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Monthly Archives: September 2015
The Facts about Who Developed PMPT & The Sortino Ratio
PRI-Rom Contract The term, “Post-modern portfolio theory (PMPT)” was first used by Brian Rom to describe the underlying theory of an asset allocation model developed by The Pension Research Institute (PRI) called Primix. Mr. Rom wrote a very favorable article … Continue reading
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Post Modern Portfolio Theory (PMPT) 