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首先论述了马科维茨的风险分散化理论及其方法论意义，接着说明了马科维茨运用风险分散化思 想而提出的资产组合选择理论及其启示。最后，重点论述了马科维茨资产组合选择理论在复合套期保值中的 应用，并用投影算法求解了一个实例。
Firstly, Markovic’s theory of risk diversification and its methodological significance are discussed. Then, Markowitz’s portfolio selection theory and its enlightenment proposed by using risk diversification are explained. Finally, the application of Markowitz’s theory of portfolio selection in compound hedging is emphatically discussed, and an example is given by using the projection algorithm.