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2. Portfolio optimization - Wikipedia

   en.wikipedia.org/wiki/Portfolio_optimization

   Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective. The objective typically maximizes factors such as expected return , and minimizes costs like financial risk , resulting in a multi-objective optimization problem.

3. Resampled efficient frontier - Wikipedia

   en.wikipedia.org/wiki/Resampled_efficient_frontier

   Resampled efficient frontier is a technique in investment portfolio construction under modern portfolio theory to use a set of portfolios and then average them to create an effective portfolio. This will not necessarily be the optimal portfolio, but a portfolio that is more balanced between risk and the rate of return.

4. Application portfolio management - Wikipedia

   en.wikipedia.org/wiki/Application_portfolio...

   IT Application Portfolio Management (APM) is a practice that has emerged in mid to large-size information technology (IT) organizations since the mid-1990s. [1] Application Portfolio Management attempts to use the lessons of financial portfolio management to justify and measure the financial benefits of each application in comparison to the costs of the application's maintenance and operations.

5. 4 Best Portfolio Tracking Apps

   www.aol.com/finance/4-best-portfolio-tracking...

   The top-rated app earns 4.8 stars in the App Store and 4.2 stars with 10 million-plus downloads in Google Play for Android users. ... can help you track your portfolio for free from your Android ...

6. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   Modern portfolio theory is inconsistent with main axioms of rational choice theory, most notably with monotonicity axiom, stating that, if investing into portfolio X will, with probability one, return more money than investing into portfolio Y, then a rational investor should prefer X to Y.

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 ...