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**.

Markowitz Herbold is a litigation law firm that tries high-stakes business disputes for individuals, companies and state, local and regional governments, to juries, judges and arbitrators.

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 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 …

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 …

In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various …

May 20, 2025 · Markowitz argued that investors could achieve their best results by choosing an optimal mix of the two based on an assessment of their individual tolerance to risk.

In 1952, Harry Markowitz published a paper called “Portfolio Selection” in The Journal of Finance, setting out what he called the modern portfolio theory (MPT).

He is best known for his pioneering work in Modern Portfolio Theory, studying the effects of asset risk, return, correlation and diversification on probable investment portfolio returns. Markowitz …

Jun 22, 2023 · The contribution for which Harry Markowitz received the Economic Sciences Prize was first published in the essay Portfolio Selection (1952), and later in his book Portfolio …