The Wealthfront Investment Methodology White Paper cites foundational financial literature including Harry Markowitz's 'Portfolio Selection' (1952), William Sharpe's 'Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risks' (1964), and Eugene Fama and Kenneth French's 'The Cross Section of Expected Stock Returns' (1992) and 'Common Risk Factors in the Returns on Stocks and Bonds' (1993).

Authors

• Person: Not available Organization: Wealthfront
  Wealthfront Classic Portfolio Investment Methodology White Paper

Sources

• Wealthfront Classic Portfolio Investment Methodology White Paper research.wealthfront.com Wealthfront via serper

Referenced by nodes (1)

• Harry Markowitz entity