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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 ...
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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 ...
Navellier employs a three-step, highly disciplined, bottom-up stock selection process, focusing on quantitative analysis, fundamental analysis, and optimization of the securities selected for the portfolio. In 1980, Mr. Navellier began publishing his research in his stock advisory newsletter, the MPT Review.
If you want to read about some more stocks in the Mark Cuban portfolio, go directly to Mark Cuban Stock Portfolio: 5 Stocks To Buy Now. Mark Cuban, the famous angel investor, entrepreneur, and ...
The author shows that the slope of the implied volatility smile is a significant predictor of stock returns, even after controlling for traditional risk factors. Specifically, stocks with steeper implied volatility smiles (i.e., higher jump risk) have higher expected returns, consistent with the equity premium puzzle.