Markowitz

The Markowitz optimization is usually carried out by using historical data.

马柯威茨最优化通常使用历史数据来实现.

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Markowitz portfolio theory has become the footstone of modem finance theory.

摘要马柯维茨的投资组合理论奠定了现代金融理论的基石.

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Harry Markowitz presented the portfolio selection theory in 1952.

1952年,马科维茨提出了资产组合选择理论.

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Markowitz formalised these ideas and drew up the mathematical formulae to optimise diversification.

马柯维茨整理了这些观点,推导出数学公式,使多样化达到最优.

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