Modern portfolio theory is designed to optimize return for a given level of variance across a spectrum of investment opportunities. The ability to monitor and optimize a portfolio gives rise to the ...

Investing can be complicated with many moving parts, but modern portfolio theory (MPT) is a valuable tool to piece them together efficiently. If you've ever wondered how to construct a well-balanced ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...

Manoj Singh has 29+ years of experience working for the Central Bank of India. He is the author of Bulls, Bears, and the Tortoise. Diversification naturally appeals to the risk-averse creature inside ...

This paper describes a general method for deriving optimal procedures for problems where the covariance matrices are patterned under both null and alternative hypotheses. The pattern considered in ...

(MoneyWatch) A recent article in Pensions & Investments addressed fallout from the 2008 financial crisis, saying that those events proved flaws about modern portfolio theory. However, the flaws aren't ...