Harry Markowitz

2 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Jul 4, 2022 by Ashvin Chhabra · said 18 times in 7 episodes since 2017 · across every show →

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brought up most by Ted Seides (9), Ashvin Chhabra (4), Chris Ailman (2), Steve Nesbitt (1), Sir Paul Marshall (1), Karyn Williams (1)

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Everything said about Harry Markowitz, oldest first

Jul 4, 2022 neutral
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)
Jul 4, 2022 positive
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)
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