 Markowitz model (source code)

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= Markowitz model
{wiki=Markowitz_model}

The Markowitz model, also known as Modern Portfolio Theory (MPT), is a framework for constructing an investment portfolio in a way that maximizes expected return for a given level of risk, or alternatively minimizes risk for a given level of expected return. The model was developed by Harry Markowitz, who introduced it in his 1952 paper "Portfolio Selection.

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