The Legacy of Modern Portfolio Theory

Volume: 11, Issue: 3, Pages: 7 - 22
Published: Aug 31, 2002
Abstract
Fifty years have passed since the publication of Harry Markowitz9s article on portfolio selection, setting forth the ground-breaking concepts that have come to form the foundation of what is now popularly referred to as Modern Portfolio Theory (MPT). In this article the authors briefly explain the theory underlying MPT and using illustrations highlight the application of MPT to the current practice of asset management and portfolio construction....
Paper Details
Title
The Legacy of Modern Portfolio Theory
Published Date
Aug 31, 2002
Volume
11
Issue
3
Pages
7 - 22
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