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 ...

Larry Fink — who leads BlackRock, the world’s biggest asset manager — is touting a new long-term investment strategy in his ...

Modern portfolio theory (MPT) and behavioral finance represent differing schools of thought that attempt to explain investor behavior. Perhaps the easiest way to think about their arguments and ...

That’s why at Realized, we leverage Modern Portfolio Theory, or MPT, when creating our clients’ investment portfolios. From my perspective, true diversification is more than just a balance of ...

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 ...

While Bus-a-Bus was clearly referring to the wisdom of investing with professional managers, today’s article focuses on the wisdom professional managers rely on: modern portfolio theory (MPT).

The Journal of Investment Management (JOIM) and New Frontier proudly announce the recipients of the 2024 Harry M. Markowitz ...

Modern Portfolio Theory leverages the Sharpe ratio to enhance portfolio construction by emphasizing asset class correlations – especially in fixed income. Using Morningstar index data ...

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 ...