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中文摘要：
在行为金融的框架下，通过基于过度自信心理和自我归因偏差心理的展望价值模型，研究了马科维茨“期望收益-方差”投资原理的局限性。研究结果表明：投资者的过度自信心理和展望价值最大化选择准则会使得投资者拒绝接受“期望收益-方差”投资原理。
英文摘要：
The limits of principle of ＂Expected Return-Variance＂ were studied by using generalized prospect model. This model includes investor＇s psychology overconfidence and biased self-attribution. Results show that the investors based on overconfidence and biased self-attribution and the ＂maximum prospect value＂ rules of choice would refuse to accept the principle of ＂Expected Return- Variance＂.
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