Markowitz diversification

Markowitz diversification
A strategy that seeks to combine assets a portfolio with returns that are less than perfectly positively correlated, in an effort to lower portfolio risk (variance) without sacrificing return. ...

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Related: Markowitz diversification. Naked option strategies An unhedged strategy making exclusive use of one of the following: Long call strategy (buying call options ), short call strategy (selling or writing call options), ...

Nobel laureate in economics. Father of modern portfolio theory.
Markowitz diversification ...

A strategy whereby an investor simply invests in a number of different assets and hopes that the variance of the expected return on the portfolio is lowered. Related: Markowitz diversification
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The effective reduction of risk (variance) of a portfolio, achieved without reduction
to expected returns through the combination of assets with low or negative correlations (covariances).
Related: Markowitz diversification
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in a number of different assets and hopes that the variance of the expected return on the portfolio is lowered. In contrast, mathematical programing can be used to select the best possible investment weights. Related: Markowitz diversification.

reduction of risk (variance) of a portfolio, achieved without reduction to Definition: returns"expected returns through the combination of assets with low or negative correlations (covariancesDefinition: ). Related: Markowitz diversification.

See also: Expected return, Naive diversification, Systematic risk, Banks, Random variable