Comparative Analysis Between the Portfolio Theory and Investor Praxis

Judith Grigorescu
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Judith Grigorescu: “Dimitrie Cantemir”Christian University

Romanian Statistical Review Supplement, 2012, vol. 60, issue 1, 99-103

Abstract: Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the mean-variance theory endeavours to find an answer to this particular question.

Keywords: portfolio; capital; risk; analysis; investments (search for similar items in EconPapers)
Date: 2012
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