Markowitz 2.0: Innovations for asset allocation

• المؤلف الرئيسي: Knowledge@SMU
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2012
• الموضوعات: Accounting; Business; Finance and Financial Management
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/ksmu/62; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1061&context=ksmu

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”...