3Markowitz Harry M. Portfolio Selection[J]. Journal of Finance,1952,7(1):77-91.
4Konno H, Yamazaki H. Mean-Absolute Deviation Portfolio Optimization Model and Its Application to Tokyo Stock Market[J]. Management Science,1991,37:519-531.
5Markowitz H M. Portfolio Selection: Efficient Diversification of Investments[M]. New York:Wiley, 1959.
6Nawrocki David. A Brief History of Downside Risk Measures[J]. Journal of Investing, 1999,8(3):9-25.