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:

    The most distinct and beautiful statement of any truth must take at last the mathematical form.
    Henry David Thoreau (1817–1862)

    There are very many characteristics which go into making a model civil servant. Prominent among them are probity, industry, good sense, good habits, good temper, patience, order, courtesy, tact, self-reliance, many deference to superior officers, and many consideration for inferiors.
    Chester A. Arthur (1829–1886)