目录1.引言：我为什么要写这本书11.1意外的发现——从信息熵到增值熵.......................21.2适者生存——残酷的市场.......................................51.3再向权威挑战...........................................................71.4读建议和联系电话...................................................122.投资组合——从掷硬币打赌谈起..............................................................152.1几个基本概念...........................................................152.1.1收益率和产出比...............................................152.1.2收益的概率预测...............................................162.1.3期望收益和标准方差.......................................172.1.4几何平均收益和几何增长...............................182.2几何增长的魅力.......................................................212.3从掷硬币打赌看投资比例优化...............................222.4从鸡蛋和篮子的投资实验看分散投资的效果.......262.5从掷硬币打赌看收益相关性对投资效果的影响.......282.6MARKOWITZ投资组合理论及其缺陷.......................313.优化投资组合的数学方法......353.1优化投资组合的最大增值熵原理...........................353.2单硬币打赌下注优化...............................................393.3允许透支和卖空时的增值熵及投资比例优化.......423.4考虑转移成本的增量优化公式...............................463.5多硬币打赌下注优化...............................................493.6分散投资极限定理...................................................503.7考虑消费和人力资源时的增值熵及基金评价.......523.8优化投资比例的近似公式及递减的效用函数.......553.9多证券相关性模拟和电脑优化举例.......................583.10分散和集中的选择...................................................623.11新的投资风险测度RR——和MARKOWITZ理论的进一步比较...............................................................644.中国股市投资风险和对策......674.1股市的魅力...............................................................674.2认识中国股市...........................................................724.2.1认识中国企业...................................................724.2.2中国股市的特色...............................................734.2.31996—1997年中国股市走强的原因...............794.2.4股市的风险.......................................................804.2.5大多数股民注定要亏钱的原因.......................864.3格雷厄姆、巴菲特、林奇等人的成功经验...........894.4股票真实价值和成长性分析...................................934.5本书建议的投资战略、策略及数学理由...............994.5.1战略——瓜分未来的行业巨人.......................994.5.2策略之一：根据大势和股票投资价值定头寸1024.5.3策略之二：重点投资优胜者和潜在的优胜者1064.5.4策略之三：分散投资高科技股，网撒黑马.......1094.5.5策略之四：通过组合投资减小风险...........1124.5.6策略之五：注重数字不注重概念...............1154.5.7策略之六：低价市场买产权.......................1175.期货投资的风险和对策......1215.1期货交易的特点及风险.......................................1215.2期货市场存在的合理性.......................................1245.3从熵理论看期货输家的教训...............................1285.3.1不知防守，头寸太大...................................1285.3.2拒不认输，越陷越深...................................1295.3.3短线频繁，得不偿失...................................1315.3.4逆势做庄，自取灭亡...................................1325.4期货投资策略分析..............................
