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Book chapters (2010), MBA Finance, Eyrolles, pp. 809-841

La théorie moderne du portefeuille : théorie et applications

Modern Portfolio Theory is grounded on the analysis of the optimal risk-return trade-off. It underlies all current methods of quantitative portfolio management, used in particular for delegated portfolios. This chapter presents the main concepts, models and tools used in practice.

PONCET, P. and PORTAIT, R. (2010). La théorie moderne du portefeuille : théorie et applications. In: MBA Finance. 1st ed. Eyrolles, pp. 809-841.

Keywords : #Allocation-d'actifs, #MEDAF, #Mesures-de-performance