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成果简介 １、在深入研究现代金融经济学、投资学等有关理论的基础上，本项研究结合我国实际对组合投资行为、资产定价模型、证券价格决定与变动机理以及系统风险管理和投资基全动作与管理等重要理论问题进行了系统化的研究。 ２、研究揭示了Ｍ—Ｖ有效边界随资产品种数增加而
Brief Introduction of Achievements 1.Based on the in-depth study of modern financial economics and investment theory, this study combines the actual situation of China’s portfolio investment behavior, asset pricing model, securities price decision and change mechanism, as well as the system of risk management and investment base Action and management and other important theoretical issues conducted a systematic study. 2. The study reveals that the M-V effective border increases with the number of asset classes