Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

Managed futures have robust evidence supporting their inclusion in long-term investment portfolios. Adding managed futures to a portfolio can lead to lower standard deviation, higher returns, and ...

Diversification is generally talked about as a way to reduce risk in a portfolio. However, one can look at overall portfolio expected returns and how they may change by utilizing diversifying assets ...

Generally, as the number of securities in a portfolio increases, its standard deviation decreases until it asymptotically approaches the standard deviation of the market portfolio. A graph ...

Learn to calculate the Sharpe Ratio in Excel for insightful investment analysis. Our guide will help you assess risk versus ...

Standard deviation is a measurement of market volatility. Learn how investors use standard deviation in the MoneySense Glossary. Standard deviation (σ) is an investing metric used to measure the ...