Category:Portfolio theory
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mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance | |||||
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This category is for articles concerning portfolio theories in finance.
Subcategories
This category has the following 2 subcategories, out of 2 total.
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Media in category "Portfolio theory"
The following 17 files are in this category, out of 17 total.
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Drei charakteristische Strategiepfade (Abbildung 2).jpg 1,017 × 721; 104 KB
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Frontiera con titolo non rischioso.PNG 456 × 304; 6 KB
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FrontieraPortafogli.jpg 375 × 318; 12 KB
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Geschäftsmodell-Technologie-Portfolio (Abbildung 1).jpg 1,009 × 717; 105 KB
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PCPI.png 659 × 427; 31 KB
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Portfolio-Möglichkeitenkurven.PNG 960 × 720; 11 KB
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Risk vs correlation worked example.jpg 665 × 462; 34 KB
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Risk-Return Indifference Curves.jpg 640 × 480; 44 KB
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Risk-Return of Possible Portfolios.jpg 640 × 480; 39 KB
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SecurityMarketLine.jpg 393 × 258; 9 KB
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Separation theorem of MPT.svg 630 × 450; 43 KB
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The Efficient Portfolio.jpg 640 × 480; 54 KB
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Two-asset portfolio with varrying correlation and weights.jpg 626 × 546; 67 KB
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Volatility smile.svg 150 × 150; 3 KB
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WACC-Ansatz.jpg 327 × 328; 14 KB