficient Portfolios_Sparse Matrices_and Entities_A Retrospective Harry M_Markowitz Operations Research_Vol_50_No_1_50th Anniversary Issue (Jan_- Feb_2002)_pp_154-160
[PAPR] 11_Mean-Variance Versus Direct Utility Maximization Mean-Variance Versus Direct Utility Maximization Yoram Kroll_Haim Levy_Harry M_MarkowitzThe Journal of Finance_Vol_39_No_1 (Mar_1984)_pp_47-61
[PAPR] 12_Single-Period Mean_Variance Analysis in a Changing World Single-Period Mean_Variance Analysis in a Changing World Harry M_Markowitz _Erik L_van Dijk Financial Analysts Journal_Vol_59_No_2 (Mar_- Apr_2003)_pp_30-44
[PAPR] 13_On the Solution of Discrete Programming Problems On the Solution of Discrete Programming Problems Harry M_Markowitz _Alan S_Manne Econometrica_Vol_25_No_1 (Jan_1957)_pp_84-110
[PAPR] 14_Review Portfolio Selection by Harry M_MarkowitzReview by_R_G_D_Allen Economica_New Series_Vol_27_No_106 (May_1960)_pp_189-190
[PAPR] 15_Review The Theory of Games and Linear Programming by S_VajdaReview by_Harry Markowitz Operations Research_Vol_4_No_6 (Dec_1956)_pp_749-750
[PAPR] 16_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_David DurandThe American Economic Review _Vol_50_No_1 (Mar_1960)_pp_234-236
[PAPR] 17_The General Mean-Variance Portfolio Selection Problem [and Discussion] The General Mean-Variance Portfolio Selection Problem [and Discussion] Harry M_Markowitz _R_Lacey_J_Plymen_M_A_H_Dempster_R_G_Tompkins Philosophical Transactions_Physical Sciences and Engineering_Vol_347_No_1684_Mathematical Models in Finance (Jun_15_1994)_pp_543-549
[PAPR] 18_Portfolio Analysis with Factors and Scenarios Portfolio Analysis with Factors and Scenarios Harry M_Markowitz _André F_PeroldThe Journal of Finance_Vol_36_No_4 (Sep_1981)_pp_871-877
[PAPR] 19_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Gerhard TintnerThe Journal of Finance_Vol_15_No_3 (Sep_1960)_p_447
[PAPR] 20_Review Committee Decisions with Complementary Valuation_by Duncan Black_R_A_NewingReview by_Harry MarkowitzJournal of the American Statistical Association_Vol_47_No_259 (Sep_1952)_pp_557-558
[PAPR] 21_Review The Random Character of Stock Market Prices_by Paul H_CootnerReview by_Harry MarkowitzJournal of the American Statistical Association_Vol_60_No_309 (Mar_1965)_p_381
[PAPR] 22_Trimability and Fast Optimization of Long-Short Portfolios Trimability and Fast Optimization of Long-Short Portfolios Bruce I_Jacobs_Kenneth N_Levy_Harry M_MarkowitzFinancial Analysts Journal_Vol_62_No_2 (Mar_- Apr_2006)_pp_36-46
[PAPR] 23_Review Portfolio Selection by Harry M_MarkowitzReview by_A_D_RoyEconometrica_Vol_29_No_1 (Jan_1961)_pp_99-100
[PAPR] 24_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_Alan Stuart OR_Vol_10_No_4 (Dec_1959)_pp_253-254
[PAPR] 25_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Merton H_MillerThe Journal of Business_Vol_33_No_4 (Oct_1960)_pp_391-393
[PAPR] 26_Review The Unions and the Cities_by Harry H_Wellington_Ralph K_Winter_Jr_Review by_Irving R_Markowitz Industrial and Labor Relations Review_Vol_27_No_2 (Jan_1974)_pp_295-296
[PAPR] 27_Review Mean-Variance Analysis in Portfolio Choice and Capital Markets by Harry M_MarkowitzReview by_William F_SharpeThe Journal of Finance_Vol_44_No_2 (Jun_1989)_pp_531-535
[PAPR] 28_Review Studies in Process Analysis_Economy-Wide Production Capabilities_by Alan S_Manne_Harry M_MarkowitzReview by_Vernon L_SmithJournal of the American Statistical Association_Vol_59_No_306 (Jun_1964)_pp_619-620
