On Apr 14, 2:36*pm, "Default User" <defaultuse...[at]yahoo.com> wrote:

- quote -

Not to split hairs, but most of original predictions of MPT are
SUPPORTED by the analysis of Fama and French. Modern portfolio theory
is BASED on the work of Harry Markowitz. He won a Nobel prize for it
in 1990 (if memory serves) but he introduced the idea in the 1950s.

All the same, they are all excellent sources to begin researching.

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Lucas wrote:

- quote -

It's generally referred to as Modern Portfolio Theory. You should be
able to find lots of references under that. William Bernstein has a
couple of books explaining aspects of this, with some math as I recall.
Most of MPT is based on the work of Fama and French.

It's not clear exactly what you need. Books on asset allocation
frequently feature charts or tables with back-tested data showing risk
and return for various allocations.




Brian

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Hi guys, it's my first post here. I'm writing my dissertation (i will
graduate this fall) and I'm searching here and there some material about
asset allocation theory. I need to write a chapter of my work on this issue,
and I was asking myself if somebody here can help me by indicating a book or
paper or something where is described with precision the asset allocation
process, the theory and everything interesting about that. What I need is a
good scheme for the chapter.

Thank you in advance!

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