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 ...

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 ...

For decades, your investment portfolio has revolved around a key academic idea that hasn’t held up very well: efficient markets. There’s a direct line from the efficient markets theory of ...

Markowitz was later awarded the Nobel Prize for his development of the Modern Portfolio Theory. Common asset classes, like cash deposits, bonds and equities, inherently possess potential risks and ...

Perold, André, and Fischer Black. "Theory of Constant Proportion Portfolio Insurance." Journal of Economic Dynamics & Control 16, nos. 3-4 (July–October 1992): 403–426.

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 ...