We state Markowitz's risk diversification and it's significance.Then, we explain how Markowitz used his theory to present portfolio selection theory. 首先論述了馬科維茨的風(fēng)險分散化理論及其方法論意義，接著(zhù)說(shuō)明了馬科維茨運用風(fēng)險分散化思想而提出的資產(chǎn)組合選擇理論及其啟示。
According to the current situation in China and relevant constraint conditions, a robust portfolio optimization model was redeveloped to adapt to domestic circumstances. 摘要在基于魯棒的投資組合選擇模型的基礎上，根據國內實(shí)際情況，改進(jìn)了模型的約束條件，建立了適合國內情況的基于魯棒優(yōu)化的投資組合選擇模型。
