Andrew Lo: Finding the Perfect Portfolio--a ‘Never-Ending Journey’

We’re taking the week off for the 4th of July holiday but we wanted to use this week’s episode to honor Nobel prize winning economist Harry Markowitz, who recently passed away at the age of 95. Professor Markowitz is a giant of finance, someone who put diversification and modern portfolio theory on the map, with his research transforming the way we allocate and invest our assets. While we didn’t have the opportunity to interview Professor Markowitz for the podcast, we were able to chat recently with someone who had interviewed him: Author and financial researcher Dr. Andrew Lo. Dr. Lo recently published a book entitled “In Pursuit of the Perfect Portfolio”, in which he profiled some of the leading figures in academic research and finance. None stood taller than Professor Markowitz, who Dr. Lo discusses at length in this interview we aired in February of 2022. We think you’ll enjoy it. Thanks so much for listening and see you in a week. Have a happy holiday.

Added 11 Jun 2026