历史 ·H.M. Markowitz均值-方差模型( Mean-variance model) Harry m. markowitz. portfolio Selection Journal of Finance 7(1): 77-91,1952 W.F. Sharpe,J, Lintner, J Mossin资本资产定价 模型 Capital asset pricing model(CAPM) W.F. Sharpe, Capital Asset Prices: A Theory od Market equilibrium Under Conditions of risk Journal of Finance, 20(3): 425-442, 1964历史 • H. M. Markowitz 均值-方差模型 (Mean-variance model) – Harry M. Markowitz, Portfolio Selection, Journal of Finance, 7(1):77-91, 1952. • W. F. Sharpe , J. Lintner, J. Mossin 资本资产定价 模型 Capital Asset Pricing Model (CAPM) – W. F. Sharpe, Capital Asset Prices: A Theory od Market Equilibrium Under Conditions of Risk, Journal of Finance, 20(3):425-442, 1964