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

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 ...

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 ...

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 ...

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 first part of the course reviews the basics of portfolio theory and develops the Black-Litterman approach to portfolio optimization. The second part of the course introduces students to the ...

His research led to the capital asset pricing model, which he introduced in his 1970 book, “Portfolio Theory and Capital Markets.” Sharpe was looking at diversification, more specifically ...

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.

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 ...

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 ...