To address this criticism, Brian Rom and Kathleen Ferguson introduced the concept of post-modern portfolio theory in the 1993 winter edition of the Journal of Investing. This theory seeks to ...

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 ...

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 ...