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. ...
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