Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return...
52 KB (7,890 words) - 06:07, 17 June 2024
stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide...
19 KB (2,658 words) - 09:39, 30 April 2024
other fundamentals) to intangible (such as selective divestment). Modern portfolio theory was introduced in a 1952 doctoral thesis by Harry Markowitz, where...
21 KB (2,449 words) - 09:14, 9 July 2024
pricing theory, the Jensen Index, the Treynor ratio, the Sharpe diagonal (or index) model, the value at risk model, modern portfolio theory and others...
6 KB (591 words) - 20:50, 23 April 2024
Outline of finance (section Modern portfolio theory)
History of money Monetary reform Portfolio Modern portfolio theory Mutual fund separation theorem Post-modern portfolio theory Reference rate Reset Return...
68 KB (5,686 words) - 09:25, 29 July 2024
essay of Harry Markowitz giving the theory of portfolio selection Modern portfolio theory . The online portfolio selection started in 2012 by Li and Hoi...
6 KB (539 words) - 08:16, 23 July 2024
as the capital asset pricing model, modern portfolio theory and the arbitrage pricing theory. A behavioral portfolio bears a strong resemblance to a pyramid...
2 KB (247 words) - 03:30, 22 July 2022
the 1950s, Harry Markowitz, an American economist, developed the modern portfolio theory. Jack Treynor (1961, 1962), William F. Sharpe (1964), John Lintner...
11 KB (1,221 words) - 14:40, 25 June 2024
Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior introduced by E. Robert Fernholz...
24 KB (4,696 words) - 22:39, 21 May 2023
Efficient frontier (redirect from Tangent portfolio)
In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return...
6 KB (549 words) - 21:25, 6 July 2024