Modern Portfolio Theory: Difference between revisions
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(MPT). Developed by Harry Markowitz in the 1950s, Modern portfolio theory quantifies the expected return to a portfolio with reference to each component asset’s mean return and standard deviation of returns plus the covariance between component assets’ returns. | (MPT). | ||
Developed by Harry Markowitz in the 1950s, | |||
Modern portfolio theory quantifies the expected return to a portfolio with reference to each component asset’s mean return and standard deviation of returns plus the covariance between component assets’ returns. | |||
== See also == | == See also == | ||
* [[Capital asset pricing model]] | * [[Capital asset pricing model]] | ||
* [[Portfolio]] | * [[Portfolio]] | ||
Revision as of 08:56, 22 August 2013
(MPT).
Developed by Harry Markowitz in the 1950s,
Modern portfolio theory quantifies the expected return to a portfolio with reference to each component asset’s mean return and standard deviation of returns plus the covariance between component assets’ returns.
