modern portfolio theory , MPT (skrót)

Both coefficients have an important role in Modern portfolio theory.

A fundamental idea in finance is the relationship between risk and return (see modern portfolio theory).

More recently, modern portfolio theory has been used to model the self-concept in social psychology.

"Terada was the first person to introduce modern portfolio theory into Japan."

"I was an investment management consultant teaching stockbrokers modern portfolio theory," she said.

The bank's aggressive marketing of its services included seminars explaining modern portfolio theory.

Do you plumb the depths of modern portfolio theory?

For the full derivation see Modern portfolio theory.

In modern portfolio theory, the set of maximal elements with respect to the product order on risk and return is called the efficient frontier.

The need to answer all these questions has led to the development of more sophisticated performance measures, many of which originate in modern portfolio theory.

For further detail see modern portfolio theory.

They didn't have the mathematics to follow modern portfolio theory, which calls for loans based on the projected cash flow of the borrower.

United's use of various fund managers and asset allocation practice appear to be in keeping with modern portfolio theory used by most successful pension funds.

Modern portfolio theory established the quantitative link that exists between portfolio risk and return.

Recently, modern portfolio theory has been applied to modelling the uncertainty and correlation between documents in information retrieval.

In the previous decade Harry Markowitz and other financial theorists developed modern portfolio theory.

See modern portfolio theory and marginal conditional stochastic dominance.

Various optimization methods including modern portfolio theory.

Kamath holds the patent on use of modern portfolio theory to the field of online advertising.

This principle, called the separation property, is a crucial feature of Modern Portfolio Theory.

His research is in the field of modern portfolio theory and he has published books for individual investors who wish to manage their own equity portfolios.

This approach allows fiduciaries to utilize modern portfolio theory to guide investment decisions and requires risk versus return analysis.

Chapters 4 and 5 described the foundations of modern portfolio theory which are underwritten by the efficient market hypothesis presented in Chapter 3.

It is, however, gaining acceptance in the business valuation community since it is based on modern portfolio theory.

The efficient frontier is a concept in modern portfolio theory introduced by Harry Markowitz and others.