[PAPR] 29_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Hendrik S_HouthakkerJournal of the American Statistical Association_Vol_57_No_299 (Sep_1962)_pp_701-702
[PAPR] 30_Incidence of BK Virus and JC Virus Viruria in Human Immunodeficiency Virus-Infected and -Uninfected Subjects Incidence of BK Virus and JC Virus Viruria in Human Immunodeficiency Virus-Infected and -Uninfected Subjects Rhea-Beth Markowitz_Harry C_Thompson_Jane F_Mueller_Jeffrey A_Cohen_William S_DynanThe Journal of Infectious Diseases_Vol_167_No_1 (Jan_1993)_pp_13-20
[PAPR] 31_Review The Theory and Practice of Investment Management by Frank J_Fabozzi_Harry M_MarkowitzReview by_Ronald L_Moy Financial Analysts Journal_Vol_59_No_4 (Jul_- Aug_2003)_p_103
[PAPR] 32_The Distribution System Simulator The Distribution System Simulator Michael M_Connors_Claude Coray_Carol J_Cuccaro_William K_Green_David W_Low_Harry M_MarkowitzManagement Science_Vol_18_No_8_Application Series (Apr_1972)_pp_B425-B453
[PAPR] 33_Review Studies of Portfolio Behavior by Donald D_Hester_James TobinReview by_Harry M_MarkowitzEconometrica_Vol_38_No_1 (Jan_1970)_pp_183-184
[PAPR] 34_Review Industrial Scheduling by John F_Muth_Gerald L_ThompsonReview by_Harry M_MarkowitzEconometrica_Vol_32_No_4 (Oct_1964)_pp_720-721
[PAPR] 35_Review Studies in Process Analysis_Economy-Wide Production Capabilities by Alan S_Manne_Harry M_MarkowitzReview by_Joseph O_Harrison Jr_Operations Research_Vol_13_No_6 (Nov_- Dec_1965)_pp_1052-1057
[PAPR] 36_Review Analysis for Production Management_by Edward H_Bowman_Robert B_FetterReview by_Harry MarkowitzThe Journal of Business_Vol_30_No_4 (Oct_1957)_pp_287-288
[PAPR] 37_Integrated Pest Management in an Urban Community_A Successful Partnership for Prevention Integrated Pest Management in an Urban Community_A Successful Partnership for Prevention Barbara L_Brenner_Steven Markowitz_Maribel Rivera_Harry Romero_Matthew Weeks_Elizabeth Sanchez_Elena Deych_Anjali Garg_James Godbold_Mary S_Wolff_Philip J_Landrigan_Gertrud Berkowitz Environmental Health Perspectives_Vol_111_No_13 (Oct_2003)_pp_1649-1653
[PAPR] 38_The Utility of Wealth The Utility of Wealth Harry Markowitz Journal of Political Economy_Vol_60_No_2 (Apr_1952)_pp_151-158
[PAPR] 39_Pesticides and Inner-City Children_Exposures_Risks_and Prevention Pesticides and Inner-City Children_Exposures_Risks_and Prevention Philip J_Landrigan_Luz Claudio_Steven B_Markowitz_Gertrud S_Berkowitz_Barbara L_Brenner_Harry Romero_James G_Wetmur_Thomas D_Matte_Andrea C_Gore_James H_Godbold_Mary S_Wolff Environmental Health Perspectives_Vol_107_Supplement 3 (Jun_1999)_pp_431-437
[PAPR] 40_Social Welfare Functions Based on Individual Rankings Social Welfare Functions Based on Individual Rankings Leo A_Goodman_Harry Markowitz American Journal of Sociology_Vol_58_No_3 (Nov_1952)_pp_257-262
[PAPR] 41_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_J_P_QuirkJournal of Political Economy_Vol_70_No_2 (Apr_1962)_pp_210-211
[PAPR] 42_To Our Readers_With Growth_a Growing Obligation To Our Readers_With Growth_a Growing Obligation Robert D_Arnott_Harry M_MarkowitzFinancial Analysts Journal_Vol_60_No_1 (Jan_- Feb_2004)_p_10
