Modern Portfolio Theory

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Revision as of 08:56, 22 August 2013 by imported>Doug Williamson (Spacing 22/8/13)
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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.


See also