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 ...

Randall Lert, US-based chief portfolio strategist at the Russell Investment Group, has a worldwide network of portfolio managers and manager researchers at his fingertips. At the recent ...

NEW YORK, Jan. 18, 2022 /PRNewswire/ -- CFA Institute, the global association of investment professionals, announces the winners of the 2021 Graham and Dodd Awards of Excellence. These prestigious ...

Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

The ‘gold standard’ of equally-weighted portfolio assets is not foolproof, Plato Investment Management believes. The firm’s head of long/short strategies, Dr David Allen, said a 2009 London Business ...