What's the best way to sprinkle such stocks into your portfolio? Although numerous exchange-traded funds (ETFs) exist that offer direct and diversified exposure to foreign markets, one Vanguard ETF ...
Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...
In the 1950s, as Harry Markowtiz's work was giving rise to modern portfolio theory, the life expectancy was about 70. Today, that number has jumped to about 75 for men and 80 for women.