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Simply stated, post-modern portfolio theory (PMPT) is an extension of the traditional modern portfolio theory (MPT) of Markowitz and Sharpe. Both theories provide analytical methods for rational investors to use diversification to optimize their investment portfolios.
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 financial assets is less risky than owning ...
The portfolio P is the most efficient portfolio, as it lies on both the CML and Efficient Frontier, and every investor would prefer to attain this portfolio, P. The P portfolio is known as the Market Portfolio and is generally the most diversified portfolio. It consists of essentially all shares and securities in the capital market (either long ...
Warren Buffett is arguably the world’s most famous investor, and his investment moves are closely followed. Each quarter, the company he runs, Berkshire Hathaway, discloses its current holdings ...
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Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective.The objective typically maximizes factors such as expected return, and minimizes costs like financial risk, resulting in a multi-objective optimization problem.
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In 1980, Navellier began publishing MPT Review, a monthly newsletter for individual investors. In 1997 he partnered with publisher InvestorPlace Media, LLC (formerly Phillips Investment Resources, LLC) to launch The Blue Chip Growth Letter , which applied the investment strategy used in MPT Review to strictly blue chip stocks.