Researchers Develop Newer Version of Markowitz Portfolio Theory (IMAGE)

Stellenbosch University

Researchers Develop Newer Version of Markowitz Portfolio Theory

Caption

Described as a newer version of Markowitz' portfolio theory, the unified 'landscape portfolio platform' is able to predict inflated growth and reduced volatility in an ensemble of stochastically co-varying populations across the landscape. It was developed by Prof Cang Hui (far right), a bio-mathematician from Stellenbosch University, in collaboration with two researchers from the United States of America, Prof Gordon A Fox, a statistician from the University of South Florida, and Prof Jessica Gurevitch, a well-known ecologist from Stony Brook University.

Credit

Stellenbosch University

Usage Restrictions

None

License

Licensed content

Disclaimer: AAAS and EurekAlert! are not responsible for the accuracy of news releases posted to EurekAlert! by contributing institutions or for the use of any information through the EurekAlert system.