Category:Portfolio theories
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Here is a list of articles in the category Portfolio theories of the Finance portal. Template:Catexp
| Portfolio theories is included in the JEL classification codes as JEL: G11 |
Pages in category "Portfolio theories"
The following 39 pages are in this category, out of 39 total.
A
- Arbitrage pricing theory (finance)
- Asymmetric payoff (finance)
B
- Behavioral portfolio theory (finance)
- Black–Litterman model (finance)
C
- Critical line method (computing)
D
- Dedicated portfolio theory (finance)
E
- Efficient frontier (finance)
G
- GE multifactoral analysis (finance)
- Growth–share matrix (finance)
I
- Idiosyncratic risk (finance)
- Intertemporal portfolio choice (finance)
J
- Jensen's alpha (finance)
K
- Kelly criterion (computing)
L
- Low-volatility anomaly (finance)
M
- Markowitz model (finance)
- Maslowian portfolio theory (finance)
- Mean variance efficiency (finance)
- Mean-variance analysis (finance)
- Merton's portfolio problem (finance)
- Modern portfolio theory (finance)
- Mutual fund separation theorem (finance)
P
- Portfolio optimization (finance)
- Post-modern portfolio theory (finance)
- Principled reasoning (finance)
- Project portfolio management (computing)
R
- Returns-based style analysis (finance)
- Risk parity (computing)
- Risk–return spectrum (finance)
- Roy's safety-first criterion (finance)
S
- Sharpe ratio (computing)
- Smart beta (finance)
- Sortino ratio (computing)
- Stochastic portfolio theory (computing)
T
- Tail risk parity (finance)
- Tangent portfolio (finance)
- Treynor–Black model (finance)
- Two-moment decision model (finance)
U
- Universal portfolio algorithm (computing)
V
- Vanna–Volga pricing (finance)
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