A Tribute to Harry Markowitz
作者亲身参与了两段关于马科维茨的学术争论：一是与萨缪尔森关于均值方差分析稳健性的辩论，最终马科维茨胜出；二是与范迪克共同提出解决多维优化问题的二次启发式方法。作者希望这些故事被更多人知晓。
Harry Markowitz has been widely and deservedly celebrated as the father of modern finance for having introduced mean–variance analysis. Yet, even as his mean–variance analysis gained traction in the industry, practitioners as well as academics began to question its generality and usefulness. One such critic was none other than Paul Samuelson, who engaged Markowitz in a long-running debate about the robustness of mean–variance analysis, which was resolved in Markowitz’s favor. Additionally, Markowitz, along with Erik Van Dijk, introduced a quadratic heuristic that addressed the curse of dimensionality for a wide class of multistage problems, which was subsequently shown to work well. Markowitz would have liked both stories to be more generally known. The author was central to both stories and recounts them in this article.