Tag Archives: efficient markets
This is the last in a 3-part series on Free Market Portfolio Theory. If you missed parts 1 or 2, they’re linked below. Part 1 – Efficient Markets Part 2 – Modern Portfolio Theory
Last week Mark Matson gave us the elevator pitch for Free Market Portfolio Theory. Today, he’ll explain the first of the theory’s three components–Efficient Markets. Over the next two weeks, we’ll look at Modern Portfolio theory and the 3-Factor Model.
Mark mentioned three components of Free Market Portfolio Theory: Efficient Markets theory; Modern Portfolio theory; and the Three-Factor Model. We’ll look at each of those over next few weeks.