Harry Markowitz, every mention
11 scenes · ← back to Harry Markowitz
tap a year for its mentions
every year anyone Ted Seides 9Ashvin Chhabra 4Chris Ailman 2Steve Nesbitt 1Sir Paul Marshall 1Karyn Williams 1
Verbatim, from the transcripts: the passages where Harry Markowitz comes up
Stephen Nesbitt – Innovation in Private Markets for RIAs (EP.410)
- ▶ 9:23 Steve Nesbitt It's amazing to me that investment theory changed radically in the late fifties, early sixties with Markowitz, Bill Sharp, Gene Fama, basically modern portfolio theory.
Ashvin Chhabra – The Aspirational Investor (Capital Allocators, EP.260)
- ▶ 4:40 Ted Seides We discussed his beyond Markowitz portfolio management framework, application of it to high net worth individuals, foundations, the Yale endowment, Warren Buffett, and a single family office.
- ▶ 15:28 Ted Seides You mentioned studying under Fisher Black, you mentioned Markowitz and Fish and Frontier type analysis, and then goals-based investing. 4 times in the scene
- ▶ 21:40 Ashvin Chhabra Even Markowitz doesn't invest as per Markowitz, and nobody really does mean variance optimization. 3 times in the scene
- ▶ 27:48 Ashvin Chhabra Had my paper beyond Markowitz, which was well thought of.
Karyn Williams – Measuring Risk Practically at Hightree Advisors (Capital Allocators, EP.163)
- ▶ 12:37 Karyn Williams It was a really fun project that we worked on, and we involved ING and Harry Markowitz, and we did a survey, a risk survey of a lot of people and a lot of different institutions,
- ▶ 13:49 Ted Seides Let's break that down a little bit more, because I think even today, there are a lot of institutions that in some way, shape, or form are using Markowitz's mean variance optimization for asset allocation. 2 times in the scene
Paul Marshall – 10 ½ Lessons from 23 years at Marshall Wace (Capital Allocators, EP.157)
- ▶ 28:09 Sir Paul Marshall And so diversification, Markowitz, risk managers love diversification.
Neal Triplett and Kim Lew – Issues of Management at Duke and Carnegie (Capital Allocators, EP.116)
- ▶ 5:59 Ted Seides An award-winning design team and a fintech company founded by a quant who coded for Harry Markowitz himself, working alongside dozens of clients to take on this shared mission.
Chris Ailman – CalSTRS' Venerable CIO (Capital Allocators, EP.86)
- ▶ 25:19 Chris Ailman Getting to understand, taking them all the way back to Markowitz. 2 times in the scene
Adam Blitz – Inside Hedge Fund Allocation (Capital Allocators, EP.17)
- ▶ 13:04 Ted Seides So, in a classic like Markowitz mean variance optimization framework that, you know, Dave would have seen at Northwestern, there's the studies that tell you that asset allocation is what drives performance more than security selection.