FRANCE - Morningstar's quantitative research director, Paul Kaplan speaks about the firm's new quantitative model, Markowitz 2.0, and the evolution of modern portfolio theory.
Speaking during the OECD-World Pensions Council (WPC) World Pensions & Investments Forum in Paris, Kaplan said Markowitz 2.0 is a quant programme that allows investors to use their imaginations. ...
To continue reading this article...
Join Professional Pensions
- Unlimited access to real-time news, analysis and opinion from the industry
- Receive our in-depth monthly magazine in either print or digital format
- Access our Sustainable Investment Hub covering news and opinion from thought leaders in the ESG space
- Receive important and breaking news stories selected by the Editors in our daily newsletter
- Hear from industry experts and other forward-thinking leaders
- Receive a monthly members-only newsletter with exclusive opinion pieces from leading industry experts and a feature from the magazine in advance of its release date