Risk Management professional with 10+ years of 1st, 2nd, and 3rd line experience in financial services, banking, capital

The Modern Portfolio Theory, a pioneering work by Markowitz (1952), is based on the mean-variance optimization of a portfolio. A portfolio is mean-variance efficient if it maximizes the expected returns given its return variance. After the 

The Modern Portfolio Theory, a pioneering work by Markowitz (1952), is based on the mean-variance optimization of a portfolio. A portfolio is mean-variance 

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Equilibrium Models: Capital Asset Pricing vs. Three-Factor Model (Italian Sector Returns)

The Modern Portfolio Theory, a pioneering work by Markowitz (1952), is based on the mean-variance optimization of a portfolio. A portfolio is mean-variance