💾 Archived View for gmi.noulin.net › mobileNews › 4311.gmi captured on 2023-09-08 at 18:01:13. Gemini links have been rewritten to link to archived content

View Raw

More Information

⬅️ Previous capture (2023-01-29)

➡️ Next capture (2024-05-10)

-=-=-=-=-=-=-

Modern Portfolio Theory: Why It's Still Hip

2012-10-26 11:22:25

January 07 2010| Filed Under Bonds, Financial Theory, Futures, Warren Buffett

If you were to craft the perfect investment, you would probably want its

attributes to include high returns coupled with low risk. The reality, of

course, is that this kind of investment is next to impossible to find. Not

surprisingly, people spend a lot of time developing methods and strategies that

come close to the "perfect investment". But none is as popular, or as

compelling, as modern portfolio theory (MPT). Here we look at the basic ideas

behind MPT, the pros and cons of the theory, and how MPT affects the management

of your portfolio.

The Theory

One of the most important and influential economic theories dealing with

finance and investment, MPT was developed by Harry Markowitz and published

under the title "Portfolio Selection" in the 1952 Journal of Finance. MPT says

that it is not enough to look at the expected risk and return of one particular

stock. By investing in more than one stock, an investor can reap the benefits

of diversification - chief among them, a reduction in the riskiness of the

portfolio. MPT quantifies the benefits of diversification, also known as not

putting all of your eggs in one basket.

For most investors, the risk they take when they buy a stock is that the return

will be lower than expected. In other words, it is the deviation from the

average return. Each stock has its own standard deviation from the mean, which

MPT calls "risk".

The risk in a portfolio of diverse individual stocks will be less than the risk

inherent in holding any one of the individual stocks (provided the risks of the

various stocks are not directly related). Consider a portfolio that holds two

risky stocks: one that pays off when it rains and another that pays off when it

doesn't rain. A portfolio that contains both assets will always pay off,

regardless of whether it rains or shines. Adding one risky asset to another can

reduce the overall risk of an all-weather portfolio.

In other words, Markowitz showed that investment is not just about picking

stocks, but about choosing the right combination of stocks among which to

distribute one's nest egg. (To learn more, see Introduction To Diversification

and The Importance Of Diversification.)

Two Kinds of Risk

Modern portfolio theory states that the risk for individual stock returns has

two components:

Systematic Risk - These are market risks that cannot be diversified away.

Interest rates, recessions and wars are examples of systematic risks.

Unsystematic Risk - Also known as "specific risk", this risk is specific to

individual stocks and can be diversified away as you increase the number of

stocks in your portfolio (see Figure 1). It represents the component of a

stock's return that is not correlated with general market moves.

For a well-diversified portfolio, the risk - or average deviation from the mean

- of each stock contributes little to portfolio risk. Instead, it is the

difference - or covariance - between individual stock's levels of risk that

determines overall portfolio risk. As a result, investors benefit from holding

diversified portfolios instead of individual stocks.

Figure 1

The Efficient Frontier

Now that we understand the benefits of diversification, the question of how to

identify the best level of diversification arises. Enter the efficient

frontier.

For every level of return, there is one portfolio that offers the lowest

possible risk, and for every level of risk, there is a portfolio that offers

the highest return. These combinations can be plotted on a graph, and the

resulting line is the efficient frontier. Figure 2 shows the efficient frontier

for just two stocks - a high risk/high return technology stock (Google) and a

low risk/low return consumer products stock (Coca Cola).

Figure 2

Any portfolio that lies on the upper part of the curve is efficient: it gives

the maximum expected return for a given level of risk. A rational investor will

only ever hold a portfolio that lies somewhere on the efficient frontier. The

maximum level of risk that the investor will take on determines the position of

the portfolio on the line.

Modern portfolio theory takes this idea even further. It suggests that

combining a stock portfolio that sits on the efficient frontier with a

risk-free asset, the purchase of which is funded by borrowing, can actually

increase returns beyond the efficient frontier. In other words, if you were to

borrow to acquire a risk-free stock, then the remaining stock portfolio could

have a riskier profile and, therefore, a higher return than you might otherwise

choose.

What MPT Means for You

Modern portfolio theory has had a marked impact on how investors perceive risk,

return and portfolio management. The theory demonstrates that portfolio

diversification can reduce investment risk. In fact, modern money managers

routinely follow its precepts.

That being said, MPT has some shortcomings in the real world. For starters, it

often requires investors to rethink notions of risk. Sometimes it demands that

the investor take on a perceived risky investment (futures, for example) in

order to reduce overall risk. That can be a tough sell to an investor not

familiar with the benefits of sophisticated portfolio management techniques.

Furthermore, MPT assumes that it is possible to select stocks whose individual

performance is independent of other investments in the portfolio. But market

historians have shown that there are no such instruments; in times of market

stress, seemingly independent investments do, in fact, act as though they are

related.

Likewise, it is logical to borrow to hold a risk-free asset and increase your

portfolio returns, but finding a truly risk-free asset is another matter.

Government-backed bonds are presumed to be risk free, but, in reality, they are

not. Securities such as gilts and U.S. Treasury bonds are free of default risk,

but expectations of higher inflation and interest rate changes can both affect

their value.

Then there is the question of the number of stocks required for

diversification. How many is enough? Mutual funds can contain dozens and dozens

of stocks. Investment guru William J. Bernstein says that even 100 stocks is

not enough to diversify away unsystematic risk. By contrast, Edwin J. Elton and

Martin J. Gruber, in their book "Modern Portfolio Theory And Investment

Analysis" (1981), conclude that you would come very close to achieving optimal

diversity after adding the twentieth stock.

Conclusion

The gist of MPT is that the market is hard to beat and that the people who beat

the market are those who take above-average risk. It is also implied that these

risk takers will get their comeuppance when markets turn down.

Then again, investors such as Warren Buffett remind us that portfolio theory is

just that - theory. At the end of the day, a portfolio's success rests on the

investor's skills and the time he or she devotes to it. Sometimes it is better

to pick a small number of out-of-favor investments and wait for the market to

turn in your favor than to rely on market averages alone.(To learn more, see

Warren Buffett: How He Does It and What Is Warren Buffett's Investing Style?)

by Ben McClure

Ben McClure is a long-time contributor to Investopedia.com.

Ben is the director of Bay of Thermi Limited, an independent research and

consulting firm that specializes in preparing early stage ventures for new

investment and the marketplace. He works with a wide range of clients in the

North America, Europe and Latin America. Ben was a highly-rated European

equities analyst at London-based Old Mutual Securities, and led new venture

development at a major technology commercialization consulting group in Canada.

He started his career as writer/analyst at the Economist Group. Mr. McClure

graduated from the University of Alberta's School of Business with an MBA.

Ben's hard and fast investing philosophy is that the herd is always wrong, but

heck, if it pays, there's nothing wrong with being a sheep.

He lives in Thessaloniki, Greece. You can learn more about Bay of Thermi

Limited at www.bayofthermi.com.