1 E ( R p ) = ∑ i = 1 n E ( R i ) w i {\displaystyle \operatorname {E} (R_{p})=\sum _{i=1}^{n}\operatorname {E} (R_{i})w_{i}\quad }
2 E ( R i ) = R f + B 1 F 1 + B 2 F 2 + ⋯ + B n F n {\displaystyle E\left(R_{i}\right)=R_{f}+B_{1}F_{1}+B_{2}F_{2}+\cdots +B_{n}F_{n}}
3 E ( σ p 2 ) = ∑ i = 1 n ∑ j = 1 n v i j w i w j {\displaystyle E\left(\sigma _{p}^{2}\right)=\sum _{i=1}^{n}\sum _{j=1}^{n}v_{ij}w_{i}w_{j}}
4 r i = r f + ( r m − r f ) β i + e i {\displaystyle r_{i}=r_{f}+\left(r_{m}-r_{f}\right)\beta _{i}+e_{i}}
5 Modern portfolio theory has proved to be a useful way for investors to think about investment. However, its obvious shortcomings have limited its application. However, MPT and its offshoots continue to be seen frequently in the following three areas:
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