# Category:Portfolio theories

Here is a list of articles in the category **Portfolio theories** of the Finance portal.

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)*