Knowledge@SMU

Authors

Knowledge@SMU

Publication Type

Journal Article

Publication Date

3-2012

Abstract

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” by his supervisor. Dr Paul Kaplan, quantitative research director at Morningstar, introduces an updated model of Markowitz’s portfolio optimisation model at a seminar in SMU.

Disciplines

Accounting | Business | Finance and Financial Management

Copyright Owner and Holder

Copyright © Singapore Management University 2012

Article ID

1414

Subject(s)

Finance and Accounting

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