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Advances in Asset Allocation

Event Description

Some 66 years ago, Harry Markowitz created the field of portfolio theory with his mean-variance model of portfolio selection. Markowitz optimization became a standard approach to asset allocation. However, the Markowitz model has limitations in terms of its assumptions regarding asset class returns, and in terms of its measures of risk and reward.

In this presentation, Dr. Paul D. Kaplan will discuss a new portfolio construction paradigm that he co-developed that overcomes these limitations by applying advances in return distribution modeling, alternative measures of risk and reward, and optimization technology. Since this advanced model is a generalization of Markowitz's original model, Dr. Kaplan and his co-developer call it "Markowitz 2.0."

​Speaker Bio:
Dr Paul D. Kaplan, Ph.D., CFA
Director of Research, Morningstar Canada

Paul Kaplan.jpg
Dr. Paul D. Kaplan conducts research on asset allocation, retirement income planning, portfolio construction, risk measurement, and index methodologies. He has led the development of many of the quantitative methodologies behind Morningstar's fund analysis, indexes, advisor tools and other services. He previously held similar roles for Morningstar in Europe and in the United States.

​Before joining Morningstar in 1999, Dr Kaplan was a vice president of Ibbotson Associates and served as the firm's chief economist and director of research (Morningstar acquired Ibbotson in 2006). Prior to that, he served on the economics faculty of Northwestern University where he taught international finance and statistics. He holds a master's degree and doctorate in economics from Northwestern University and is a CFA charterholder.

Event Type


Education Topic

Portfolio Management

Start Time

2018-05-31 12:00 PM

End Time

2018-05-31 1:30 PM

Event City


Event State/Province

British Columbia

Event Country


Event Region


Location Info

​Terminal City Club
837 West Hastings St
Vancouver, BC


Dr Paul Kaplan, Ph.D.,CFA

CE Credits


SER Credit


Member Price


Non-Member Price


Candidate Price



EARLY BIRD FEE - until May 4, 2018
REGULAR FEE - applies after May 4, 2018

Members (and Candidate Members) - Click here to register​
Candidates - Click here to register
Non-Members - Click here to register​

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Content Type: Custom Calendar
Created at 2018-03-29 2:27 PM by
Last modified at 2018-04-16 11:34 AM by