But none have been as popular as modern portfolio theory (MPT). Here ... Miller and William F. Sharpe, changed the way people invested; for their life's work, the three shared the 1990 Nobel ...

Modern Portfolio Theory leverages the Sharpe ratio to enhance portfolio construction by emphasizing asset class correlations – especially in fixed income. Using Morningstar index data ...

Lisa Smith is a writer with a passion for financial journalism, contributing to popular media outlets like Investopedia and Bloomberg BNA. Andy Smith is a Certified Financial Planner (CFP ...

If you have invested in mutual funds, you have surely heard of Sharpe ... portfolio. The market index (Nifty or Sensex as the case may be) will have a Beta of 1. Here is how Treynor ratio is ...