Modern portfolio theory

Known as: MVS (disambiguation), MPT, Markowitz portfolio theory 
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected… (More)
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2017
2017
The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The… (More)
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Review
2015
Review
2015
What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economics… (More)
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Highly Cited
2009
Highly Cited
2009
This paper studies document ranking under uncertainty. It is tackled in a general situation where the relevance predictions of… (More)
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Highly Cited
2007
Highly Cited
2007
We develop a positive behavioral portfolio theory (BPT) and explore its implications for portfolio construction and security… (More)
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Review
2006
Review
2006
The purpose of this essay is to present an overview of some of the lessons of modern portfolio theory and capital pricing theory… (More)
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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 Modern… (More)
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2000
2000
This article summarizes some main results in modern portfolio theory. First, the Markowitz approach is presented. Then the… (More)
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Highly Cited
2000
Highly Cited
2000
We examine the implications of portfolio theory for the cross-sectional behavior of equity trading volume. Two-fund separation… (More)
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Review
1998
Review
1998
In this article we have reviewed ``Modern Portfolio Analysis'' and outlined some important topics for further research. Issues… (More)
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Highly Cited
1990
Highly Cited
1990
When I studied microeconomics forty years ago, I was first taught how optimizing firms and consumers would behave, and then… (More)
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