Portfolio theory 投资组合理论

Portfolio theory as described by Markowitz is most concerned with______.

A．the effect of diversification on portfolio risk

B．the elimination of systematic risk

C．active portfolio management to enhance return

D．the identification of unsystematic risk

Capital asset pricing theory asserts that portfolio returns are best explained by______.

A．economic factors

B．systematic risk

C．specific risk

D．diversification

A.instructional

B.portfolio

C.rooftop

A.完全资产组合 (Complete Portfolio)

B.最优风险资产组合 (Optimal Risky Portfolio)

C.最小方差资产组合（Min-Variance Portfolio）

D.有效资产前沿（Efficient Frontier）

A.基本面分析法（Fundamental Analysis）

B.资产组合分析法（Portfolio Analysis）

C.量化投资分析法（Quant Analysis）

D.技术分析法（Technical Analysis）

投资组合保险的一种简化形式是固定比例投资组合保险(Constant Pro-portion Portfolio Insurance，CPPI)。（）

A.最优风险资产组合 (Optimal Risky Portfolio)

B.完全资产组合 (Complete Portfolio)

C.最小方差资产组合（Min-Variance Portfolio）

D.有效资产前沿（Efficient Frontier）

A)allocation of the investment portfolio(证券投资组合) across broad asset classes

B)analysis of the value of securities，

C)choice of specific assets within each asset class

D)none of the above