Markowitz 2.0: Innovations for asset allocation
The economic wreckage from the 2008 global financial crisis dealt a blow to the theoretical foundations of finance and economic. Many of these theories, such as Markowitz’s Modern Portfolio Theory (MPT), were considered received wisdom and taught in practically all business schools. But now they app...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/pers/319 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1297&context=pers |
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| Institution: | Singapore Management University |
| Language: | English |