In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。
Based on Markowitz 'theory of asset portfolio, this paper constructs China's currency structure with factors influencing foreign exchange reserve.
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。
Total risk management with the portfolio theory as its core demands that Banks should measure and manage risks from the whole asset profile.
全面风险管理要求银行从整体资产的角度来计量和管理风险，投资组合是其最为核心的理念。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。
Financial Risk Calculates Theory, Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance.
金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。
Financial Risk Calculates Theory, Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance.
金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。
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