The theory is based on Markowitz's hypothesis that it is possible for investors to design an optimal portfolio to maximize returns by taking on a quantifiable amount of risk. Essentially ...

If you're an investor, then you owe a word of gratitude to the late Nobel Prize laureate Harry Markowitz and his work on Modern Portfolio Theory (MPT). The development and subsequent ...

Harry Markowitz pioneered modern quantitative analysis with his introduction of Modern Portfolio Theory in the early 1950s. Alpha measures how much an investment outperforms or underperforms a ...

Let’s discuss. Modern Portfolio Theory was created by Harry Markowitz, a Nobel Laureate, and first published in his paper “Portfolio Selection” in the 1952 Journal of Finance. Markowitz summ ...