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 ...

Strategic portfolio management requires fostering unity, adaptability and a shared sense of purpose within organizations.

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 ...

The applications of Modern Portfolio Theory and its findings on diversification have led to the proliferation of balanced funds. A common example you're likely familiar with is the "60/40 ...

Harry Markowitz pioneered modern quantitative analysis with his introduction of Modern Portfolio Theory in the early 1950s. Alpha measures how much an investment outperforms or underperforms a ...

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