The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.

本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。

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On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.

在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。

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Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.

马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。

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What we did--the core theoretical framework that we had-- was the mean variance theory, which led us to the capital asset pricing model.

我们讲到了投资组合多元化的核心理论框架,即均值-方差模型,之后又讲到了资本资产定价模型

耶鲁公开课 - 金融市场课程节选