We state Markowitz's risk diversification and it's significance.Then, we explain how Markowitz used his theory to present portfolio selection theory. 首先論述了馬科維茨的風險分散化理論及其方法論意義，接著說明了馬科維茨運用風險分散化思想而提出的資產組合選擇理論及其啟示。
According to the current situation in China and relevant constraint conditions, a robust portfolio optimization model was redeveloped to adapt to domestic circumstances. 摘要在基於魯棒的投資組合選擇模型的基礎上，根據國內實際情況，改進了模型的約束條件，建立了適合國內情況的基於魯棒優化的投資組合選擇模型。
