4Ibbotson, Roger G. and Rex A. Sinquefeld, Stocks, Bonds, Bills, and Inflation: The Past( 1926 - 1976)and The Future (1977-2000), Financial Analysts Research Foundation, Charlottesville, VA, 1977.
5Chow, G., Portfolio selection based on return, risk and relative performance[J]. Financial Analysis Journal, 2, 1995, 54～60.
6James Farrell, Walter Reinhart, Portfolio Management: Theory and Application, 2nd Edition, New York:McGraw- Hill Companies. Inc., 1997.
7Harry Markowitz. Portfolio Selection[ J]. Journal of Finance, March 1952, 77 - 91.
