4Markowitz H. Portfolio Selection: Efficient Diversification of Investments[M]. New York: Wiley, 1959. 被引量：1
5Konno H, Yamazaki H. Mean-Variance Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market[J]. Management Science, 1991, 37(5): 519-531. 被引量：1
6Cai X Q, Teo K, Yang X Q, et al. Portfolio Optimization under a Minimax Rule[J]. Management Science, 2000, 46: 957-972. 被引量：1
