Register For Our Mailing List

Register to receive our free weekly newsletter including editorials.

Home / Modern Portfolio Theory

Modern Portfolio Theory

1-7 out of 7 results.

Tribute to Nobel winner Markowitz: When Harry met Graham

Harry Markowitz died last week at the age of 95. He was the 1990 Nobel Laureate and the father of Modern Portfolio Theory. He explained to me the magic moment when he realised how risk-return in portfolios works. 

Harry Markowitz's 'aha moment' in asset allocation

Harry Markowitz is the 1990 Nobel Laureate and Pensions & Investments Magazine's 'Man of the Century'. For his 94th birthday, he explains the magic moment of his Modern Portfolio Theory and Efficient Frontier work.

Portfolio diversification: when a free lunch can cause indigestion

Investing across many different managers may not deliver the expected portfolio diversification if managers invest in the same way. Watch for diversification redundancy.

Harry Markowitz on investing until 100

At age 87, Nobel Prize winner and investment legend Harry Markowitz is far from retirement, dividing his time between teaching, consulting and writing. He sat down with Cuffelinks to share his wisdom.

Standing on the shoulders of giants

Modern portfolio analysis has evolved since the 1950s with each innovation building on the existing body of knowledge. The work of the pioneers of funds management analysis is still influential today.

The Harry Markowitz Interview: Retail financial advice

Nobel Laureate Harry Markowitz gave us the foundation of modern portfolio management in 1952, but he is now working on providing online retail financial advice and asset selection according to risk profiles.

The Harry Markowitz Interview, Part 1: Portfolio Selection

Harry Markowitz, the 1990 Nobel Laureate and Pensions & Investments Magazine's 'Man of the Century', explains his views on risks and returns and how he arrived at his Modern Portfolio Theory and Efficient Frontier.

Most viewed in recent weeks

Meg on SMSFs: Clearing up confusion on the $3 million super tax

There seems to be more confusion than clarity about the mechanics of how the new $3 million super tax is supposed to work. Here is an attempt to answer some of the questions from my previous work on the issue. 

Welcome to Firstlinks Edition 566 with weekend update

Here are 10 rules for staying happy and sharp as we age, including socialise a lot, never retire, learn a demanding skill, practice gratitude, play video games (specific ones), and be sure to reminisce.

  • 27 June 2024

The secrets of Australia’s Berkshire Hathaway

Washington H. Soul Pattinson is an ASX top 50 stock with one of the best investment track records this country has seen. Yet, most Australians haven’t heard of it, and the company seems to prefer it that way.

Australian housing is twice as expensive as the US

A new report suggests Australian housing is twice as expensive as that of the US and UK on a price-to-income basis. It also reveals that it’s cheaper to live in New York than most of our capital cities.

Overcoming the fear of running out of money in retirement

There’s an epidemic in Australia that has nothing to do with COVID-19, the flu, or the respiratory syncytial virus. This one is called FORO, or the fear of running out of money in retirement, and it's a growing problem.

The catalyst for a LICs rebound

The discounts on listed investment vehicles are at historically wide levels. There are lots of reasons given, including size and liquidity, yet there's a better explanation for the discounts, and why a rebound may be near.

Sponsors

Alliances

© 2024 Morningstar, Inc. All rights reserved.

Disclaimer
The data, research and opinions provided here are for information purposes; are not an offer to buy or sell a security; and are not warranted to be correct, complete or accurate. Morningstar, its affiliates, and third-party content providers are not responsible for any investment decisions, damages or losses resulting from, or related to, the data and analyses or their use. To the extent any content is general advice, it has been prepared for clients of Morningstar Australasia Pty Ltd (ABN: 95 090 665 544, AFSL: 240892), without reference to your financial objectives, situation or needs. For more information refer to our Financial Services Guide. You should consider the advice in light of these matters and if applicable, the relevant Product Disclosure Statement before making any decision to invest. Past performance does not necessarily indicate a financial product’s future performance. To obtain advice tailored to your situation, contact a professional financial adviser. Articles are current as at date of publication.
This website contains information and opinions provided by third parties. Inclusion of this information does not necessarily represent Morningstar’s positions, strategies or opinions and should not be considered an endorsement by Morningstar.