The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...
Harry Markowitz’s dissertation on portfolio selection in 1952 focused on the value of combining two risky investments that do not move in lockstep with one another. Markowitz’s cutting-edge research ...
With the publication of his simply titled dissertation, "Portfolio Selection," 55 years ago, Harry Markowitz, a doctoral candidate in economics at the University of Chicago, presented the investment ...
Among academicians, few have made a real-world impact as far-reaching as Harry Markowitz, the father of modern portfolio theory. Markowitz devised his seminal theory as a 23-year-old Ph.D. student at ...
Our news journalists obtained a quote from the research from the University of Melbourne, "On the side of reinsurance, we require that the proportion of insurer's retained risk belong to [0, 1], is ...
On this special episode of The Long View, we are honoring the life of Harry Markowitz, a finance giant and leader in research on diversification and Modern Portfolio Theory. Dr. Andrew Lo, professor ...
The traditional Markowitz portfolio optimization has two serious drawbacks. First, mean-variance portfolio optimization is inadequate when asset returns are skewed. Second, investor risk aversion is ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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