1[1]Markowitz H. Portfolioselection[J]. Journal of Finance, 1952, 8: 77-91.
2[2]Samuelson P. The fundamental approximation of theorem of portfolio analysis in terms of means, variance and higher moments[J]. Review of Economics Studies, 1970, 37: 537-542.
3[3]Konno H, Shirakawa H, Yamazaki H. A mean-absolute-deviation-skewness portfolio optimization model [J].Annals of Operation Research, 1993, 45: 205-220.
4[4]Hiroshi Konno, Ken-ichi Suzuki. A mean-variance-skewness portfolio optimization model [J]. Journal of Operations Research Society of Japan, 1995, 38: 173-187.
5[5]Chunhachinda P, Dandapani K, Hamid S, Prakash A J. Portfolio selection and skewness: Evidence from international stock markets[J]. Journal of Banking and Finance, 1997, 21: 143-167.
