A Portfolio of Nobel Laureates
Markowitz, Miller and Sharpe
Bibliographic Data
| ID | 4029388 |
|---|---|
| Authors | Hal R Varian (University of Michigan, corresponding author), Hal Varian (Reuben Kempf Professor of Economics and Professor of Finance, University of Michigan, Ann Arbor, Michigan.) |
| Year | 1993 |
| Volume | 7 |
| Issue | 1 |
| Pages | 159-169 |
| Publication date | 1993-02-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | The Journal of Economic Perspectives (JOURNAL) |
| Journal identifiers | ISSN: 0895-3309 • E-ISSN: 1944-7965 |
| Publisher | American Economic Association (PUBLISHER • US) |
| DOI | 10.1257/jep.7.1.159 |
| OpenAlex | W2066838251 |
| Language | EN |
| Citations received | 2 |
| References cited | 10 |
Three pioneers of quantitative finance have now been justly honored: Harry Markowitz, Merton Miller, and William Sharpe received the Nobel Prize in Economic Science in 1990. From today's perspective it is hard to understand what finance was like before portfolio theory. Here I attempt to provide a very brief history of the quantitative revolution in finance, drawing upon P. Bernstein's Capital Ideas (1992) and accounts of the three Nobel laureates
Art · Economics · Financial economics · Miller · Modern portfolio theory · Neoclassical economics · Portfolio · Positive economics · Complex Systems and Time Series Analysis · Economic theories and models · Financial Markets and Investment Strategies · Philosophy
| Unique citing works | 2 |
|---|---|
| Citations per year | 0,06 |
| Citation span | 1994 - 2023 (30) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 2 |