JOURNAL ARTICLE
Modern Portfolio Theory
Year: 2009 Journal: Trusts & Trustees Vol: 15 (2)Pages: 66-71 Publisher: Oxford University Press
Abstract
All investors, be they private individuals, trustees or professionals are faced with an extraordinary range of options when it comes to building and maintaining a portfolio. At the point in time when the portfolio is created decisions have to be made as to what assets to include and in what proportion. This article provides the reader with an understanding of the foundations underpinning Modern Portfolio Theory that provides a framework within which to make sensible asset allocation decisions.
Keywords:
Portfolio Underpinning Modern portfolio theory Point (geometry) Asset (computer security) Asset allocation Application portfolio management Replicating portfolio Actuarial science Business Economics Financial economics Finance Project portfolio management Management Portfolio optimization Computer science Engineering Mathematics
Metrics
20
Cited By
1.42
FWCI (Field Weighted Citation Impact)
0
Refs
0.89
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
State Capitalism and Financial Governance
Social Sciences → Business, Management and Accounting → Strategy and Management
Insurance and Financial Risk Management
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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