modern portfolio theory (Q1072885)

From Wikidata
Jump to: navigation, search
mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance
  • MPT
  • mean-variance analysis
  • Modern portfolio theory
  • Modern portfolio theory, MPT
edit
Language Label Description Also known as
English
modern portfolio theory
mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance
  • MPT
  • mean-variance analysis
  • Modern portfolio theory
  • Modern portfolio theory, MPT

Statements

Identifiers