现代投资组合理论 Modern portfolio theory
（重定向自Portfolio theory）
现代投资组合理论（Modern Portfolio Theory）归结了理性投资者如何利用分散投资来优化他们的投资组合。在理论中，资产的报酬是一个随机变量。 既然一个投资组合是资产的加权组合，投资组合的报酬也应该是一个随机变量，投资组合的回报因此有一个期望值和一个变异量。在模型中，风险为投资组合报酬的标准差。 近些年来, MPT的基本假设受到了行为经济学的广泛挑战
Portfolio theory
中文百科
英语百科
Modern portfolio theory 现代投资组合理论
（重定向自Portfolio theory）
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk, defined as variance. Its key insight is that an asset's risk and return should not be assessed by itself, but by how it contributes to a portfolio's overall risk and return.
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