We conducted a comprehensive study to evaluate the impact of incorporating bitcoin and ether into a traditional 60% equity/40% bond investment portfolio. The findings indicate that a strategic ...

If you're an investor, then you owe a word of gratitude to the late Nobel Prize laureate Harry Markowitz and his work on Modern Portfolio Theory (MPT). The development and subsequent implementation of ...

Beginning investing classes teach about the importance of balancing risk and return. But they rarely entertain equally important questions, such as “Can you live with it?” and “Does it give you peace ...

The benefits of diversification have been known for over half a century. In the early 1950s, Harry Markowitz demonstrated that there exists an “optimal” portfolio which has the highest investment ...

We investigate multiperiod portfolio selection problems in a Black and Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal ...

Building an optimal crypto portfolio today is no longer about chasing random pumps. It is about positioning early in ...

Forget 60/40. Goodbye, target-date funds. So long, bonds. An all equities portfolio is the far better way to build the largest nest egg possible for retirement; to generate a larger paycheck in ...

As financial advisors navigate an increasingly complex investment landscape, the traditional 60/40 stock-bond portfolio allocation is facing unprecedented challenges. With heightened market volatility ...

This article solves the portfolio choice problem in a multi-asset jump-diffusion model. We decompose the optimal portfolio weight into components that correspond to a collection of fictitious ...

An all-equity portfolio, with a focus on international stocks, could be the key to maximizing retirement wealth, research suggests. Forget 60/40. Goodbye, target-date funds. So long, bonds. An all ...