Markowitz model
id:
markowitz-model-248-7886634
title:
Markowitz model
text:
In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various possible portfolios of the given securities. Here, by choosing securities that do not 'move' exactly together, the HM model shows investors how to reduce their risk. The HM model is also called mean-variance model due to the fact that it is based on expected returns (mean) and the standard deviation (varianc
brand slug:
wiki
category slug:
encyclopedia
description:
Portfolio optimization model in finance
original url:
https://en.wikipedia.org/wiki/Markowitz_model
date created:
date modified:
2024-04-11T17:43:08Z
main entity:
{"identifier":"Q85783950","url":"https://www.wikidata.org/entity/Q85783950"}
image:
fields total:
13
integrity:
14