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This is a brief recap of Modern Portfolio Theory (MPT) before delving into practical applications of it. While there are many aspects of MPT, the focus will be on its application for portfolio optimisation. The origin of MPT came from a paper written by Harry Markowitz in 1952 to create an optimal portfolio. From thereon, he continued to expand on this theory until, eventually, it became known as MPT and occur in the aspects that are now common knowledge.
