Modern portfolio theory, 1950 to date
回顾现代投资组合理论的发展历程，讨论其历史、未来研究方向、优化所需的关键输入、在金融机构中的应用问题以及组合管理绩效评估方法。
In this article we have reviewed “Modern Portfolio Analysis” and outlined some important topics for further research. Issues discussed include the history and future of portfolio theory, the key inputs necessary to perform portfolio optimization, specific problems in applying portfolio theory to financial institutions, and the methods for evaluating how well portfolios are managed. Emphasis is placed on both the history of major concepts and where further research is needed in each of these areas.