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 ...

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 ...

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).

benefits has entered the discussion. Now economists Amy Ando and Mindy Mallory of the University of Illinois have introduced modern portfolio theory (MPT)—a tool familiar to the financial industry—to ...

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 ...

This approach is rooted in the modern portfolio theory (MPT) introduced by Harry Markowitz in the 1950s, emphasising diversification and strategic asset allocation. Also read: Risk: An underrated ...

There’s a direct line from the efficient markets theory of Eugene Fama in the 1960s to modern portfolio theory. It paved the way for index funds, a strategy that has not only weathered market ...

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 ...