Portfolio construction is the art (and science) of allocating weights to a collection of assets to achieve a given objective – typically, a target volatility or risk-adjusted return. The Markowitz ...
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 ...
While finance historians credit Harry Markowitz as the father of Modern Portfolio Theory, he enjoys pointing to Shakespeare as an early advocate of diversified portfolios. In “The Merchant of Venice,” ...
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