Modern Portfolio Theory

James Ming Chen
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James Ming Chen: Michigan State University

Chapter Chapter 2 in Postmodern Portfolio Theory, 2016, pp 5-25 from Palgrave Macmillan

Abstract: Abstract Portfolio theory may be the most fecund intellectual export from quantitative finance to other sciences. Social sciences outside the strictly financial domain have applied portfolio theory to subjects as diverse as regional development,1 social psychology,2 and information retrieval.3 Proper understanding of portfolio theory and its place in finance and cognate sciences begins with a return to the origins of modern portfolio theory. For “the end of all our exploring/Will be to arrive where we started/And know the place for the first time.”4

Keywords: Supra Note; Mutual Fund; Excess Return; Efficient Frontier; Sharpe Ratio (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:pal:qpochp:978-1-137-54464-3_2

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DOI: 10.1057/978-1-137-54464-3_2

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