At first we describes some primary concepts such as risk, return, correlation about modern investment theory, Then we focuses on three leading models in portfolio theory: the Markowitz model, the Single-Factor model, and Multifactor models.
本文首先介绍了资产组合理论的基本概念,如风险、收益、分散化、相关等,然后给出资产组合的三种主要模型:马克维茨模型、单因素模型和多因素模型。
参考来源 - 中国证券市场的最优投资组合选择研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The single-factor model excels in multifactor model in evaluating the performance of mutual funds.
多因素绩效评估模型优于单因素模型；
The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践；
The single-factor model thinks, the rate of return of the stock can be explained with system risk and none system risk together, but it limits the system risk in a factor (such as market index).
单因素模型认为，股票的收益率可以由系统风险和非系统风险联合解释，但它把系统风险限制在一个因素（如市场指数）当中。
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