Advanced search
Publication Cover
Journal of Sustainable Finance & Investment Volume 3, 2013 - Issue 1
Submit an article Journal homepage
3,512
Views
13
CrossRef citations to date
0
Altmetric
Research Articles

Modern portfolio theory and risk management: assumptions and unintended consequences

Mehdi Beyhaghi Schulich School of Business, York University, Toronto, ON, M3J 1P3, Canada
&
James P. Hawley Elfenworks Center for the Study of Fiduciary Capitalism, School of Economics and Business, Saint Mary's College of California, Moraga, CA, 94575, USACorrespondence[email protected] [email protected]
Pages 17-37 | Received 16 Aug 2012, Accepted 25 Sep 2012, Published online: 21 Dec 2012

Citations (13)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Adam Hayes. (2020) Enacting a rational actor: Roboadvisors and the algorithmic performance of ideal types. Economy and Society 49:4, pages 562-595.
Read now
Maria Carolina Rezende de Carvalho Ferreira, Vinicius Amorim Sobreiro, Herbert Kimura & Flavio Luiz de Moraes Barboza. (2016) A systematic review of literature about finance and sustainability. Journal of Sustainable Finance & Investment 6:2, pages 112-147.
Read now
Benjamin Tobias Peylo & Stefan Schaltegger. (2014) An equation with many variables: unhiding the relationship between sustainability and investment performance. Journal of Sustainable Finance & Investment 4:2, pages 110-126.
Read now

Articles from other publishers (10)

Dan Zhang, Raima Nazar & Man Guo. (2023) Asymmetric Green Bonds‐Energy Efficiency Nexus in European Union Countries: Evidence from Econometric Estimation. CLEAN – Soil, Air, Water 51:6.
Crossref
Maryam Shabani, Naser Shams Gharneh & Seyed Taghi Akhavan Niaki. (2020) Planning for urban water supply–demand portfolio using a hybrid robust stochastic optimization approach. Water Supply 20:8, pages 3433-3448.
Crossref
Xiyang Li, Bin Li, Tarlok Singh & Kan Shi. (2020) Predicting stock market returns in the US: evidence from an average correlation approach. Accounting Research Journal 33:2, pages 411-433.
Crossref
Akib Mashrur, Wei Luo, Nayyar A. Zaidi & Antonio Robles-Kelly. (2020) Machine Learning for Financial Risk Management: A Survey. IEEE Access 8, pages 203203-203223.
Crossref
ADAM KARP & GARY VAN VUUREN. (2019) INVESTMENT IMPLICATIONS OF THE FRACTAL MARKET HYPOTHESIS. Annals of Financial Economics 14:01, pages 1950001.
Crossref
Madani Bezoui, Mustapha Moulaï, Ahcène Bounceur & Reinhardt Euler. (2018) An iterative method for solving a bi-objective constrained portfolio optimization problem. Computational Optimization and Applications 72:2, pages 479-498.
Crossref
Medhanie Mekonnen, Roger Mayer & Wen-Wen Chien. (2018) A Study on Factors Influencing Mutual Fund Portfolio Performance. International Journal of Corporate Finance and Accounting 5:2, pages 1-11.
Crossref
Karen Becker & Michelle Smidt. (2016) A risk perspective on human resource management: A review and directions for future research. Human Resource Management Review 26:2, pages 149-165.
Crossref
Aaron Bernstein & James P. Hawley. 2014. Cambridge Handbook of Institutional Investment and Fiduciary Duty. Cambridge Handbook of Institutional Investment and Fiduciary Duty 171 180 .
Keith L. Johnson & Stephen Viederman. 2014. Cambridge Handbook of Institutional Investment and Fiduciary Duty. Cambridge Handbook of Institutional Investment and Fiduciary Duty 89 99 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.