Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

Investing can be complicated with many moving parts, but modern portfolio theory (MPT) is a valuable tool to piece them together efficiently. If you've ever wondered how to construct a well-balanced ...

Investing can often feel like navigating a maze of endless options and ever-shifting market conditions. This is where the Modern Portfolio Theory (MPT) comes in, offering a roadmap for making smarter ...

If you’re an investor, then you owe a word of gratitude to the late Nobel Prize laureate Harry Markowitz and his work on Modern Portfolio Theory (MPT). The development and subsequent implementation of ...

Modern Portfolio Theory (MPT) has been the very bedrock of investment management and, more specifically, portfolio construction and asset allocation, for decades. To oversimplify, one might explain ...