Episode 3: A Short History of Risk Parity and Asset Allocation (Part I)
Risk Parity Radio
00:00
The Talmudic Portfolio
One third in land, one third in business, and one third at hand. This was not really a new idea at the time, but a sort of conventional wisdom that had been handed down. Over the centuries people have interpreted this in various ways. Harry Markowitz formulated what is now known as modern portfolio theory.
Transcript
Play full episode
