Modern Portfolio Theory: A way to bridge the gap between strategy and risk?

Kasper Gehrke Pedersen

Student thesis: Master thesis


This thesis proposes Modern Portfolio Theory (MPT)as a way of bridging the gap and incorporating risk into the strategic decision-­‐making of corporate portfolio management. Based on existing knowledge of the connection between strategy and risk, the thesis performs a theoretical analysis of the functionality of key concepts and relationships of MPT in a corporate management context. Continuing from this the thesis develops an MPT framework with the purpose of exposing strengths and weaknesses of such a framework’s applicability.

EducationsMSc in Finance and Strategic Management, (Graduate Programme) Final Thesis
Publication date2014
Number of pages101