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Finance as a Pattern of Timeless Moments

In: Postmodern Portfolio Theory

Author

Listed:
  • James Ming Chen

    (Michigan State University)

Abstract
Quantitative finance traces its roots to modern portfolio theory. Despite the deficiencies of modern portfolio theory, mean-variance optimization nevertheless continues to form the basis for contemporary finance. The term postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern portfolio theory to the disturbing behavioral insights and the vastly expanded mathematical arsenal of the postmodern critique.

Suggested Citation

  • James Ming Chen, 2016. "Finance as a Pattern of Timeless Moments," Quantitative Perspectives on Behavioral Economics and Finance, in: Postmodern Portfolio Theory, chapter 0, pages 1-2, Palgrave Macmillan.
    • Handle: RePEc:pal:qpochp:978-1-137-54464-3_1
    DOI: 10.1057/978-1-137-54464-3_1
    as

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