In Pursuit of the Perfect Portfolio

In Pursuit of the Perfect Portfolio

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Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by profiling and interviewing ten of the most prominent figures in the finance world—Jack Bogle, Charley Ellis, Gene Fama, Marty Leibowitz, Harry Markowitz, Bob Merton, Myron Scholes, Bill Sharpe, Bob Shiller, and Jeremy Siegel. We learn about the personal and intellectual journeys of these luminaries—which include six Nobel Laureates and a trailblazer in mutual funds—and their most innovative contributions. In the process, we come to understand how the science of modern investing came to be. Each of these finance greats discusses their idea of a perfect portfolio, offering invaluable insights to today’s investors.

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About the Authors

Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, director of the MIT Laboratory for Financial Engineering, a principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory, and an external faculty member at the Santa Fe Institute. His many books include Adaptive Markets and Hedge Funds (both Princeton). Twitter @AndrewWLo Stephen R. Foerster is professor of finance at Ivey Business School, Western University. He is the author of Financial Management: Concepts and Applications and Financial Management: A Primer. Twitter @ProfSFoerster