Sam Savage and Paul Kaplan built a new approach to the pioneering economist's models. Now, they ask for his blessing.
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.
We try to distinguish good active strategies from flashes in the pan.
Volatility-based weighting is taking us back to what Harry Markowitz told us to do in the first place.
Two of the mutual fund world’s biggest thinkers square off on factor investing.
Don’t put all your factor “eggs” in one basket.
There are a number of reasons why you should take presentations of outperformance with a grain of salt.
The industry needs to offer services that align with how people make decisions.
During times of market stress, the biggest risk that investors face is themselves.
Here are a few current recommended readings from Morningstar’s manager research team.