[PAPR] 43_Portfolio Optimization with Factors_Scenarios_and Realistic Short Positions Portfolio Optimization with Factors_Scenarios_and Realistic Short Positions Bruce I_Jacobs_Kenneth N_Levy_Harry M_Markowitz Operations Research_Vol_53_No_4 (Jul_- Aug__2005)_pp_586-599
[PAPR] 44_Letters to the Editor Letters to the Editor Richard M_Ennis_Robert D_Arnott_Harry M_Markowitz_Jack Treynor_André F_Perold_Jason C_Hsu_Paul D_Kaplan Financial Analysts Journal_Vol_64_No_2 (Mar_- Apr_2008)_pp_12_14_17-18 Page Scan PDF Summary
41-44.rar
大小:(2.76 MB)
只需: 10 个论坛币
马上下载
本附件包括:
- [PAPR] 44_Letters to the Editor Richard M_Ennis_Robert D_Arnott_Harry M_Markowitz_Jack Treynor_And.pdf
- [PAPR] 41_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_J_P_QuirkJournal of Political Economy_Vol_70_No_2 (Apr_1962)_pp_210-211.pdf
- [PAPR] 42_To Our Readers_With Growth_a Growing Obligation To Our Readers_With Growth_a Growing Obl.pdf
- [PAPR] 43_Portfolio Optimization with Factors_Scenarios_and Realistic Short Positions Bruce I_Jaco.pdf
31-40.rar
大小:(5.48 MB)
只需: 26 个论坛币
马上下载
本附件包括:
- [PAPR] 40_Social Welfare Functions Based on Individual Rankings Social Welfare Functions Based on .pdf
- [PAPR] 31_Review The Theory and Practice of Investment Management by Frank J_Fabozzi_Harry M_MarkowitzReview by_Ronald L_Moy Financial Analysts Journal_Vol_59_No_4 (Jul_- Aug_2003)_p_103.pdf
- [PAPR] 32_TheDistributionSystemSimulatorMichaelM_Connors_ClaudeCoray_CarolJ_Cu.pdf
- [PAPR] 33_Review Studies of Portfolio Behavior by Donald D_Hester_James TobinReview by_Harry M_MarkowitzEconometrica_Vol_38_No_1 (Jan_1970)_pp_183-184.pdf
- [PAPR] 34_Review Industrial Scheduling by John F_Muth_Gerald L_ThompsonReview by_Harry M_MarkowitzEconometrica_Vol_32_No_4 (Oct_1964)_pp_720-721.pdf
- [PAPR] 35_Review Studies in Process Analysis_Economy-Wide Production Capabilities by Alan S_Manne_.pdf
- [PAPR] 36_Review Analysis for Production Management_by Edward H_Bowman_Robert B_FetterReview by_Harry MarkowitzThe Journal of Business_Vol_30_No_4 (Oct_1957)_pp_287-288.pdf
- [PAPR] 37_Integrated Pest Management in an Urban Community_A Successful Partnership for Prevention.pdf
- [PAPR] 38_The Utility of Wealth The Utility of Wealth Harry Markowitz Journal of Political Economy_Vol_60_No_2 (Apr_1952)_pp_151-158.pdf
- [PAPR] 39_Pesticides and Inner-City Children_Exposures_Risks_and Prevention Pesticides and Inner-C.pdf
21-30.rar
大小:(5.23 MB)
只需: 26 个论坛币
马上下载
本附件包括:
- [PAPR] 30_IncidenceofBKVirusandJCVirusViruriainHumanImmunodeficiencyVirus-Infectedand-UninfectedSubjects.pdf
- [PAPR] 21_Review The Random Character of Stock Market Prices_by Paul H_CootnerReview by_Harry MarkowitzJournal of the American Statistical Association_Vol_60_No_309 (Mar_1965)_p_381.pdf
- [PAPR] 22_TrimabilityandFastOptimizationofLong-ShortPortfoliosTrimabilityandFastOptimizationofLong-ShortPo.pdf
- [PAPR] 23_Review Portfolio Selection by Harry M_MarkowitzReview by_A_D_RoyEconometrica_Vol_29_No_1 (Jan_1961)_pp_99-100.pdf
- [PAPR] 24_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_Alan Stuart OR_Vol_10_No_4 (Dec_1959)_pp_253-254.pdf
- [PAPR] 25_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Merton H_MillerThe Journal of Business_Vol_33_No_4 (Oct_1960)_pp_391-393.pdf
- [PAPR] 26_Review The Unions and the Cities_by Harry H_Wellington_Ralph K_Winter_Jr_Review by_Irving R_Markowitz Industrial and Labor Relations Review_Vol_27_No_2 (Jan_1974)_pp_295-296.pdf
