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REVISITING MPT

Published on Nov 06, 2015

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REVISITING MPT

"Better methods, which take into account more information, can be found"

Advisors most commonly use historical data as inputs to MPT and portfolio design processes, despite the fact that even the designer of MPT stated 60+ years ago that "better methods, which take into account more information, can be found"

MPT IS NOT THE PROBLEM

It's how we use it
Our challenges with portfolio design in recent years may not be a problem with MPT, per se, but with how we use it (or in other words, the inputs we use)
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