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**.

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 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 maximize …

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 in the theory …

That prediction came true with Markowitz’s work. Indeed, Markowitz considered Williams’ book as part of his inspiration. According to Markowitz, “the basic concepts of portfolio theory came to me one …

Mar 16, 2024 · Harry Markowitz, co-recipient with Merton Miller and William Sharpe of the 1990 Nobel Prize for Economic Sciences ‘for their pioneering work in the theory of financial economics’, passed …

Markowitz, who recently passed away at 95, left an indelible mark on the field with his innovative research and pioneering insights. Through his development of modern portfolio theory, the work he’s …