# Modern portfolio theory

## Papers overview

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2017

2017

- 2017

The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. Theâ€¦Â (More)

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Review

2015

Review

2015

- 2015

What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economicsâ€¦Â (More)

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Highly Cited

2009

Highly Cited

2009

- SIGIR
- 2009

This paper studies document ranking under uncertainty. It is tackled in a general situation where the relevance predictions ofâ€¦Â (More)

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Highly Cited

2007

Highly Cited

2007

- 2007

We develop a positive behavioral portfolio theory (BPT) and explore its implications for portfolio construction and securityâ€¦Â (More)

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Review

2006

Review

2006

- 2006

The purpose of this essay is to present an overview of some of the lessons of modern portfolio theory and capital pricing theoryâ€¦Â (More)

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2002

2002

- 2002

It has been a generation since Harry Markowitz laid the foundations and built much of the structure of what we now know as Modernâ€¦Â (More)

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2000

2000

- 2000

This article summarizes some main results in modern portfolio theory. First, the Markowitz approach is presented. Then theâ€¦Â (More)

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Highly Cited

2000

Highly Cited

2000

- 2000

We examine the implications of portfolio theory for the cross-sectional behavior of equity trading volume. Two-fund separationâ€¦Â (More)

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Review

1998

Review

1998

- 1998

In this article we have reviewed ``Modern Portfolio Analysis'' and outlined some important topics for further research. Issuesâ€¦Â (More)

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Highly Cited

1990

Highly Cited

1990

- 1990

When I studied microeconomics forty years ago, I was first taught how optimizing firms and consumers would behave, and thenâ€¦Â (More)

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