Modern Portfolio Theory

Alex Backwell
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Alex Backwell: University of Cape Town

Chapter 4 in An Intuitive Introduction to Finance and Derivatives, 2023, pp 29-36 from Springer

Abstract: Abstract Modern portfolio theory is rigorously introduced. This formalises the benefits of diversification and leads to a quantitative method of optimising the tradeoff between risk and return for a particular investor.

Keywords: Modern portfolio theory; Efficient frontier; Investment correlation; Diversification; Risk versus return (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-23453-8_4

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DOI: 10.1007/978-3-031-23453-8_4

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