Operations Research
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OPERATIONS RESEARCH
Vol. 50, No. 1, January-February 2002, pp. 154-160
DOI: 10.1287/opre.50.1.154.17774
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Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective

Harry M. Markowitz

1010 Turquoise Street, Suite 245, San Diego, California 92109

In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.

Subject classifications: Finance; portfolio: origins of portfolio theory. Professional: comments on. Programming; linear: sparse matrices. Simulation; languages: SIMSCRIPT.





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