Matches in DBpedia 2016-04 for { <http://dbpedia.org/resource/Modern_portfolio_theory> ?p ?o }
- Modern_portfolio_theory abstract "Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance. Its key insight is that an asset's risk and return should not be assessed by itself, but by how it contributes to a portfolio's overall risk and return.Economist Harry Markowitz introduced MPT in a 1952 essay, for which he was later awarded a Nobel Prize in economics.".
- Modern_portfolio_theory wikiPageExternalLink RM-Interview-Rachev-Mittnik-EnglishTranslation.pdf.
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- Modern_portfolio_theory wikiPageRevisionID "707326117".
- Modern_portfolio_theory wikiPageWikiLink Alpha_(finance).
- Modern_portfolio_theory wikiPageWikiLink Benoit_Mandelbrot.
- Modern_portfolio_theory wikiPageWikiLink Beta_(finance).
- Modern_portfolio_theory wikiPageWikiLink Bias_ratio.
- Modern_portfolio_theory wikiPageWikiLink Black–Litterman_model.
- Modern_portfolio_theory wikiPageWikiLink Black–Scholes_model.
- Modern_portfolio_theory wikiPageWikiLink Capital_allocation_line.
- Modern_portfolio_theory wikiPageWikiLink Capital_asset_pricing_model.
- Modern_portfolio_theory wikiPageWikiLink Cash_flow.
- Modern_portfolio_theory wikiPageWikiLink Category:Finance_theories.
- Modern_portfolio_theory wikiPageWikiLink Category:Financial_economics.
- Modern_portfolio_theory wikiPageWikiLink Category:Financial_risk.
- Modern_portfolio_theory wikiPageWikiLink Category:Investment.
- Modern_portfolio_theory wikiPageWikiLink Category:Mathematical_finance.
- Modern_portfolio_theory wikiPageWikiLink Category:Portfolio_theories.
- Modern_portfolio_theory wikiPageWikiLink Coherent_risk_measure.
- Modern_portfolio_theory wikiPageWikiLink Correlation_and_dependence.
- Modern_portfolio_theory wikiPageWikiLink Covariance.
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- Modern_portfolio_theory wikiPageWikiLink Default_(finance).
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- Modern_portfolio_theory wikiPageWikiLink Intertemporal_portfolio_choice.
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- Modern_portfolio_theory wikiPageWikiLink Lagrange_multiplier.
- Modern_portfolio_theory wikiPageWikiLink Leverage_(finance).
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- Modern_portfolio_theory wikiPageWikiLink Liquidity_crisis.
- Modern_portfolio_theory wikiPageWikiLink MATLAB.
- Modern_portfolio_theory wikiPageWikiLink Marginal_conditional_stochastic_dominance.
- Modern_portfolio_theory wikiPageWikiLink Mathematica.
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- Modern_portfolio_theory wikiPageWikiLink Microsoft_Excel.
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- Modern_portfolio_theory wikiPageWikiLink Nassim_Nicholas_Taleb.
- Modern_portfolio_theory wikiPageWikiLink Nobel_Memorial_Prize_in_Economic_Sciences.
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- Modern_portfolio_theory wikiPageWikiLink Option_(finance).
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- Modern_portfolio_theory wikiPageWikiLink Quadratic_programming.
- Modern_portfolio_theory wikiPageWikiLink R_(programming_language).
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- Modern_portfolio_theory wikiPageWikiLink Security_characteristic_line.
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- Modern_portfolio_theory wikiPageWikiLink Sortino_ratio.
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- Modern_portfolio_theory wikiPageWikiLink Stanford_University.
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- Modern_portfolio_theory wikiPageWikiLink Two-moment_decision_model.
- Modern_portfolio_theory wikiPageWikiLink United_States_Treasury_security.
- Modern_portfolio_theory wikiPageWikiLink Variance.
- Modern_portfolio_theory wikiPageWikiLink Volatility_(finance).
- Modern_portfolio_theory wikiPageWikiLink William_F._Sharpe.
- Modern_portfolio_theory wikiPageWikiLink File:Markowitz_frontier.jpg.
- Modern_portfolio_theory wikiPageWikiLinkText "Efficient Frontier".
- Modern_portfolio_theory wikiPageWikiLinkText "Efficient/ Markowitz Frontier".
- Modern_portfolio_theory wikiPageWikiLinkText "MPT".
- Modern_portfolio_theory wikiPageWikiLinkText "Markowitz frontier".
- Modern_portfolio_theory wikiPageWikiLinkText "Markowitz mean variance portfolio".
- Modern_portfolio_theory wikiPageWikiLinkText "Mean-Variance Efficient Portfolio".
- Modern_portfolio_theory wikiPageWikiLinkText "Modern Portfolio Theory".
- Modern_portfolio_theory wikiPageWikiLinkText "Modern portfolio theory".
- Modern_portfolio_theory wikiPageWikiLinkText "Modern portfolio theory#Criticisms".
- Modern_portfolio_theory wikiPageWikiLinkText "capital allocation line (CAL)".
- Modern_portfolio_theory wikiPageWikiLinkText "diversifying their portfolio".
- Modern_portfolio_theory wikiPageWikiLinkText "efficient frontiers".
- Modern_portfolio_theory wikiPageWikiLinkText "for portfolios".
- Modern_portfolio_theory wikiPageWikiLinkText "mean-variance analysis".
- Modern_portfolio_theory wikiPageWikiLinkText "mean-variance optimization".