003期-从均值方差模型到capm

本期由Yixue主持，Alfred同学分享了现代投资组合理论的产生与发展，主要介绍了Harry Markowtiz先生在投资组合选择方面所作的贡献，即大家所熟知的有效前沿。随后又介绍了William Sharpe先生在资产配置理论以及CAPM领域的贡献。 CORE TOPICS: 现代投资组合理论、均值方差分析、CML、CAL、两基金分离定律、系统性风险、CAPM SHOW NOTE: Harry Markowitz 可证伪性 无差异曲线 最优化 Modern portfolio theory Fortan CAPM What is Dr. Harry Markowitz Doing Today? Merton Miller William F. Sharpe Portfolio Selection Portfolio Selection: Efficient Diversification of Investments An Hour with Harry Markowitz, Father of Modern Portfolio Theory Risk Measures in Quantitative Finance Mutual fund separation theorem 更多内容请访问:

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003期-从均值方差模型到capm is an episode from QuantFM by QuantFM.

This episode is 28:19 long.

This episode was published on Aug 24, 2016.

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