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  2. Markowitz model - Wikipedia

    en.wikipedia.org/wiki/Markowitz_model

    Here, by choosing securities that do not 'move' exactly together, the HM model shows investors how to reduce their risk. The HM model is also called mean-variance model due to the fact that it is based on expected returns (mean) and the standard deviation (variance) of the various portfolios. It is foundational to Modern portfolio theory.

  3. Modern portfolio theory - Wikipedia

    en.wikipedia.org/wiki/Modern_portfolio_theory

    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 ...

  4. Harry Markowitz - Wikipedia

    en.wikipedia.org/wiki/Harry_Markowitz

    Markowitz’s Mean-Variance Portfolio Selection with Regime Switching: From Discrete-time Models to Their Continuous-time Limits; Problems with the Markowitz mean-variance model Archived April 25, 2012, at the Wayback Machine; Biography from the Institute for Operations Research and the Management Sciences

  5. Resampled efficient frontier - Wikipedia

    en.wikipedia.org/wiki/Resampled_efficient_frontier

    His portfolio optimization method finds the minimum risk portfolio with a given expected return. [2] Because the Markowitz or Mean-Variance Efficient Portfolio is calculated from the sample mean and covariance , which are likely different from the population mean and covariance , the resulting investment portfolio may allocate too much weight ...

  6. Portfolio optimization - Wikipedia

    en.wikipedia.org/wiki/Portfolio_optimization

    Modern portfolio theory was introduced in a 1952 doctoral thesis by Harry Markowitz, where the Markowitz model was first defined. [1] [2] The model assumes that an investor aims to maximize a portfolio's expected return contingent on a prescribed amount of risk. Portfolios that meet this criterion, i.e., maximize the expected return given a ...

  7. Efficient frontier - Wikipedia

    en.wikipedia.org/wiki/Efficient_frontier

    In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but with the same standard deviation of return (i ...

  8. This Is Costco's Secret Weapon Against Inflation - AOL

    www.aol.com/costcos-secret-weapon-against...

    In the current economic environment, many retailers are struggling. While unemployment remains low and growth in gross domestic product (GDP) has been solid, the past few years of high inflation ...

  9. Post-modern portfolio theory - Wikipedia

    en.wikipedia.org/wiki/Post-modern_portfolio_theory

    Simply stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide analytical methods for rational investors to use diversification to optimize their investment portfolios.