From Wilmott Wiki
Harry Markowitz is an economist who created the idea of Modern Portfolio Theory. He was born in 1927, won the Nobel Prize in Economics in 1990 and is currently at the Rady School of Management at the University of California, San Diego.
- Markowitz, HM 1952 Portfolio selection. Journal of Finance, 7 (1), 77-91
- Markowitz, HM 1994 The general mean-variance portfolio selection problem. Phil. Trans. A 347 543-549