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003期-从均值方差模型到CAPM
Manage episode 437241744 series 3291050
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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:www.quant.fm
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