马克维茨，1952，资产组合选择，《财务学》。

Markowitz, Portfolio Selection. The Journal of Finance, March, 1952.

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通过设定不确定性规避状态函数，运用稳健控制方法获得最优动态资产组合选择的封闭解。

It utilizes robust control method to derive the closed-form solution of optimal dynamic portfolio choice by specifying state function of uncertainty-aversion.

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以往关于资产组合选择的研究大多假设市场上存在无风险资产，但无风险资产实际上是不存在的。

Formerly research on portfolio selection mostly made assumption with the riskless asset, but the riskless asset does not exist in fact.

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You can either have what's called an indexed portfolio, or a managed portfolio.

你可以选择指,数化资产组合，或者代管投资组合。

麻省理工公开课 - 计算机科学及编程导论课程节选

I'm not going to tell you what you want to do except to say, you would never pick a point below the minimum variance portfolio, right?

我不是教你怎样去组合，当然了，你不会选择一个,曲线上最小方差点以下的资产组合，对吧？

耶鲁公开课 - 金融市场课程节选

When you add another asset, you do better when you have three assets, you do better than if you just had two because there's more diversification possible with three assets than with two.

当你增加一种资产，有三种资产的时候，投资组合的表现会比两种资产时更好,因为三种资产相比两种资产的情况,可选择的投资组合更多。

耶鲁公开课 - 金融市场课程节选