see modern portfolio theory.
Related information about portfolio theory:
- Modern portfolio theory - Wikipedia, the free encyclopedia
Modern portfolio theory (MPT) is a theory of finance which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently ...
- Modern Portfolio Theory (MPT) Definition | Investopedia
A theory on how risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that ...
- Modern Portfolio Theory: Why It's Still Hip
Jan 7, 2010 ... See why investors today still follow this old set of principles that reduce risk and increase returns through diversification.
- Portfolio Theory
Modern portfolio theory (MPT)—or portfolio theory—was introduced by Harry Markowitz with his paper.
- Is Modern Portfolio Theory Dead? Come On. | TechCrunch
Aug 11, 2012 ... Editor's note: Paul Pfleiderer is the C.O.G. Miller Distinguished Professor of Finance at the Stanford Graduate School of Business and ...
- Portfolio Theory - Faculty
Portfolio Theory. John H. Cochrane1. First draft: February 2003. This draft: February 2007. 1Universtity of Chicago Graduate School of Business, 5807 S.
- An Introduction to Portfolio Theory - Norstad.org
Nov 3, 2011 ... We introduce the basic concepts of portfolio theory, including the notions of ... In portfolio theory it is often assumed for the sake of simplicity that ...
- The Father of Portfolio Theory on the Crisis - WSJ.com
They violated the first principle of his portfolio theory. "Diversifying sufficiently among uncorrelated risks can reduce portfolio risk toward zero," he says in an ...