Search results for: modern portfolio theory
"If life were unchanging, then options would not be as valuable, but life is always changing, which makes options and the ability to deal with uncertainties very precious." — Myron Scholes
Investing is never done in the abstract. Investing is — and always has been — goals-based.
A reduction of the ECB's balance sheet and a serious effort to achieve positive real interest rates will be key to ensuring a turnaround in the fortunes of the EUR/USD.
"There’s one aspect of MMT that I have some sympathy for: the notion that what we spend money on is far more important than how we finance it." — Cliff Asness
How are asset owners thinking about and building their multi-generational, long-horizon portfolios?
The performance of alternative asset managers is encapsulated in the formula: Wealth = Controls + Economics. Here, we outline the economics component of the equation.
To generalize or specialize? Seventy-five years after CFA Institute was established, how should investment professionals and aspiring investment professionals approach the choice?
What are the most widely used causality tests in the equity markets?
Robin Wigglesworth has produced a book that is historical, entertaining, and thought-provoking.
Interpretability is paramount in machine learning.