All Modern portfolio theory articles
This is the winning essay of a student competition issued by the PRI on “How and where will millennials invest: the missing link between RI and financial education”. Shortlisted articles were presented by the students at PRI in Person 2018 in San Francisco. The authors are Saphira Rekker and ...
The near universally adopted modern portfolio theory (MPT) put forward by Nobel laureate Harry Markowitz in 1952 is blind to the effect of portfolio investment on the capital markets’ overall risk/return profile and on the macro systems upon which the market relies for stability.