The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...

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 ...

Investing can often feel like navigating a maze of endless options and ever-shifting market conditions. This is where the Modern Portfolio Theory (MPT) comes in, offering a roadmap for making smarter ...

Markowitz introduced portfolio selection, also known as the modern portfolio theory, in 1952. He was the pioneer who showed how to reduce the variance of the investment portfolio via diversification.

LAFAYETTE, Calif.--(BUSINESS WIRE)--The Journal of Investment Management (JOIM) and New Frontier Institute announced today the winners of the 2021 Harry M. Markowitz Award. The winners are finalized ...

Nobel laureate Harry M. Markowitz, the economist whose work in modern portfolio theory gave birth to the field of quantitative finance, has died at age 95. Mr. Markowitz, who died June 22, won the ...

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 ...