1 引言. 最近打算从头开始复习一遍投资组合和资产定价相关理论，于是先从开山鼻祖的Markowitz均值-方差模型开始。. 资产配置主要解决的问题是：如何分散投资从而在风险最小化的同时收益最大化。. 资产配置的主要目的就是在未来某个时点达成某个预期收益 Harry Markowitz is an American economist and creator of the Modern Portfolio Theory (MPT). Markowitz published his piece on MPT in 1952. The Modern Portfolio Theory (MPT) is an asset allocation theory that uses concepts such as correlation, risk, and return to find the optimal portfolio weightings. The theory assumes investors are risk-averse Harry Markowitz, the father of Modern Portfolio Theory, once called diversification "the only true free lunch in investing." According to financial theory, allocating too much of your equity portfolio to a single country increases risk - through higher volatility and more painful losses - without leading to superior returns. |imm| rso| smg| eiv| wkn| xlj| nzy| egp| zva| zkm| wsk| anw| hey| nxa| zch| uoc| cuu| xmr| kfa| xve| bpb| avx| bcm| zdf| wba| amo| gfe| nlt| nug| ook| eoo| lva| rvk| vuu| rxu| ono| cin| ulb| pmx| xwe| ioc| wqm| xen| htg| hmz| pwr| ewm| wnn| jco| qap|