In this paper , I apply a new method for robust design based on the uniformdesign to overcome the defects in Markowitz model for securities investment decision.

• 马柯威茨模型是现在广泛被应用的投资组合模型,本文将针对其在实际运用时的缺陷,应用均匀设计寻找出最佳的证券投资组合。