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A Comprehensive Analysis of The Modern Portfolio Theory
BCP Business & Management, 2023 The emergence of the modern portfolio theory in 1952 marked the beginning of a new era in portfolio management. In addition to the con pets forwarded by active and passive portfolio theory, the MPT (modern portfolio theory) outlines the importance of ...
Jingchen Yu, Juntai Zhang
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Applying Modern Portfolio Theory to Municipal Financial and Capital Budgeting Decisions [PDF]
Public and Municipal Finance, 2012 Vigdis Boasson +2 more
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Advances in Economics, Management and Political Sciences, 2023 Modern Portfolio Theory (MPT) has long been a cornerstone in the realm of finance, aiding investors in navigating the complex terrain of risk and reward associated with diverse assets.
Shuai Chen
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Behavioral portfolio theory and behavioral asset pricing model as an alternative to standard finance concepts [PDF]
Economic Horizons, 2019 The growing gap between standard finance theory and practice has made way for the emergence of new theories and the development of new asset-pricing models.
Miljan Lekovic
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Investment risk management by applying contemporary modern portfolio theory [PDF]
Megatrend Revija, 2015 Investment risk is the principal threat to the assets side of the balance sheets of financial institutions. It is evident that investors who concentrate their wealth on one type of securities can rarely be found.
Jakšić Milena, Leković Miljan
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Results in Applied Mathematics, 2021 The fuzzy set theory is widely used to describe the uncertainty of financial markets in modern portfolio selection problems. In this study, the credibility theory (a popular branch of the fuzzy set theory) is applied to extend Markowitz’s mean–variance ...
Jagdish Kumar Pahade, Manoj Jha
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Achieving cost-efficient diversification of water infrastructure system against uncertainty using modern portfolio theory [PDF]
, 2018 Sangmin Shin, Heekyung Park
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Application of Modern Portfolio Theory in Stock Market
Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022), 2022 When investors face investing problems, the main issue is to make decisions on how to allocate resources among the variety of different assets, especially in the rapidly growing stock market.The paper aims to design an investment strategy for risk-averse
Yumeng Liu
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Optimal Portfolio Selection is one of the most important issues in the field of financial research. In the present study, we try to compare four various different models, which optimize three-objective portfolios using “Postmodern Portfolio Optimization ...
Mohammad Javad Salimi +2 more
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Application of Modern Portfolio Theory in Stock Market based on Empirical analysis
Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022), 2022 With the rapid growth of the stock market, stocks have been viewed as one of the most popular investments. Investors then face a problem that is how to allocate resources among the variety of stocks with the aim to increase their wealth through ...
Jiaming Hu
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