Article

Modern Portfolio Theory

August 22, 2026 · Aditya Gupta

Investing

Modern Portfolio Theory (MPT), developed by Harry Markowitz in 1952 (Nobel Prize 1990), provides a mathematical framework for constructing portfolios that maximize return for a given level of risk. Key insight: combining assets with imperfect correlations produces portfolios with better risk/return profiles than any individual asset. The efficient frontier shows the optimal risk/return trade-offs. MPT underpins modern portfolio construction including target-date funds and robo-advisor allocations. Critics note MPT relies on historical correlations (which can break during crises) and normally-distributed returns (which fat-tailed reality contradicts). Despite limitations, MPT remains the foundational framework for asset allocation.

Investing

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