Five Good Questions on Portfolio Theory with Hedge-Fund Manager Scott Vincent
The author of “Is Portfolio Theory Harming Your Portfolio” discusses active vs. passive management
David Lau on Ways to Enhance the Tax Efficient Frontier at NAPFA Session
Jefferson National's COO presents a tax deferral twist on Markowitz's efficient frontier at NAPFA Salt Lake.
Beta Morphs From Alpha
When huge amounts of assets pile into managed strategies and everyone starts to invest to replicate that alpha, alpha evolves into beta.
Theorizing Risk with Harry Markowitz
Harry Markowitz is best known for his pioneering work in Modern Portfolio Theory (MPT). He evaluated the impact of things like asset risk, diversification, and...
Will 'new and improved' indices enhance asset allocation?
If you build better indices, the possibility of enhancing asset allocation strategies naturally follows. Why, then-in a world that's minting a new generation of benchmarks...
THE FINAL (SOCIAL) FRONTIER
Harry Markowitz's 56-year-old portfolio-optimization theory may be middle aged, but it's forever young in the service of tackling the investment challenge du jour. An intriguing example...
Retirement Risk Redefined
In a story as poignant as it is telling, an Illinois wealth manager related that he and his two sisters must now provide for their...
New and Improved Risk Profiling
By now we should all know, given the press coverage on the issue, that the first of our 76 million baby boomer generation turned 60...
Is modern portfolio theory relevant to the new dynamics of retirement? Detractors and proponents are arguing the soundness of slavishly adhering to MPT once a...
Following suggestions from our regular contributors, nominations from within the industry, and the editorial staff's own personal submissions, this is the list of semifinalists from...