中文摘要：

在高风险的股票债券投资领域，分散是减少投资风险的重要技术。然而，并非是越分散投资效益越好。笔者以马科维兹均值-方差模型为基础，首先通过主成分分析法引进信息熵，然后利用熵指数作为投资组合分散程度的度量方式，使得均值-熵指数有效前沿成为一定投资收益下分散最充分的投资组合，为投资者的分散投资提供了有效的权衡。

英文摘要：

In the field of stock and bond investments that with high risk, diversification is a significant technology for reducing investment risk. However, it is not always true that the more diversification the more investment benefits. The author based on the Markowitz mean-variance model, the author firstly introduced the information entropy through the method of principal component analysis, and then taking the information entropy as the measure of diversification degree of portfolio, So that the mean-entropy index effective frontier becomes the most-diversified portfolio under certain investment return, the author provides the investors with an effective balance between diversification and return.