modern portfolio theory (Q6672152)
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mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance
- mean-variance analysis
- MPT
- portfolio theory
| 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 |
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