Risk
Markowitz Redux: Updating Modern Portfolio Theory
Two academics create a new measure to divine a security’s price after a certain holding period.
Two academics create a new measure to divine a security’s price after a certain holding period.
Six investment chiefs discuss the legendary economist’s theory and its limitations.
Leverage can distort managers’ results, making them look better than they are, its study charges.
Many institutional investors trip on undetected hazards, Northern Trust study says.