| Display title | Finance:Modern portfolio theory |
| Default sort key | Modern Portfolio Theory |
| Page length (in bytes) | 53,840 |
| Namespace ID | 3032 |
| Namespace | Finance |
| Page ID | 808712 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| HandWiki item ID | None |
| Edit | Allow all users (infinite) |
| Move | Allow all users (infinite) |
| Page creator | imported>LinXED |
| Date of page creation | 20:02, 5 February 2024 |
| Latest editor | imported>LinXED |
| Date of latest edit | 20:02, 5 February 2024 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
| Recent number of distinct authors | 0 |
Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of... |
