摘要:
介绍马科维兹1952年提出的证券组合选择模型,以及后续研究者对此模型所做的不断改进;然后介绍证券市场中较为经典的一个定价模型CAPM;和讨论现代证券组合理论研究中的难点;收益和风险的预测问题。
Abstract: This article introduces portfolio selection model proposed by
Markowitz in 1952, as well as research of model promoted continually by
subsequent researchers, and then introduces a more classic pricing model CAPM
in stock market, and discusses difficulties in the study of modern portfolio theory,
and forecasting problems of benefits and risks.