modern portfolio theory – Benefits Canada.com https://www.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Fri, 03 May 2024 21:03:19 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 Expert panel: The concept of risk and risk management in value investing and modern portfolio theory https://www.benefitscanada.com/expertpanel_/george-athanassakos/the-concept-of-risk-and-risk-management-in-value-investing-and-modern-portfolio-theory/ Thu, 14 Oct 2021 17:15:20 +0000 https://www.benefitscanada.com/?p=109147 Between mixed signals about inflation, signs of structural weakness in China’s over-leveraged real estate sector and September’s low returns on global equities, institutional investors have just been through a volatile quarter. And the fourth quarter is likely to be filled with hidden hazards, both known unknowns and unknown unknowns. Most portfolio managers will try to […]

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]]> How Modern Portfolio Theory Hurts Pension Funds https://www.benefitscanada.com/canadian-investment-review/cir-news/how-modern-portfolio-theory-hurts-pension-funds/ https://www.benefitscanada.com/canadian-investment-review/cir-news/how-modern-portfolio-theory-hurts-pension-funds/#respond Thu, 24 Nov 2011 09:18:41 +0000 https://cumulus.benefitscanada.com/uncategorized/how-modern-portfolio-theory-hurts-pension-funds/ Coverage of the 2011 Investment Innovation Conference.

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]]> https://www.benefitscanada.com/canadian-investment-review/cir-news/how-modern-portfolio-theory-hurts-pension-funds/feed/ 0 Lessons from Islamic Finance https://www.benefitscanada.com/expertpanel_/ashby-monk/lessons-from-islamic-finance/ https://www.benefitscanada.com/expertpanel_/ashby-monk/lessons-from-islamic-finance/#respond Tue, 22 Nov 2011 05:49:38 +0000 https://cumulus.benefitscanada.com/uncategorized/lessons-from-islamic-finance/ Looking to Islam for guidance post-Modern Portfolio Theory.

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]]> https://www.benefitscanada.com/expertpanel_/ashby-monk/lessons-from-islamic-finance/feed/ 0 The Death of Modern Portfolio Theory https://www.benefitscanada.com/canadian-investment-review/cir-news/the-death-of-modern-portfolio-theory/ https://www.benefitscanada.com/canadian-investment-review/cir-news/the-death-of-modern-portfolio-theory/#respond Mon, 07 Nov 2011 11:24:24 +0000 https://cumulus.benefitscanada.com/uncategorized/the-death-of-modern-portfolio-theory/ Thomas Schneeweis talks to Scot Blythe about the alternatives...

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]]> https://www.benefitscanada.com/canadian-investment-review/cir-news/the-death-of-modern-portfolio-theory/feed/ 0 Is Modern Portfolio Theory Harming Your Portfolio? https://www.benefitscanada.com/canadian-investment-review/research-markets/is-modern-portfolio-theory-harming-your-portfolio/ https://www.benefitscanada.com/canadian-investment-review/research-markets/is-modern-portfolio-theory-harming-your-portfolio/#respond Sun, 31 Jul 2011 06:13:05 +0000 https://cumulus.benefitscanada.com/uncategorized/is-modern-portfolio-theory-harming-your-portfolio/ Economics versus finance.

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]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/is-modern-portfolio-theory-harming-your-portfolio/feed/ 0 Time to Kick VaR to the Curb https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/ https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/#respond Mon, 05 Jul 2010 09:13:50 +0000 https://cumulus.benefitscanada.com/uncategorized/time-to-kick-var-to-the-curb/ Or, how two moment mean-variance killed modern finance theory.

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]]> https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/feed/ 0 Indexing by Market Capitalization https://www.benefitscanada.com/canadian-investment-review/research-markets/indexing-by-market-capitalization/ https://www.benefitscanada.com/canadian-investment-review/research-markets/indexing-by-market-capitalization/#respond Wed, 26 May 2010 06:08:48 +0000 https://cumulus.benefitscanada.com/uncategorized/indexing-by-market-capitalization/ Efficient market hypothesis and modern portfolio theory.

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]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/indexing-by-market-capitalization/feed/ 0 Modern Portfolio Theory vs. Practice https://www.benefitscanada.com/canadian-investment-review/research-markets/modern-portfolio-theory-vs-practice/ https://www.benefitscanada.com/canadian-investment-review/research-markets/modern-portfolio-theory-vs-practice/#respond Wed, 21 Apr 2010 07:43:03 +0000 https://cumulus.benefitscanada.com/uncategorized/modern-portfolio-theory-vs-practice/ A discussion of Benjamin Graham and risk.

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