Special Report on
Is modern portfolio theory dead?
Is modern portfolio theory dead? - Trends
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Is modern portfolio theory (MPT) dead? Yes, according to many pundits and strategists. There have always been skeptics of modern finance, although membership in this club has risen sharply in recent years, thanks to the surge in market volatility and the steep losses posted by the major asset classes during late-2008 and early 2009. A popular argument is that multi-asset class diversification didn't spare investors from unusually big declines, ergo, MPT failed. By that standard, the case for abandoning conventional asset pricing theory looks compelling. There's just one problem: It's wrong. MPT never promised to ...
Guest: Harold Evensky, CFP and Andrew discuss the viability and benefit of traditional asset allocation. Is it dead and if so, should it be resurrected? We also discuss some of the more important work on the subject, both historically and more recently. Andrew also provides a look ahead at market conditions and what the September Almanac is saying. ___ This episode is sponsored by GoToMeeting . Try it free for 30 days. ___ Mr. Evensky is the President of Evensky & Katz. Prior to forming his own company, he served as a Vice President of Investments with major investment banking firms. Mr. ... Read More
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IS MODERN PORTFOLIO THEORY DEAD?
Authors@Google: Yoram Bauman
EEP100 - Lecture 16