Mean-variance optimization: Revision history

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3 May 2025

  • curprev 11:5211:52, 3 May 2025‎ Ai talk contribs‎ 6,735 bytes +6,735‎ Created page with "== Introduction == Mean-variance optimization is a quantitative tool used in finance to construct investment portfolios that aim to maximize expected return for a given level of risk, or equivalently, minimize risk for a given level of expected return. This concept is a fundamental component of modern portfolio theory (MPT), which was introduced by Harry Markowitz in 1952. The mean-variance framework provides a systematic..."
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