stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide...

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return...

History of money Monetary reform Portfolio Modern portfolio theory Mutual fund separation theorem Post-modern portfolio theory Reference rate Reset Return...

instead of the Sharpe ratio. Modern portfolio theory Modigliani risk-adjusted performance Omega ratio Post-modern portfolio theory Sharpe ratio Upside potential...

Neoclassical economics Fundamental theorem of asset pricing Modern portfolio theory Post-modern portfolio theory Stephen Ross Neoclassical Finance; Stephen A. Ross...

theorem of arbitrage-free pricing Investment theory Modern portfolio theory Post-modern portfolio theory Rational pricing Risk factor (finance) Roll's...

application of capital asset pricing model which is based on the modern portfolio theory. There are numerous issues with this model, the most basic of which...

Stephane (2003). Fixed Income Securities: Valuation, Risk Management and Portfolio Strategies. Chichester, England: John Wiley & Sons. p. 49. ISBN 0-470-85277-1...

Growth stock Market timing Modern portfolio theory (MPT) Momentum investing Mosaic theory Pairs trade Post-modern portfolio theory (PMPT) Random walk hypothesis...

Outline of finance § Quantitative investing, Post-modern portfolio theory, Financial economics § Portfolio theory. In 1965, Paul Samuelson introduced stochastic...