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”...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
|
| Subjects: | |
| 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 |
Be the first to leave a comment!