notices - See details
Notices
C
Chuck t (not verified)
28th September 2017 | 10:49pm

MPT is still used because it uses SD , and thats the only way we can quantify risk whether we define it as permanent loss of capital or a downward fluctuation in portfolio value. If we can quantify it then we can build models and attempt to predit the future or at least sell it as the best educated guess.