The Markowitz optimization is usually carried out by using historical data.
馬柯威茨最優(yōu)化通常使用歷史數(shù)據(jù)來實現(xiàn).
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Markowitz portfolio theory has become the footstone of modem finance theory.
摘要馬柯維茨的投資組合理論奠定了現(xiàn)代金融理論的基石.
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Harry Markowitz presented the portfolio selection theory in 1952.
1952年,馬科維茨提出了資產(chǎn)組合選擇理論.
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Markowitz formalised these ideas and drew up the mathematical formulae to optimise diversification.
馬柯維茨整理了這些觀點,推導出數(shù)學公式,使多樣化達到最優(yōu).
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