Modern portfolio theory |

Beta (finance) Capital asset pricing model Post-modern portfolio theory Alpha (investment) Sharpe ratio Martingale Black–Scholes Journal of Finance Arbitrage pricing theory Diversification (finance) Efficient market hypothesis Line (mathematics) Variance Correlation Standard deviation Investment theory Market portfolio Sortino ratio Risk-return spectrum Expected return Systemic risk Risk-free interest rate Quadratic programming William Forsyth Sharpe Quadratic function Homo economicus Harry Markowitz Value investing Linear function Volatility Portfolio (finance) Rational Kurtosis Yale School of Management Skewness Linear combination Utility Linear Macroeconomics Random variable
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