portfolio theory

During PGDBA, I developed a strong penchant for quantitative-oriented subjects like Portfolio theory, Derivatives and International Finance.

People used to think that expected investment returns were a function of risk alone (i. e. modern portfolio theory).

I have endeavored to show that Modern Portfolio Theory and a risk-based approach to IT investment are far from new.

This line is called the "Efficient Frontier" and is Markowitz's key contribution to portfolio theory.

In portfolio theory, assets that are not too closely correlated are said to be "imperfectly correlated. "

Topics include portfolio theory, capital markets, equities, fixed-income securities, derivative assets, portfolio management.

Rakesh Jhunjhunwala is an unabashed proponent of the concentrated portfolio theory.

The portfolio mean-variance theory of Markowitz is the foundation of modern portfolio theory and modern financial theory.

The whole area of the capital asset pricing model and modern portfolio theory was my second favorite thing I learned at business school.

I applied some of the concepts from financial portfolio theory to measure "spread" .

Total risk management with the portfolio theory as its core demands that banks should measure and manage risks from the whole asset profile.

Portfolio theory is mainly aimed at resolving the investment risks of the possibilities.

And I would ban portfolio theory immediately.

Introduce the modern investment theories including the portfolio theory.

Markowitz first put forward about portfolio Mean-Variance model in 1952. Mean-Variance Model is the base of modern portfolio theory.

Then according to optimal portfolio theory to determine optimal portfolio.

The Quarterly: What are your concerns with statistics and portfolio theory?

Markowitz portfolio theory has become the footstone of modem finance theory.

According to modern portfolio theory, the interaction of asset classes with each other provides diversification.

The theoretical principle of ETF is based on Efficient Markets Hypothesis and Modern Portfolio Theory.

By referring to foreign research methods, I tried to apply the portfolio theory to the study of macroeconomic growth in China.

In tradition portfolio theory, linear correlation is used in describing the de-pendency of di? erent capital.

This paper is based on the portfolio theory and capital asset pricing model (CAPM), and uses single-factor model to do the regression.

Because this is an article on benchmarking, and not portfolio theory, Listing 4 leaves out the code for the EfTask inner class.

Based on portfolio theory of Markowitz, we want to consider the influence on VaR by dependence when we use VaR to measure risk.

The traditional portfolio theory is based on the normal distribution for the real distribution of stock market in China.

Building of the Appropriate Portfolio Theory in Chinese Securities Market

Applying portfolio theory to IT investments

A Comparative Study of Modern Portfolio Theory Model

Thus we can use the portfolio theory to study the problem of economic growth and stabilization in China.

The Application of Modern Investment Portfolio Theory in Real Estate Investment

Contemporary Portfolio Theory and Risk Management

Analysis on Basic and Advanced of Portfolio Theory of Modern Finance

efficient application of markowitz portfolio theory in security market of china

Intertemporal Portfolio Theory and Asset Pricing

US's Prudential Investor Rules and Modern Investment Portfolio Theory

Application of Portfolio Theory in Risk Control of Real Estate Investment

The Application of Security Portfolio Theory in Hi-tech Venture Capital

The application of the portfolio theory in oil company

Sequence and Progress for the Portfolio Theory

The summarization of modern portfolio theory

Research on Application of Portfolio Theory

On the Prudent Investor Rule and Modern Portfolio Theory

The Development of Portfolio Theory and the Application of Statistical Techniques to It

Study on Modern Portfolio Theory of China

Portfolio Theory in Multi-factor World

Analysis and study on portfolio theory

On the sequence and trend of portfolio theory

Modern Portfolio Theory and its Application in Security Market in China

Limitation of the Application of Modern Portfolio Theory in China and Reflection

The Markowitz's Portfolio Theory and Its Application in China

in this part, I chose 31 provinces in China as study object, used portfolio theory for empirical study. Chapter four is the conclusion part;