Harry Markowitz

person on 1 show · 2 statements across 1 episodes · said 18 times in 7 episodes since 2017

Capital Allocators 18

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Capital Allocators 18

2024 1 mention in 1 episode
2022 9 mentions in 1 episode
2020 4 mentions in 2 episodes 2 per episode
2019 3 mentions in 2 episodes 2 per episode
2017 1 mention in 1 episode

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2 statements about Harry Markowitz, every show

CAPITAL ALLOCATORS Assertion Not checkable as stated
Chhabra: Harry Markowitz supported the goals-based wealth allocation framework early
“And I think one of the very early supporters of this was Markowitz himself, and he mentioned to me, he said, I've been trying to solve this problem for decades. These utility functions are very hard to solve based on large deviations. You just wrote down some …”
Ashvin Chhabra Jul 4, 2022 ▶ 24:32 Ashvin Chhabra – The Aspirational Investor (Capital Allocators, EP.260)
CAPITAL ALLOCATORS Assertion Supported
Chhabra: Harry Markowitz does not invest using pure mean-variance optimization
“Even Markowitz doesn't invest as per Markowitz, and nobody really does mean variance optimization. Otherwise, you put all your money in emerging markets.”
Ashvin Chhabra Jul 4, 2022 ▶ 21:40 Ashvin Chhabra – The Aspirational Investor (Capital Allocators, EP.260)

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