Mark Kritzman, CEO of Windham Capital Management, sat down with Nobel Laureate Harry M. Markowitz to kickoff FMA International’s Annual Meeting last night in San Diego. They were joined by researchers and practitioners from around the world for a “fireside chat,” where they discussed the origins and criticisms of Markowitz’s modern portfolio theory, sparse matrices and dynamic programming, the recent financial crisis, as well as Markowitz’s outlook on the finance profession.
If you were unable to attend “An Evening with Harry Markowitz“, we invite you to read the following transcript of a previous interview between Mark Kritzman and Harry Markowitz.
“An Interview with Nobel Laureate Harry M. Markowitz” from Financial Analysts Journal
On 8 November and 6 December 2016, Mark Kritzman interviewed Harry M. Markowitz to discuss his background at the University of Chicago, the Cowles Commission, and the RAND Corporation; his many contributions not only to modern portfolio theory but also to other fields; and his views on the 2008 global financial crisis.