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
Licece/Creative Commons Licence
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Article ID
1414
Subject(s)
Finance and Accounting
Citation
Knowledge@SMU.
Markowitz 2.0: Innovations for asset allocation. (2012).
Available at: https://ink.library.smu.edu.sg/ksmu/62