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Modern portfolio theory
Known as:
MVS (disambiguation)
, MPT
, Markowitz portfolio theory
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Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected…
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Related topics
Related topics
23 relations
Black–Litterman model
Capital asset pricing model
Coherent risk measure
Diversification (finance)
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2014
2014
Investment Recommendation in P2P Lending: A Portfolio Perspective with Risk Management
Hongke Zhao
,
Le Wu
,
Qi Liu
,
Yong Ge
,
Enhong Chen
IEEE International Conference on Data Mining
2014
Corpus ID: 1118988
P2P lending is an online platform to make borrowing and investment transactions. A central question on these platforms is how to…
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2010
2010
Modern portfolio theory and diversification
Alihodžić Almir
2010
Corpus ID: 157112876
Modern portfolio theory represents the most significant innovation in the 20th century in the field of investment and securities…
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Highly Cited
2009
Highly Cited
2009
Investigation of E.ON’s Power Generation Assets by Using Mean-Variance Portfolio Analysis
R. Madlener
,
Barbara Glensk
,
Paul B. Raymond
2009
Corpus ID: 166322494
Highly Cited
2006
Highly Cited
2006
The Polish Basin - relationship between the crystalline consolidated and sedimentary crust
R. Dadlez
2006
Corpus ID: 55214988
In the area of the Polish Basin five deep seismic sounding profiles, recorded during 1991-1997, were used to compare the…
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2006
2006
Modern Portfolio Theory: Part II
Peter Blakey
2006
Corpus ID: 40633592
A Brief Recap MPT deals with the risks and rewards associated with portfolios of assets. The risk and reward of each security is…
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Highly Cited
2001
Highly Cited
2001
Fisheries Impacts on North Atlantic Ecosystems : Models and Analyses
S. Guénette
,
V. Christensen
,
D. Pauly
2001
Corpus ID: 134830151
The biological communities of the Atlantic continental shelf adjacent to the southeastern United States are well known, but this…
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Highly Cited
2001
Highly Cited
2001
Reliable transmission of video over ad-hoc networks using automatic repeat request and multipath transport
S. Mao
,
Shunan Lin
,
S. Panwar
,
Yao Wang
IEEE 54th Vehicular Technology Conference. VTC…
2001
Corpus ID: 4324961
The increase in the bandwidth of the wireless channels and the computing power of the mobile devices makes it possible to offer…
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1997
1997
The role of currency derivatives in internationally diversified portfolios
Peter A. Abken
,
Milind M. Shrikhande
1997
Corpus ID: 154877278
Diversification is widely practiced by investors seeking to reduce risk. In recent years investors have been turning to foreign…
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Highly Cited
1996
Highly Cited
1996
Test response compaction using multiplexed parity trees
K. Chakrabarty
,
J. Hayes
IEEE Trans. Comput. Aided Des. Integr. Circuits…
1996
Corpus ID: 17965045
Built-in self-testing requires test response streams from many observation points to be merged (space compaction) and compressed…
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Review
1983
Review
1983
Essays and surveys on multiple criteria decision making : proceedings of the Fifth International Conference on Multiple Criteria Decision Making, Mons, Belgium, August 9-13, 1982
P. Hansen
,
Faculté universitaire catholique de Mons
1983
Corpus ID: 59961798
"Optimal Consumption and Portfolio Strategies in a Continuous-Time Model with Summary-Dependent Preferences".- "Application of…
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