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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/
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