@article{JSFS_1992__133_4_13_0, author = {Markowitz, Harry}, title = {L'histoire de la finance moderne}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {13--33}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {133}, number = {4}, year = {1992}, language = {fr}, url = {http://archive.numdam.org/item/JSFS_1992__133_4_13_0/} }
Markowitz, Harry. L'histoire de la finance moderne. Journal de la Société de statistique de Paris, Volume 133 (1992) no. 4, pp. 13-33. http://archive.numdam.org/item/JSFS_1992__133_4_13_0/
Safety First and the Holding of Assets", Econometrica, 431-49. | Zbl
(1952), "Liquidity Preference as Behavior Towards Risk", Review of Economic Studies, February, 65-86.
(1958), "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk", The Journal of Finance, September.
(1964), "The Valuation of Risk Assets and the Selection of Risk Investments in Stock Portfolios and Capital Budgets", Review of Economics and Statistics, February.
(1965), "Equilibrium in a Capital Asset Market", Econometrica, October.
(1966), "Portfolio Theory and Capital Markets, McGraw-Hill, New York.
(1970),An Analytic Derivation of the Efficient Portfolio Frontier", Journal of Financial and Quantitative Analysis, September, 1851-72.
(1972), "Capital Market Equilibrium with Restricted Borrowing", Journal of Business, July.
(1972), "The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory. | MR
(1976), "Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case", Review of Economics and Statistics, 247-257.
(1969), "Optimum Consumption and Portfolio Rules in a Continuous Time Model", Journal of Economic Theory, 373-413. | MR | Zbl
(1971), "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, May-June. | Zbl
and (1973), "Martingales and Arbitrage in Multiperiod Securities Markets", Journal of Economic Theory, 381-408. | MR | Zbl
and (1979), "Martingales and Stochastic Integrals in the Theory of Continuous Trading", Stochastic Processes and Their Application, 363-84. | MR | Zbl
and (1981), "A Theory of the Term Structure of Interest Rates", Econometrica, 385-407. | MR
, and (1985), "