Basic introduction to portfolio theory from Chapter 5 of Bodie, Kane, and Marcus' "Essentials of Investments" Dr. Krassimir Petrov, Prince Sultan University Professor in Finance,...
Confused by the twists and turns of the stock market? MoneyWatch.com editorial director Eric Schurenberg speaks to Nobel Laureate Harry Markowitz about the typical mistakes...
This second lecture continues with the second half of Chapter 5 from "Essentials of Finance" by Bodie, Kane, and Marcus. Prof. Krassimir Petrov, Prince Sultan...
Peng Chen, president of Morningstar's Ibbotson Associates, says MPT in general worked in 2008, but highlights the limits of standard deviation alone as a measure...
A Nobel Prize winner, an internationally acclaimed economist, Professor Harry M. Markowitz is best known for his pioneering work in modern portfolio theory, studying the...
Completes Chapter 5 and begins Chapter 6 from "Essentials of Finance" by Bodie, Kane, and Marcus. Topics include Capital Allocation Line, Market Allocation Line, Diversification,...