current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in … Theory of Risk, Return, and Performance Measurement -- Ch 2 Origins of Portfolio Theory: Selection and Evaluation -- Ch 3 …

Global Data and Investment Universes -- Chapter 8: Forecasting World Stock Returns and Improved Asset Allocation -- Chapter 9 …

from Portfolio Theory -- Harry Markowitz and the Early History of Quadratic Programming -- Ideas in Asset and Asset … Portfolio and Asset Pricing Theory -- Applications of Markowitz Portfolio Theory To Pension Fund Design -- Global Equity Risk … Strategies with Single-Period Portfolio Models -- Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation …