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Harry Markowitz

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  1. My Conversation With Harry Markowitz : MPT and Behavioral Economics

    The father of Modern Portfolio Theory can still educate and surprise, as in our conversation on how MPT can, and should, work with behavioral finance.

  2. What Does Harry Markowitz Think?

    Sam Savage and Paul Kaplan built a new approach to the pioneering economist's models. Now, they ask for his blessing.

  3. Nonprofits and the 'Central Consideration' of Fiduciaries

    A continued examination of issues in the world of nonprofits.

  4. Fitting Factors Into the Formula

    Factor investing and asset allocation are two roads to the same destination, Cliff Asness and Rob Arnott say.

  5. Eggs Are Not Enough: The Truth About Diversification

    ©2012 Research Affiliates, LLC. The material contained in this document is for general information purposes only. It relates only to a hypothetical model of past performance of the Fundamental Index® strategy itself, and not to any asset management products based on this index. No allowance has ...

  6. Beating a Deadly Trap: The One Beloved Stock

    This article represents opinions of the author and not those of his firm and are subject to change from time to time and do not constitute a recommendation to purchase and sale any security nor to engage in any particular investment strategy. The information contained here has been obtained from ...

  7. Ultra-Modern Portfolio Theory, Part 2

    This material has been prepared for informational purposes only and is not an offer to buy or sell or a solicitation of any offer to buy or sell any security/instrument, or to participate in any trading strategy. Any such offer would be made only after a prospective investor had completed its own ...

  8. Building a Smart Portfolio

    This article represents opinions of the author and not those of his firm and are subject to change from time to time and do not constitute a recommendation to purchase and sale any security nor to engage in any particular investment strategy. The information contained here has been obtained from ...

  9. Ultra-Modern Portfolio Theory, Part 1

    This material has been prepared for informational purposes only and is not an offer to buy or sell or a solicitation of any offer to buy or sell any security/instrument, or to participate in any trading strategy. Any such offer would be made only after a prospective investor had completed its own ...

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