On Apr 14, 2:36 pm, "Default User" <defaultuse...@[EMAIL PROTECTED]
> wrote:
> It's generally referred to as Modern ****tfolio Theory. You should be
> able to find lots of references under that. William Bernstein has a
> couple of books explaining aspects of this, with some math as I recall.
> Most of MPT is based on the work of Fama and French.
Not to split hairs, but most of original predictions of MPT are
SUP****TED by the analysis of Fama and French. Modern ****tfolio theory
is BASED on the work of Harry Markowitz. He won a Nobel prize for it
in 1990 (if memory serves) but he introduced the idea in the 1950s.
All the same, they are all excellent sources to begin researching.
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