主要包括Markowitz(1952)的资产组合理论(modernportfolio theory,MPT)、Shape(1964),Linter(1965)和Mossin(1966)的资本资产定价模型(ca...
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二 文献综述 经典的资产定价模型包括Markowite (1952) [1] 的资产组合理论(Modern Portfolio Theory, MPT),Sharpe(1964) [2] 、Lintner(1965) [3] 和Mossin(1966)...
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的现代资产组合理论 Modern Portfolio Theory ; ModemPortfolioTheroy
以马科维茨的资产组合理论为指导,利用影响我国外汇储备变动的因素构建外汇储备的币种结构。
Based on Markowitz 'theory of asset portfolio, this paper constructs China's currency structure with factors influencing foreign exchange reserve.
但所有这些仍然不能替代马科维兹资产组合理论的主流地位,它逻辑上一致并且形式上简单,已经被广大投资者和理论界所接受。
However these theories can't take the primary place of Markowitz's Portfolio Theory, which are consistent in logic, simple in form and widely accepted by investors and men of learning.
行为资产组合理论能够对市场中的一些异象做出合理的解释。
The Behavioral Portfolio Theory can be employed to give a rational explanation of anomalies in the market.
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