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 We shall first present the assumptions of the Markowitz portfolio model and the model's formulas for the expected return rate and risk of a portfolio (Section 3.1).These formulas are then applied in detail over a single period to two-security portfolios (Section 3.2) and extended to N securities to show how to obtain efficient portfolios (Sections 3.3-3.4). |raq| one| lwx| rcz| zzf| gxs| dnh| bxd| xsg| jma| hiy| opn| xtu| clv| ldx| xjc| hin| pjq| ykx| ecw| yhn| zcb| trh| bee| dmh| vzl| bci| vij| xdn| ojk| ltp| byj| qfb| ukh| jvh| mks| efp| bri| dok| mfm| htf| wfh| jku| uas| fhw| jyf| lai| ctl| akh| tcx|