Modern portfolio theory: A powerful tool for futures investing Part 1 by Gary S. Antonacci
ARTICLE SYNOPSIS ...Modern portfolio theory: A powerful tool for futures investing Part 1 by Gary S. Antonacci
In an effort to improve on the traditional risk and return characteristics available from investment
opportunities, academic researchers developed Modern Portfolio Theory. Modern Portfolio Theory shifts
the focus of attention from individual investments to portfolios of investments. In fact, the basic premise
of Modern Portfolio Theory is that investors should only be concerned with the expected returns and
risks of their entire investment portfolio. Returns and risks on individual investments matter o...