Abstract
The Theory of Portfolio Selection was established by Harry Markowitz in the writing of his doctoral dissertation in statistics in 1952. This innovative approach laid the foundations of Modern Portfolio Theory, and is based on the assumption that investors seek maximum expected return for a given level of risk, and minimal risk for a given level of expected return. This article will present a current view of the Modern Portfolio Theory, through a literature review that will build a framework, which will provide some important definitions for the understanding of an investment optimum portfolio.
| Original language | English |
|---|---|
| Pages (from-to) | 43 |
| Number of pages | 55 |
| Journal | I+D Revista de Investigaciones |
| Volume | 5 |
| Issue number | 1 |
| State | Published - Jun 2015 |
