Modern Portfolio Theory - Mathematical Model

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:

    What he loved so much in the plant morphological structure of the tree was that given a fixed mathematical basis, the final evolution was so incalculable.
    —D.H. (David Herbert)

    One of the most important things we adults can do for young children is to model the kind of person we would like them to be.
    Carol B. Hillman (20th century)