Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:alsoKnownAs |
mean-variance model
|
| gptkbp:appliesTo |
investment portfolios
|
| gptkbp:assumes |
investors are rational
markets are efficient |
| gptkbp:awarded |
Nobel Prize in Economics (Harry Markowitz, 1990)
|
| gptkbp:basisFor |
modern portfolio theory
|
| gptkbp:category |
quantitative finance
investment theory |
| gptkbp:cause |
efficient frontier
|
| gptkbp:describes |
portfolio selection
|
| gptkbp:developedBy |
gptkb:Harry_Markowitz
|
| gptkbp:focusesOn |
risk-return tradeoff
|
| https://www.w3.org/2000/01/rdf-schema#label |
Markowitz model
|
| gptkbp:influenced |
gptkb:capital_asset_pricing_model
|
| gptkbp:introducedIn |
1952
|
| gptkbp:objective |
maximize expected return for a given level of risk
minimize risk for a given level of expected return |
| gptkbp:uses |
expected return
covariance between assets variance of return |
| gptkbp:bfsParent |
gptkb:Black-Litterman_model
|
| gptkbp:bfsLayer |
7
|