Remembering Harry Markowitz

Remembering Harry Markowitz, 1927 – 2023

Harry Markowitz transformed the field of finance through his groundbreaking research on portfolio theory and risk management. In remembrance of Harry Markowitz and his contributions to finance, economics, and investing, we share our thoughts, past research, and interviews.

A Conversation with Dr. Harry Markowitz

A Conversation with Dr. Harry Markowitz

A few thoughts from Rob Arnott and Cam Harvey

Rob Arnott's Remarks on the Passing of Harry Markowitz
Cam Harvey's Remarks on the Passing of Harry Markowitz

Harry Markowitz @ Research Affiliates

Modern Portfolio Theory: Then and Now
Video
Modern Portfolio Theory: Then and Now
By Rob Arnott, Harry Markowitz
December 2010
Can Noise Create the Size and Value Effects?
Research Paper
Can Noise Create the Size and Value Effects?
By Rob Arnott, Jason Hsu, Jun Liu, Harry Markowitz
October 2011
Forging the Frontier
Video
Forging the Frontier
By Rob Arnott, Harry Markowitz
May 2012
Backtesting Image
Research Paper
A Backtesting Protocol in the Era of Machine Learning
By Rob Arnott, Campbell Harvey, Harry Markowitz
December 2018
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