Collaborating with Harry Markowitz: A Remembrance

Vol. 23, No. 2, 2025
Bruce Jacobs

Bruce Jacobs recounts his long professional and personal relationship with Harry Markowitz spanning more than 30 years in remarks delivered at the Spring 2024 JOIM Conference at the University of California, San Diego. Bruce and Harry shared similar interests and did complementary work. This led to collaboration, debate, and building upon each other’s ideas and research. Their work covered topics on portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage, and helped to bridge the gap between theory and practice.