Research any topic before you write.

Find related topics. | Discover entities. | See connections. | Build a topical map.

Markowitz model

In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various possible portfolios of the given securities. Here, by choosing securities that do not 'move' exactly together, the HM model shows investors how to reduce their risk.…

Products, Methodology & Assumptions

Use the mouse wheel or two fingers (on touchscreens) to zoom in and out of the map.

Research this topic

Explore the main themes, entities and connections around Markowitz model. Start with the topic map, then use the sections below for research and deeper semantic analysis.

Explore this topic

Start with a few of the strongest sections from the source topic. These are research directions, not a list of keywords you must use.

Methodology

Indifference curveUtilityMarket portfolioGovernmentRisk-free rate
10 related topics

Assumptions

PortfolioRisk averseConsumptionUtility functionInvestment
6 related topics

Selected publications

The Journal of FinanceDoiJSTOR
3 related topics

Demerits of the HM model

Joint probability distribution
1 related topics

Topics to explore

Browse the full topic structure. Each item opens a new analysis centered on that subject.

Overview

Assumptions

Methodology

Demerits of the HM model

Selected publications

Advanced semantic analysis

Deeper signals for content research, entity SEO and topical coverage. The plain-language headings explain what each technical view is useful for.

Map overview Semantic statistics

Markowitz model

Nodes33
Edges32
Triples10
Avg. degree1.94
Density0.060606
Components1

How this topic connects Entity context

See the strongest relationship patterns around the current topic before diving into the raw triples.

Markowitz model

Top relations

related to Demerits of the HM model · 7
Markowitz model → Extrapolating, In, Markowitz, Mean-variance, Positivity, Practically, Unless

Important terminology Word statistics

Use these terms to understand the vocabulary surrounding the topic, not as a checklist for keyword stuffing.

Important terminology

portfolio risk investor efficient market portfolios return risk-free model securities frontier curve cml markowitz given rate indifference satisfaction point best

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
model instability whereinstance ofacademics have found that the Markowitz model has been susceptible to issues0.80text
for exampleinstance ofacademics have found that the Markowitz model has been susceptible to issues0.80text
the reference assets have a high degree of correlation.3instance ofacademics have found that the Markowitz model has been susceptible to issues0.80text
Markowitz modelrelated to Demerits of the HM modelUnless0.60section
Markowitz modelrelated to Demerits of the HM modelMarkowitz0.60section
Markowitz modelrelated to Demerits of the HM modelPositivity0.60section
Markowitz modelrelated to Demerits of the HM modelPractically0.60section
Markowitz modelrelated to Demerits of the HM modelMean-variance0.60section
Markowitz modelrelated to Demerits of the HM modelIn0.60section
Markowitz modelrelated to Demerits of the HM modelExtrapolating0.60section

Related concept clusters Concept neighborhoods

These clusters group vocabulary that occurs around closely connected concepts in the source material.

    Connections between topic areas Semantic bridges

    Bridges can reveal useful research angles that are easy to miss in a flat list of related terms.

    Min side: 3
    For writers, content strategists, SEOs, marketers and creators — from quick topic research to advanced semantic analysis.