Search results
Results from the WOW.Com Content Network
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. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning ...
Portfolio Analysis: Advanced topics in performance measurement, risk and attribution (Risk Books, 2006. ISBN 1-904339-82-4) is an industry text written by a comprehensive selection of industry experts and edited by Timothy P. Ryan.
Attribution analysis attempts to distinguish which of the various different factors affecting portfolio performance is the source of the portfolio's overall performance. Specifically, this method compares the total return of the manager's actual investment holdings with the return for a predetermined benchmark portfolio and decomposes the ...
2 How this piece fits into the portfolio. ... 4 Examples of analytical writing within content areas. 5 Examples of Student Analytical Writing. 6 Links. 7 References.
He published the critical line algorithm in a 1956 paper and used this time at the foundation to write a book on portfolio allocation which was published in 1959. [ 6 ] Markowitz won the Nobel Memorial Prize in Economic Sciences in 1990 while a professor of finance at Baruch College of the City University of New York .
Get breaking Finance news and the latest business articles from AOL. From stock market news to jobs and real estate, it can all be found here.
The need for new products or additions to existing lines may emerge from portfolio analysis, in particular from the use of the Boston Consulting Group Growth-share matrix—or the need may emerge from the regular process of following trends in the requirements of consumers. At some point, a gap emerges between what existing products offer and ...
The Journal of Portfolio Management is a quarterly academic journal for finance and investing, covering topics such as asset allocation, performance measurement, market trends, risk management, and portfolio optimization. [1] The journal was established in 1974 by Peter L. Bernstein. [2] The editor-in-chief is Frank J. Fabozzi (Yale University).