There is a misconception that allocating portfolios is simply a matter of running portfolio optimization software to find the “efficient frontier,” or the highest expected return for the lowest level ...

Learn how Harry Markowitz's Modern Portfolio Theory transformed investment strategies by focusing on diversified portfolios ...

The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...

Cutting to the chase, we find that 17.5% floating exposure acts to minimise interest rate volatility when compared with a reference of 10yr Fixed. Interest rate costs are also reduced, from 4.5% to ...

A recent DCIIA/TRAU study among 18 defined contriubution record keeper senior executives registered to attend the 2025 TRAU RPA Record Keeper RoundTable and Think Tank concisely described the rapidly ...

Too many investors ignore risk and volatility, and focus exclusively on growth. The efficient frontier illustrates a balanced approach to maximize growth with responsible risk. This chart can be used ...

In our latest white paper, Optimizing the Efficient Frontier: Opportunistic Credit Amid a Capital Structure Reset, we explore why this backdrop may prove attractive for opportunistic credit investors ...