- [PAPR] 27_Review Mean-Variance Analysis in Portfolio Choice and Capital Markets by Harry M_MarkowitzReview by_William F_SharpeThe Journal of Finance_Vol_44_No_2 (Jun_1989)_pp_531-535.pdf
- [PAPR] 28_ReviewStudiesinProcessAnalysis_Economy-WideProductionCapabilities_byAlanS_Manne_HarryM_MarkowitzRevi.pdf
- [PAPR] 29_ReviewPortfolioSelection_EfficientDiversificationofInvestments_byHarryM_MarkowitzReviewby_HendrikS_H.pdf
11-20.rar
大小:(4.33 MB)
只需: 26 个论坛币
马上下载
本附件包括:
- [PAPR] 18_Portfolio Analysis with Factors and Scenarios Portfolio Analysis with Factors and Scenarios Harry M_Markowitz _André F_PeroldThe Journal of Finance_Vol_36_No_4 (Sep_1981)_pp_871-877.pdf
- [PAPR] 19_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Gerhard TintnerThe Journal of Finance_Vol_15_No_3 (Sep_1960)_p_447.pdf
- [PAPR] 20_ReviewCommitteeDecisionswithComplementaryValuation_byDuncanBlack_R_A_NewingReviewby_HarryMarkowitzJo.pdf
- [PAPR] 11_Mean-Variance Versus Direct Utility Maximization Yoram Kroll_Haim Levy_Harry M_MarkowitzThe Journal of Finance_Vol_39_No_1 (Mar_1984)_pp_47-61.pdf
- [PAPR] 12_Single-Period Mean_Variance Analysis in a Changing World Harry M_Markowitz _Erik L_van Dijk Financial Analysts Journal_Vol_59_No_2 (Mar_- Apr_20.pdf
- [PAPR] 13_On the Solution of Discrete Programming Problems Harry M_Markowitz _Alan S_Manne Econometrica_Vol_25_No_1 (Jan_1957)_pp_84-110.pdf
- [PAPR] 14_Review Portfolio Selection by Harry M_MarkowitzReview by_R_G_D_Allen Economica_New Series_Vol_27_No_106 (May_1960)_pp_189-190.pdf
- [PAPR] 15_Review The Theory of Games and Linear Programming by S_VajdaReview by_Harry Markowitz Operations Research_Vol_4_No_6 (Dec_1956)_pp_749-750.pdf
- [PAPR] 16_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_David DurandThe American Economic Review _Vol_50_No_1 (Mar_1960)_pp_234-236.pdf
- [PAPR] 17_TheGeneralMean-VariancePortfolioSelectionProblem[andDiscussion]HarryM_Markowitz_R_Lacey_J_Plymen_M_.pdf
01-10.rar
大小:(9.52 MB)
只需: 26 个论坛币
马上下载
本附件包括:
- [PAPR] 10_Efficient Portfolios_Sparse Matrices_and Entities_A Retrospective Harry M_Markowitz Operations Research_Vol_50_No_1_50th Anniversary Is.pdf
- [PAPR] 01_Portfolio Selection Harry Markowitz The Journal of Finance_Vol_7_No_1 (Mar_1952)_pp_77-91.pdf
- [PAPR] 02_Foundations of Portfolio Theory Harry M_Markowitz The Journal of Finance_Vol_46_No_2 (Jun_1991)_pp_469-477.pdf
- [PAPR] 03_Investment for the Long Run_New Evidence for an Old Rule Harry M_Markowitz The Journal of Finance_Vol_31_No_5 (Dec_1976)_pp_1273-1286.pdf
- [PAPR] 04_A Question about CAPMs Harry M_Markowitz The Journal of Finance_Vol_38_No_2_Papers and Proceedings Forty-First Annua.pdf
- [PAPR] 05_Market Efficiency_A Theoretical Distinction and so What Harry M_Markowitz Financial Analysts Journal_Vol_61_No_5 (Sep_- Oct_2005)_pp_17-30.pdf
- [PAPR] 06_Markowitz Revisited Harry M_Markowitz Financial Analysts Journal_Vol_32_No_5 (Sep_- Oct_1976)_pp_47-52.pdf
- [PAPR] 07_The Early History of Portfolio Theory_1600-1960 Harry M_Markowitz Financial Analysts Journal_Vol_55_No_4 (Jul_- Aug_1999)_pp_5-16.pdf
- [PAPR] 08_The Elimination Form of the Inverse and Its Application to Linear Programming Harry M_Markowitz Management Science_Vol_3_No.pdf
- [PAPR] 09_Simulating with Simscript Harry M_Markowitz Management Science_Vol_12_No_10_Series B_Managerial (Jun_1966)_pp_B396-B405.pdf