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Modern Portfolio Theory

In: Postmodern Portfolio Theory

Author

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  • James Ming Chen

    (Michigan State University)

Abstract

Portfolio theory may be the most fecund intellectual export from quantitative finance to other sciences. Social sciences outside the strictly financial domain have applied portfolio theory to subjects as diverse as regional development,1 social psychology,2 and information retrieval.3 Proper understanding of portfolio theory and its place in finance and cognate sciences begins with a return to the origins of modern portfolio theory. For “the end of all our exploring/Will be to arrive where we started/And know the place for the first time.”4

Suggested Citation

  • James Ming Chen, 2016. "Modern Portfolio Theory," Quantitative Perspectives on Behavioral Economics and Finance, in: Postmodern Portfolio Theory, chapter 0, pages 5-25, Palgrave Macmillan.
    • Handle: RePEc:pal:qpochp:978-1-137-54464-3_2
    DOI: 10.1057/978-1-137-54464-3_2
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    Cited by:

    1. Asif Shamim & Atif Mumtaz & Bilawal Ali, 2020. "An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-26, March.

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