PRI Podcast: Breathing New Life into Modern Portfolio Theory

Blog August 2, 2019

The PRI’s Head of Academic Research, Katherine Ng, interviews Dr. Jim Hawley, Head of Applied Research at Truvalue Labs and Professor Emeritus, Saint Mary’s College of California; and Jon Lukomnik, former Executive Director, IRCC Institute, and soon to be Visiting Professor, Judge Business School, University of Cambridge.

In this podcast, they discuss modern portfolio theory, or MPT, examining why should investors care about the theory, is there a problem with it and what can be done about it.

Length: 28.08