Portfolio Theory in China the use of
Abstract: This paper analyzes the establishment of the
modern portfolio (Portfolio) theory of the basic assumptions
of the hypothesis of market efficiency, risk measurement,
parameter estimation timeliness, zero transaction costs, etc.
proposed Markowitz (Markowitz) portfolio theory In China the
use of the main problems, and portfolio investment
optimization model to improve the presentation of his ideas.
Keywords: stock market; investment portfolio model;
investment income