Markowitz 2.0: Innovations for asset allocation

The idea of conducting financial analysis on asset classes, while widely accepted today, was a new concept in the 1950s. It was so new that Nobel Prize winner in economics Harry Markowitz almost did not receive his doctorate because his thesis on portfolio optimisation was deemed as “not economics”...

Full description

Saved in:

Bibliographic Details
Main Author:	Knowledge@SMU
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2012
Subjects:	Accounting Business Finance and Financial Management
Online Access:	https://ink.library.smu.edu.sg/ksmu/62 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1061&context=ksmu
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.ksmu-1061
record_format	dspace
spelling	sg-smu-ink.ksmu-10612018-07-04T09:18:47Z Markowitz 2.0: Innovations for asset allocation Knowledge@SMU The idea of conducting financial analysis on asset classes, while widely accepted today, was a new concept in the 1950s. It was so new that Nobel Prize winner in economics Harry Markowitz almost did not receive his doctorate because his thesis on portfolio optimisation was deemed as “not economics” by his supervisor. Dr Paul Kaplan, quantitative research director at Morningstar, introduces an updated model of Markowitz’s portfolio optimisation model at a seminar in SMU. 2012-03-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/ksmu/62 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1061&context=ksmu http://creativecommons.org/licenses/by-nc-nd/4.0/ Knowledge@SMU eng Institutional Knowledge at Singapore Management University Accounting Business Finance and Financial Management
institution	Singapore Management University
building	SMU Libraries
country	Singapore
collection	InK@SMU
language	English
topic	Accounting Business Finance and Financial Management
spellingShingle	Accounting Business Finance and Financial Management Knowledge@SMU Markowitz 2.0: Innovations for asset allocation
description	The idea of conducting financial analysis on asset classes, while widely accepted today, was a new concept in the 1950s. It was so new that Nobel Prize winner in economics Harry Markowitz almost did not receive his doctorate because his thesis on portfolio optimisation was deemed as “not economics” by his supervisor. Dr Paul Kaplan, quantitative research director at Morningstar, introduces an updated model of Markowitz’s portfolio optimisation model at a seminar in SMU.
format	text
author	Knowledge@SMU
author_facet	Knowledge@SMU
author_sort	Knowledge@SMU
title	Markowitz 2.0: Innovations for asset allocation
title_short	Markowitz 2.0: Innovations for asset allocation
title_full	Markowitz 2.0: Innovations for asset allocation
title_fullStr	Markowitz 2.0: Innovations for asset allocation
title_full_unstemmed	Markowitz 2.0: Innovations for asset allocation
title_sort	markowitz 2.0: innovations for asset allocation
publisher	Institutional Knowledge at Singapore Management University
publishDate	2012
url	https://ink.library.smu.edu.sg/ksmu/62 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1061&context=ksmu
_version_	1681132800366870528

Markowitz 2.0: Innovations for asset allocation

Similar Items