Statements (38)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial Theory
|
| gptkbp:aimsTo |
Optimize portfolio returns
|
| gptkbp:appliesTo |
Asset allocation
|
| gptkbp:claims |
Investors are rational
Markets are efficient |
| gptkbp:competesWith |
Behavioral finance
|
| gptkbp:developedBy |
gptkb:Harry_Markowitz
|
| gptkbp:focusesOn |
Investment diversification
|
| https://www.w3.org/2000/01/rdf-schema#label |
Modern Portfolio Theory
|
| gptkbp:influencedBy |
Capital Asset Pricing Model
|
| gptkbp:isAssociatedWith |
Risk-return tradeoff
|
| gptkbp:isAvenueFor |
Wealth management
Pension fund management Hedge_fund_strategies |
| gptkbp:isBasedOn |
Portfolio variance
Expected returns |
| gptkbp:isConsidered |
A foundational concept in finance
|
| gptkbp:isCriticizedFor |
Assuming normal distribution of returns
Critics of efficient market hypothesis Ignoring transaction costs Assuming investors have access to the same information |
| gptkbp:isExaminedBy |
Finance textbooks
|
| gptkbp:isInfluencedBy |
Financial planning
|
| gptkbp:isPartOf |
Investment theory
|
| gptkbp:isReflectedIn |
Exchange-traded funds (ETFs)
Index funds |
| gptkbp:isRelatedTo |
Modern finance
Alpha and Beta Sharpe_Ratio |
| gptkbp:isSupportedBy |
Empirical research
|
| gptkbp:isTaughtIn |
Finance courses
|
| gptkbp:isUsedBy |
Financial analysts
Evaluate investment performance Investment managers |
| gptkbp:isUsedIn |
Risk management
|
| gptkbp:provides |
Efficient frontier concept
|
| gptkbp:publishedIn |
1952
|
| gptkbp:uses |
Mean-variance analysis
|