This is a study of holomorphic matrix models, the matrix models which
underlie the conjecture of Dijkgraaf and Vafa. I first give a systematic
description of the holomorphic one-matrix model. After discussing its
convergence sectors, I show that certain puzzles related to its perturbative
expansion admit a simple resolution in the holomorphic set-up. Constructing a
`complex' microcanonical ensemble, I check that the basic requirements of the
conjecture (in particular, the special geometry relations involving chemical
potentials) hold in the absence of the hermicity constraint. I also show that
planar solutions of the holomorphic model probe the entire moduli space of the
associated algebraic curve. Finally, I give a brief discussion of holomorphic
ADE models, focusing on the example of the A2 quiver, for which I extract
explicitly the relevant Riemann surface. In this case, use of the holomorphic
model is crucial, since the Hermitian approach and its attending regularization
would lead to a singular algebraic curve, thus contradicting the requirements
of the conjecture. In particular, I show how an appropriate regularization of
the holomorphic A2 model produces the desired smooth Riemann surface in the
limit when the regulator is removed, and that this limit can be described as a
statistical ensemble of `reduced' holomorphic models.Comment: 45 pages, reference adde