TITLE

Is MPT Dead? Is Alpha Beta? And Other Interesting Questions

AUTHOR(S)
Evensky, Harold
PUB. DATE
June 2009
SOURCE
Journal of Financial Planning;Jun2009, Vol. 22 Issue 6, p30
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
The article offers information on the perspectives of Harold Evensky, chairman of Evensky & Katz, regarding various issues featured in the publication including the implication of financial crisis to Harry M. Kartowitz's Modern Portfolio Theory (MPT), Alpha/Beta Separation, and Hedge Funds, in the U.S. The author mentions that MPT is dead and no longer has connection to the real world because economic downturn fuels the use of diversified methods of portfolio design and risk management. In the article written by Anthony Davidow regarding Alpha/Beta Separation, he believes that it cleary provides vital information on the concepts of alpha and beta along with its investment risk. Also featured are the author's opinion on other topics featured on the periodical.
ACCESSION #
41686512

 

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