Harry Markowitz

• Will 'new and improved' indices enhance asset allocation?

  By James Picerno  |  July 1, 2008

  If you build better indices, the possibility of enhancing asset allocation strategies naturally follows. Why, then-in a world that's minting a new generation of benchmarks...

• THE FINAL (SOCIAL) FRONTIER

  By James Picerno  |  June 1, 2008

  Harry Markowitz's 56-year-old portfolio-optimization theory may be middle aged, but it's forever young in the service of tackling the investment challenge du jour. An intriguing example...

• Retirement Risk Redefined

  By Staff Writer  |  May 1, 2008

  In a story as poignant as it is telling, an Illinois wealth manager related that he and his two sisters must now provide for their...

• New and Improved Risk Profiling

  By Francois Gadenne  |  March 1, 2008

  By now we should all know, given the press coverage on the issue, that the first of our 76 million baby boomer generation turned 60...

• MPT Revisited

  By Elaine Robertson Demby  |  September 1, 2007

  Is modern portfolio theory relevant to the new dynamics of retirement? Detractors and proponents are arguing the soundness of slavishly adhering to MPT once a...

• The Semifinalists

  By Staff Writer  |  May 1, 2007

  Following suggestions from our regular contributors, nominations from within the industry, and the editorial staff's own personal submissions, this is the list of semifinalists from...

• Getting There

  By Staff Writer  |  December 1, 2004

  People have been trying to perfect the art of portfolio construction for a long time. But as anyone who has ever worked with a real,...

• THE GLUCK REPORT- Optimizing Optimizers

  By Staff Writer  |  July 1, 2004

  Independent advisors who think they are doing a good job for their clients ought to know about Mark Kritzman's rigorous approach to asset allocation. Kritzman's...

• THE GLUCK REPORT- The Right Way To Optimize

  By Staff Writer  |  June 1, 2004

  Is today's "sophisticated" advisor actually that sophisticated after all? A growing number of academics and leading investment thinkers believe they are not. Some, like Bill Jahnke...

• Still Striving

  By Staff Writer  |  January 1, 2004

  It's a typical evening at the home of renowned financial planners Harold Evensky and Deena Katz: In the study, Gary Brinson is sidling up to...