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Modern portfolio theory
mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance
Pronunciation
/ˈmɑdərn pɔrtˈfoʊliˌoʊ ˈθɪri/
/ˈmɒdən pɔːtˈfəʊlɪəʊ ˈθɪəri/
Categories
economic theory