Talk:Modern portfolio theory

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Revision as of 06:27, 28 February 2008 by imported>Nick Gardner
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 Definition:  Theory on how risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. [d] [e]
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 Workgroup category:  Economics [Editors asked to check categories]
 Talk Archive:  none  English language variant:  British English

I have a page on my web site that discusses portfolio theory in the context of financial planning. [1] Per the policy against self promotion, if someone thinks it worthy, add it to the further reading links section. Jim

I suggest that this article should be extended to include the work of Harry Markowitz on the importance of covariance among assets, and should include references to his work on the subject and that of James Tobin - although I suggest that the Capital Assets Pricing Model should be the subject of a separate article with a link from this article. Nick Gardner 05:27, 28 February 2008 (CST)

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