Info
Portfolio ideas, explained visually
These videos explain the ideas behind our portfolio research. They begin with the market portfolio and CAPM, then look at how Expanded Portfolio Theory relates to Modern Portfolio Theory.
Portfolio research Market portfolio CAPM MPT → EPT
Information series
Start here and work from top to bottom
The videos build on one another, so we suggest watching them in order the first time. Click any image to open a large video player without leaving this page. You can also return to an individual topic whenever you need it.
01
Orientation
Introduction
Start with the questions behind our portfolio research and an overview of the ideas covered in the rest of the series.
02
Market portfolio
The Market Portfolio Myth
Take a closer look at the market-portfolio idea, how capitalization weighting works, and why a firm might consider another way to construct its portfolio.
03
Theory
Beyond CAPM
Review the role of CAPM and its assumptions, then consider which assumptions are needed for the portfolio problem a firm is trying to solve.
04
Expanded Portfolio Theory
From MPT to EPT
See how Expanded Portfolio Theory relates to Modern Portfolio Theory and how we use it to study portfolio constraints, test results, and prepare portfolios for implementation.
Continue exploring
These videos provide the conceptual background. The ETF, Software, Continuing Education, and Active Research sections of this site show how those ideas connect to 5thN Financial’s current work.