(fin-edu:investing:mpt)=
# Modern Portfolio Theory (MPT) and CAPM

Introduction to MPT and CAPM

**Contents.**

* [**Problem setup**](fin-edu:investing:mpt-capm).
* [**Analytical solution**](fin-edu:investing:mpt-capm:analytical), for fully-invested portfolio with no constraint on short-selling and leverage.

* Some Jupyter notebooks to play with[^mpt-jupyter-notebooks]

   * [**Examples**](fin-edu:investing:mpt-capm:examples)
   * [**Asset correlation** in MPT-CAPM](fin-edu:investing:mpt-capm:correlation)
   * [**Uncertainty** and **Sensitivity** of the results to data uncertainty](fin-edu:investing:mpt-capm:uncertainty)


[^mpt-jupyter-notebooks]: These notebooks are the Python equivalent of the html+js applications shown in this page.


<object type="text/html" data="mpt-correlation-3-drag-touch.html" width="700" height="780">
    <p>Your browser does not support embedded HTML objects. <a href="mpt-correlation-3-drag-touch.html">Click here to view the dashboard directly.</a></p>
</object>


<object type="text/html" data="mpt-uncertainty-2.html" width="700" height="780">
    <p>Your browser does not support embedded HTML objects. <a href="mpt-uncertainty-2.html">Click here to view the dashboard directly.</a></p>
</object>