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Postmodern Portfolio Theory

In: Postmodern Portfolio Theory

Author

Listed:
  • James Ming Chen

    (Michigan State University)

Abstract

Modern portfolio theory, its name notwithstanding, needs a thorough renovation. The reaction of an informed contemporary critic to this venerable model of financial analysis would be comparable to that of a postmodern architect who encounters the naked geometry of a Brutalist monument for the first time: the edifice has nice “bones,” so to speak, but it needs to be rebuilt with human needs and emotions in mind before anyone will live in it.1

Suggested Citation

  • James Ming Chen, 2016. "Postmodern Portfolio Theory," Quantitative Perspectives on Behavioral Economics and Finance, in: Postmodern Portfolio Theory, chapter 0, pages 27-38, Palgrave Macmillan.
    • Handle: RePEc:pal:qpochp:978-1-137-54464-3_3
    DOI: 10.1057/978-1-137-54464-3_3
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    Citations

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    Cited by:

    1. Asif Shamim & Atif Mumtaz & Bilawal Ali, 2020. "An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-26, March.
    2. Julius O. Campeci~no, 2021. "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers 2109.03977, arXiv.org, revised Jun 2022.
    3. Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez, 2023. "Unraveling the relationship between betas and ESG scores through the Random Forests methodology," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-29, September.

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