One of the classic underpinnings of Modern Portfolio Theory needs an update. In the early 1950s, Harry Markowitz's work on mean-variance optimization blazed a new investing paradigm. His Efficient ...

A curved line on a risk/reward graph showing the combinations of different securities which produce the maximum expected return for a given level of risk or minimise risk for a given level of return.

Most investors make an important mistake when they're building their investment portfolio, and it can be a costly one. Luckily, we can all take valuable insights from an important chart that's used by ...

Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real estate. She is a banking consultant, loan signing agent, and arbitrator with more than 15 years of experience ...

Cutting to the chase, we find that 17.5% floating exposure acts to minimise interest rate volatility when compared with a reference of 10yr Fixed. Interest rate costs are also reduced, from 4.5% to ...

I use a form of the Efficient Frontier (EF) from Modern Portfolio Theory that allocates non-negative weights to a proposed portfolio. Using FAANG as a metric, the returns on test ‘portfolios’ since ...

It is a worthy exercise to screen out securities based upon business activities or hiring practices that are inconsistent with an investors’ belief system, writes Permit Capital Advisors Co–CEO and ...