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Posted by kdadmin on November 15th, 2013.

Modern Portfolio Theory was developed by William Sharpe and Harry Markowitz during the 1960s and established a risk/reward framework for investment decision making. It created a mathematical structure in which portfolios could be assembled whereby a collection of securities could carry less risk than any of the securities held independently. Simplified, Modern Portfolio Theory could determine the best portfolio mix for a given level of risk based on several assumptions. There are, of course, several limitations to this theory.

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