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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、CAPMSHOW NOTE:Harry Markowitz可证伪性无差异曲线最优化Modern portfolio theoryFortanCAPMWhat is Dr. Harry Markowitz Doing Today?Merton MillerWilliam F. SharpePortfolio SelectionPortfolio Selection: Efficient Diversification of InvestmentsAn Hour with Harry Markowitz, Father of Modern Portfolio TheoryRisk Measures in Quantitative FinanceMutual fund separation theorem更多内容请访问:www.quant.fm