Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return...

stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide...

other fundamentals) to intangible (such as selective divestment). Modern portfolio theory was introduced in a 1952 doctoral thesis by Harry Markowitz, where...

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return...

pricing theory, the Jensen Index, the Treynor ratio, the Sharpe diagonal (or index) model, the value at risk model, modern portfolio theory and others...

History of money Monetary reform Portfolio Modern portfolio theory Mutual fund separation theorem Post-modern portfolio theory Reference rate Reset Return...

Stochastic portfolio theory (SPT) is a mathematical theory for analyzing stock market structure and portfolio behavior introduced by E. Robert Fernholz...

as the capital asset pricing model, modern portfolio theory and the arbitrage pricing theory. A behavioral portfolio bears a strong resemblance to a pyramid...

theorem of arbitrage-free pricing Investment theory Modern portfolio theory Post-modern portfolio theory Rational pricing Risk factor (finance) Roll's...

work in modern portfolio theory, studying the effects of asset risk, return, correlation and diversification on probable investment portfolio returns...

uncertainty about its extent. Modern portfolio theory initiated by Harry Markowitz in 1952 under his thesis titled "Portfolio Selection" is the discipline...

the 1950s, Harry Markowitz, an American economist, developed the modern portfolio theory. Jack Treynor (1961, 1962), William F. Sharpe (1964), John Lintner...

Neoclassical economics Fundamental theorem of asset pricing Modern portfolio theory Post-modern portfolio theory Stephen Ross Neoclassical Finance; Stephen A. Ross...

problems that institutional investors have encountered in applying modern portfolio theory in practice. The model starts with an asset allocation based on...

founded on economic theory (whereas CAPM is founded on Modern Portfolio Theory), but rather, constructed with long-short portfolios in response to the...

application of capital asset pricing model which is based on the modern portfolio theory. There are numerous issues with this model, the most basic of which...

Damschroder and John Osland. The underlying portfolio optimization process is an offshoot of modern portfolio theory; it uses diversification optimization to...

the field of modern portfolio theory and he has published books for individual investors who wish to manage their own equity portfolios. He lives in Portland...

between goals-based investing and modern portfolio theory (MPT) turns on the definition of "risk." MPT defines risk as portfolio volatility whereas GBI defines...

instead of the Sharpe ratio. Modern portfolio theory Modigliani risk-adjusted performance Omega ratio Post-modern portfolio theory Sharpe ratio Upside potential...

of finance § Quantitative investing, Post-modern portfolio theory, Financial economics § Portfolio theory. In 1965, Paul Samuelson introduced stochastic...

Maslowian portfolio theory (MaPT) creates a normative portfolio theory based on human needs as described by Abraham Maslow. It is in general agreement...

invented The Yale Model with Dean Takahashi, an application of the modern portfolio theory commonly known in the investing world as the "Endowment Model."...

existence of more modern approaches to asset pricing and portfolio selection (such as arbitrage pricing theory and Merton's portfolio problem), the CAPM...

used to develop a portfolio as a weighted combination of assets, as it is described in modern portfolio theory. Though this theory is working with historical...

Transmission, see Microwave transmission#Microwave power transmission Modern portfolio theory, a mathematical framework used in finance ModPlug Tracker, tracker...

standard deviation (variance) of the various portfolios. It is foundational to Modern portfolio theory. Markowitz made the following assumptions while...

rationality and market efficiency lead to modern portfolio theory (the CAPM), and to the Black–Scholes theory for option valuation. At more advanced levels—and...

Dedicated portfolio theory, in finance, deals with the characteristics and features of a portfolio built to generate a predictable stream of future cash...

of the Law of Trusts ("Restatement of Trust 3d"), reflects a "modern portfolio theory" and "total return" approach to the exercise of fiduciary investment...