The first chapter introduces several important models of investment portfolio in the present capital market , such as covariance model , capital asset pricing model , single index model and arbitrage pricing theory . in the last of this part , the thesis analyse strongpoint and disadvantage of each model 第一章詳細介紹了目前資本市場上關(guān)于投資組合的幾個重要模型,如協(xié)方差模型、資本資產(chǎn)定價模型、單指數(shù)模型和資產(chǎn)套利模型等,在本章的最后,論文對這些模型各自的優(yōu)缺點進行了簡單的分析比較。