【摘要】 系统地归纳整理了投资组合原理的Markowitz模型,对其作了简要的分析,指出其存在的缺陷,并借助熵理论对其进行了改进,通过构造实例研究表明,改进的模型具有理论意义,可以帮助投资者针对具体的实际情况作出风险投资组合的最优投资决策.更多还原

【Abstract】 In this article,Markowitz’s investment portfolio model is introduced and analyzed simply with its drawbacks revealed,and improved with the help of entropy theory.It concludes by a constructed case study that the improved model is significant theoretically,and with it the investors could choose to make the optimal investment portfolio decision in the application.更多还原