Oral history interview with Harry M. Markowitz, 2002 Mar. 18.

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Oral history interview with Harry M. Markowitz, 2002 Mar. 18.

Harry M. Markowitz discusses his development of portfolio theory, (for which he received a Nobel Prize in Economics), "Sparse Matrices," and his work at the RAND Coporation, GE, CACI, and IBM on simulation software development, modeling, and operations research.

Sound cassettes : 2 (60 min. each) : analog, mono.Transcript : 35 leaves.

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SNAC Resource ID: 7886270

University of Minnesota, Minneapolis

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Yost, Jeffrey R.

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Rand corporation

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Markowitz, H. (Harry), 1927-

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Harry Max Markowitz was born on August 24, 1927 in Chicago, Illinois. He received his bachelor's degree and Ph.D. (1955) in economics from the University of Chicago with a thesis on the portfolio theory. Markowitz joined the RAND Corporation in 1952. 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. He also co-founded a computer software company, CACI, after ha...

CACI, Inc. - Federal

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