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Markowitz chose to apply mathematics to the analysis of the stock market as the topic for his dissertation. Jacob Marschak, who was the thesis advisor, encouraged him to pursue the topic, noting that it had also been a favorite interest of Alfred Cowles, the founder of the Cowles Commission. While researching the then current understanding of stock prices, which at the time consisted in the present value model of John Burr Williams, Markowitz realized that the theory lacks an analysis of the impact of risk. This insight lead to the development of his seminal theory of portfolio allocation under uncertainty, published in 1952 by the Journal of Finance.
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Handbook of Applied Investment ResearchWorld Scientific Handbook in Financial Economics Seriespp.75-85, (2020)
Handbook of Applied Investment ResearchWorld Scientific Handbook in Financial Economics Seriespp.63-73, (2020)
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