Mathematical Model
In some sense the mathematical derivation below is MPT, although the basic concepts behind the model have also been very influential.
This section develops the "classic" MPT model. There have been many extensions since.
Read more about this topic: Modern Portfolio Theory
Famous quotes containing the words mathematical and/or model:
“It is by a mathematical point only that we are wise, as the sailor or the fugitive slave keeps the polestar in his eye; but that is sufficient guidance for all our life. We may not arrive at our port within a calculable period, but we would preserve the true course.”
—Henry David Thoreau (1817–1862)
“When Titian was mixing brown madder,
His model was posed up a ladder.
Said Titian, “That position
Calls for coition,”
So he lept up the ladder and had her.”
—Anonymous.