The Long View

Andrew Lo: Finding the Perfect Portfolio--a 'Never-Ending Journey'

Feb 1, 2022
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Episode notes
1
Introduction
00:00 • 4min
2
How Did the Cambridge Endowment Become Popular in the 19th Century?
04:12 • 4min
3
Is There a Perfect Portfolio?
08:24 • 3min
4
Portfolio Construction - What's a Perfect Portfolio?
11:14 • 4min
5
How Did Markowitz's Portfolio Theory Change Portfolio Construction?
15:13 • 4min
6
Do You Think Portfolio Theory Has Standed the Test of Time?
18:50 • 4min
7
Is the Adapted Markets Hypothesis a Good Idea?
22:25 • 5min
8
How to Create the Perfect Investment Portfolio Without Being a Gun Slinger
27:14 • 4min
9
Keep It Simple
30:45 • 6min
10
The Simpler the Better
36:16 • 3min
11
The Adaptive Markets Hypothesis
39:44 • 4min
12
Is Direct Indexing a Good Investment?
43:53 • 5min