Background Note | HBS Case Collection | October 1984 (Revised February 2007)

Introduction to Portfolio Theory

by Andre F. Perold


Introductory note describing the basic building blocks of Markowitz's mean-variance portfolio theory.

Keywords: Theory; Investment Portfolio;


Perold, Andre F. "Introduction to Portfolio Theory." Harvard Business School Background Note 185-066, October 1984. (Revised February 2007.)