Results 311 to 320 of about 513,531 (373)
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2016
Portfolio theory may be the most fecund intellectual export from quantitative finance to other sciences. Social sciences outside the strictly financial domain have applied portfolio theory to subjects as diverse as regional development,1 social psychology,2 and information retrieval.3 Proper understanding of portfolio theory and its place in finance ...
James Ming Chen
semanticscholar +3 more sources
Portfolio theory may be the most fecund intellectual export from quantitative finance to other sciences. Social sciences outside the strictly financial domain have applied portfolio theory to subjects as diverse as regional development,1 social psychology,2 and information retrieval.3 Proper understanding of portfolio theory and its place in finance ...
James Ming Chen
semanticscholar +3 more sources
Novel heuristics for Stock portfolio optimization using machine learning and Modern Portfolio Theory
2023 International Conference on Business Analytics for Technology and Security (ICBATS), 2023Stock market portfolio optimization is a very important aspect for stock market trading. Various techniques have been proposed in the literature ranging from technical indicator-based methods to statistical methods and machine learning for portfolio ...
Bristo Joemon +4 more
semanticscholar +1 more source
Modern Portfolio Theory and Application in Australia
Journal of Economics Business and Management, 2022International financial markets are facing unprecedented challenges due to the impact of COVID-19. This paper aims to test whether the modern portfolio theory (MPT) is still applicable as an efficient tool for evaluating stock returns and excess returns ...
Yanjie Cui, Chuâchuan Cheng
semanticscholar +1 more source
Nobel Laureate Harry Markowitz: Creator of the Modern Portfolio Theory
Management and Business Review, 2021Harry Markowitz developed the modern portfolio theory which earned him the Nobel Memorial Prize and is today used in managing trillions of dollars in assets.
Suresh P. Sethi
semanticscholar +1 more source
Risk is defined as the chance that an investment's actual return will be different than expected. This includes the possibility of losing some or all of the original investment. So, there is always a risk/return trade-off in investing. Prudence suggests that investors should construct an investment portfolio in accordance with risk tolerance and ...
Michael Donadelli +2 more
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Michael Donadelli +2 more
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Destination Marketing: Optimizing Resource Allocation Using Modern Portfolio Theory
Journal of Travel Research, 2021Despite the significant contribution that tourism generates for national economic health, the tourism industry is challenged by seasonal and periodic volatility in arrivals.
Khairil Johar +3 more
semanticscholar +1 more source
IEEE Microwave Magazine, 2006
The previous column presented the basic ideas of modern portfolio theory (MPT). This column covers additional aspects of the theory and presents a result known as the capital asset pricing model (CAPM). The underlying theory is not always easy to grasp on a first encounter but is presented here because it plays a central role in investment theory and ...
openaire +1 more source
The previous column presented the basic ideas of modern portfolio theory (MPT). This column covers additional aspects of the theory and presents a result known as the capital asset pricing model (CAPM). The underlying theory is not always easy to grasp on a first encounter but is presented here because it plays a central role in investment theory and ...
openaire +1 more source
UNDERSTANDING THE MATHEMATICAL BACKGROUND OF MODERN PORTFOLIO THEORY
PressacademiaPurpose- Modern Portfolio Theory (MPT), pioneered by Harry Markowitz, provides a quantitative framework for portfolio optimization by balancing risk and return through diversification.
Ibrahim Kaya
semanticscholar +1 more source
2013
AbstractThis chapter surveys modern portfolio theory, which is one of the most spectacular developments of finance in the last 50 years. It starts with the basic one-period setup under the assumption of normality with the successive contributions including the basic Markowitz mean-variance framework, the efficient frontier, and the Sharpe-Lintner ...
openaire +2 more sources
AbstractThis chapter surveys modern portfolio theory, which is one of the most spectacular developments of finance in the last 50 years. It starts with the basic one-period setup under the assumption of normality with the successive contributions including the basic Markowitz mean-variance framework, the efficient frontier, and the Sharpe-Lintner ...
openaire +2 more sources