Asset Portfolio Theory

In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.

对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。

Based on Markowitz 'theory of asset portfolio, this paper constructs China's currency structure with factors influencing foreign exchange reserve.

以马科维茨的资产组合理论为指导，利用影响我国外汇储备变动的因素构建外汇储备的币种结构。

Total risk management with the portfolio theory as its core demands that Banks should measure and manage risks from the whole asset profile.

全面风险管理要求银行从整体资产的角度来计量和管理风险，投资组合是其最为核心的理念。