A method of allocating portfolio investments based on assets versus the risk of negative returns, also referred to as downside risk. This method of portfolio optimization is more flexible than modern portfolio theory (MPT) and can be tailored to accommodate the risk aversion of individual investors.
Related information about post-modern portfolio theory (PMPT):
- Post-modern portfolio theory - Wikipedia, the free encyclopedia
The term 'Post Modern Portfolio Theory (PMPT)' was created in 1991 by software entrepreneurs Brian M. Rom and Kathleen Ferguson to differentiate the ...
- Post-modern portfolio theory (PMPT)
Post-modern portfolio theory (PMPT) differs from modern (Markowitz) portfolio theory (MPT) in both how risk is measured and in how returns are distributed.
- Post-Modern Portfolio Theory (PMPT) Definition | Investopedia
A portfolio optimization methodology that uses the downside risk of returns instead of the mean variance of investment returns used by modern portfolio theory.
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4 days ago ... Much attention has been given to the matter of the proper glidepath for 401(k) participants. Most recently Rob Arnott, founder of Research ...
- What is post-modern portfolio theory (PMPT)? definition and meaning
Definition of post-modern portfolio theory (PMPT): A method of allocating portfolio investments based on assets versus the risk of negative returns, also referred ...
- Toss your Financial Slide-rule: Beta Computation, MPT, and PMPT | Σ1
Mar 20, 2012 ... There is a better way, though it has a clunky name: Post-Modern Portfolio Theory (PMPT). [Clearly most quants and financial researchers are ...
- CIMA Adds Post-Modern Portfolio Theory To Curriculum | Practice ...
Jul 8, 2009 ... Test takers need to apply not only Modern Portfolio Theory (MPT) but Post- Modern Portfolio Theory (PMPT) as well. Followers of PMPT ...
- Desired Target Return® | Library
... of investment professionals to determine the efficacy of applying our version of Post Modern Portfolio Theory (PMPT) to a service for Defined Benefit Plans.