mean variance – Benefits Canada.com https://www.benefitscanada.com Canada's most influential pension and benefits publication for decision-makers Fri, 22 Nov 2024 22:16:07 +0000 en-US hourly 1 https://wordpress.org/?v=4.9.8 Time to Kick VaR to the Curb https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/ https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/#respond Mon, 05 Jul 2010 09:13:50 +0000 https://cumulus.benefitscanada.com/uncategorized/time-to-kick-var-to-the-curb/ Or, how two moment mean-variance killed modern finance theory.

The post Time to Kick VaR to the Curb appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/expertpanel_/tristram-lett/time-to-kick-var-to-the-curb/feed/ 0 Modern Portfolio Theory vs. Practice https://www.benefitscanada.com/canadian-investment-review/research-markets/modern-portfolio-theory-vs-practice/ https://www.benefitscanada.com/canadian-investment-review/research-markets/modern-portfolio-theory-vs-practice/#respond Wed, 21 Apr 2010 07:43:03 +0000 https://cumulus.benefitscanada.com/uncategorized/modern-portfolio-theory-vs-practice/ A discussion of Benjamin Graham and risk.

The post Modern Portfolio Theory vs. Practice appeared first on Benefits Canada.com.

]]> https://www.benefitscanada.com/canadian-investment-review/research-markets/modern-portfolio-theory-vs-practice/feed/ 0