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2. Portfolio optimization - Wikipedia

   en.wikipedia.org/wiki/Portfolio_optimization

   Portfolio optimization is the process of selecting an optimal portfolio ( asset distribution), out of a set of considered portfolios, according to some objective. The objective typically maximizes factors such as expected return, and minimizes costs like financial risk, resulting in a multi-objective optimization problem.

3. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   Modern portfolio theory ( MPT ), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning ...

4. Markowitz model - Wikipedia

   en.wikipedia.org/wiki/Markowitz_model

   Markowitz model. In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various possible portfolios of the given securities.

5. Financial modeling - Wikipedia

   en.wikipedia.org/wiki/Financial_modeling

   Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. [ 1] This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project, or any other investment. Typically, then, financial modeling is ...

6. Post-modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Post-modern_portfolio_theory

   Post-modern portfolio theory. Simply stated, post-modern portfolio theory ( PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide analytical methods for rational investors to use diversification to optimize their investment portfolios. The essential difference between PMPT and MPT ...

7. Efficient frontier - Wikipedia

   en.wikipedia.org/wiki/Efficient_frontier

   The efficient frontier is the upper part of the corresponding curves. A combination of assets, i.e. a portfolio, is referred to as "efficient" if it has the best possible expected level of return for its level of risk (which is represented by the standard deviation of the portfolio's return). [ 3] Here, every possible combination of risky ...