Among academicians, few have made a real-world impact as far-reaching as Harry Markowitz, the father of modern portfolio theory. Markowitz devised his seminal theory as a 23-year-old Ph.D. student at ...

The rise of automation in portfolio management and optimization exposes a flaw between managers and machines: Is the optimization process actually tied to the portfolio? And are managers really ...

Portfolio construction is the art (and science) of allocating weights to a collection of assets to achieve a given objective – typically, a target volatility or risk-adjusted return. The Markowitz ...

On this special episode of The Long View, we are honoring the life of Harry Markowitz, a finance giant and leader in research on diversification and Modern Portfolio Theory. Dr. Andrew Lo, professor ...

Ann Behan has 10 years-plus of experience researching, writing, and editing articles, white papers, and executing searches at the board level across various industries. Her expertise includes ...