Moving Beyond Modern Portfolio Theory

Mapping Intimacies ◽

10.4324/9780429352256 ◽

2021 ◽

Author(s):

Jon Lukomnik ◽

James P. Hawley

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory

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The Price of Risk: From Modern Portfolio Theory to Leveraged Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2040683 ◽

2012 ◽

Author(s):

Olivier Le Marois ◽

Julie Mikhalevsky ◽

Raphael Douady

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory ◽

Price Of Risk

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory

SSRN Electronic Journal ◽

10.2139/ssrn.2492603 ◽

2014 ◽

Cited By ~ 2

Author(s):

Arun Muralidhar

Keyword(s):

Prospect Theory ◽

Portfolio Theory ◽

Modern Portfolio Theory ◽

Missing Link

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Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measure

SSRN Electronic Journal ◽

10.2139/ssrn.2627803 ◽

2015 ◽

Cited By ~ 4

Author(s):

Sander Gerber ◽

Harry Markowitz ◽

Punit Pujara

Keyword(s):

Portfolio Theory ◽

Portfolio Construction ◽

Modern Portfolio Theory ◽

Asset Portfolio

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Loopholes in Modern Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.3190173 ◽

2018 ◽

Author(s):

Avi Messica

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory

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How to manage future groundwater resource of China under climate change and urbanization: An optimal stage investment design from modern portfolio theory

Water Research ◽

10.1016/j.watres.2015.08.007 ◽

2015 ◽

Vol 85 ◽

pp. 31-37 ◽

Cited By ~ 34

Author(s):

Shanshan Hua ◽

Jie Liang ◽

Guangming Zeng ◽

Min Xu ◽

Chang Zhang ◽

...

Keyword(s):

Climate Change ◽

Portfolio Theory ◽

Groundwater Resource ◽

Modern Portfolio Theory

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Re-Evaluating the Value of Modern Portfolio Theory and Asset Pricing Models Based on Behavioral Insights from Benjamin Graham's Value Investing Paradigm

SSRN Electronic Journal ◽

10.2139/ssrn.2980453 ◽

2017 ◽

Author(s):

Eben Otuteye

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Pricing Models ◽

Modern Portfolio Theory ◽

Value Investing ◽

Asset Pricing Models

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Improving adaptive capacity of social-ecological system of Tashk-Bakhtegan Lake basin to climate change effects – A methodology based on Post-Modern Portfolio Theory

Ecohydrology & Hydrobiology ◽

10.1016/j.ecohyd.2018.11.002 ◽

2018 ◽

Vol 18 (4) ◽

pp. 365-378 ◽

Cited By ~ 1

Author(s):

Samin Ansari Mahabadi ◽

Ali Reza Massah Bavani ◽

Ali Bgheri

Keyword(s):

Climate Change ◽

Adaptive Capacity ◽

Portfolio Theory ◽

Ecological System ◽

Lake Basin ◽

Modern Portfolio Theory ◽

Climate Change Effects ◽

Social Ecological

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The Practical Implications of Modern Portfolio Theory

SSRN Electronic Journal ◽

10.2139/ssrn.3086977 ◽

2017 ◽

Author(s):

Timothy Falcon Crack ◽

Robin Grieves

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory ◽

Practical Implications

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A Benefit from the Modern Portfolio Theory for Japanese Pension Investment

Handbook of Portfolio Construction ◽

10.1007/978-0-387-77439-8_26 ◽

2010 ◽

pp. 675-690

Author(s):

Makoto Suzuki

Keyword(s):

Portfolio Theory ◽

Modern Portfolio Theory

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