If there’s one moment that changed the course of investing forever, it was in 1952, when Harry Markowitz published his seminal paper on modern portfolio theory (MPT). After studying how different ...

Using modern portfolio theory, investors can build portfolios that maximize return for a given level of risk or minimize risk for a desired level of return. Since its introduction by Henry ...

There’s a direct line from the efficient markets theory of Eugene Fama in the 1960s to modern portfolio theory. It paved the way for index funds, a strategy that has not only weathered market ...

A personal portfolio built with React.js to showcase my skills, projects, and journey as a developer and creator. Discover my work, explore my story, and connect with me—all in one beautifully ...

E6602 is typically taught once per year in the Spring semester. The information below is meant to provide a snapshot of the material covered. Students will learn to recognize, model, formulate and ...

Description: The whole objective of this theory is to understand one's risk appetite and then make a portfolio which gives one maximum expected returns. As a result, diversification of assets in the ...