Assertion: portfolio's risk | /r/HasProperty | assessed by its effect
Facets:
value: according to the american economist
type: OTHER
value: on a portfolio’s overall risk
type: OTHER
value: on return
type: OTHER
Source sentences:
text: According to the American economist Harry Markowitz’s Modern Portfolio Theory (MPT), an asset’s risk or return should be assessed by its effect on a portfolio’s overall risk and return.