Bruce Karpati, Co-Chief of the Asset Management Unit in the SEC’s Division of Enforcement, added, “Investors in quant funds ...

With the aim of putting Pippard‘s provisional theory of the anomalous effects on a more rigorous basis, we have reformulated his equations using the methods of the modern electron theory of ...

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 ...

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 ...

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 ...

It is strange that no reference is given to the work of Kronecker and others on equations which do admit of algebraic solution. The Theory of Equations: with an Introduction to the Theory of ...

But what if the answer to some—maybe even all—of these problems isn’t a radical new theory but rather an ... His dream was to find a single set of equations that could describe both gravity ...

The researchers analyzed mutual fund managers, excluding ones with a focus on environmental, social, and governance issues or any particular sector. Mutual funds have to publicly report portfolio ...

E6602 is typically taught once per year in the Spring semester. The information below is meant to provide a snapshot of the material covered. Students will learn to recognize, model, formulate and ...