1[1]Bogle John C. Common sense on mutual funds [M]. Published by John Wiley & Sons Inc, 1999.
2[2]Louis K C Chan, Jason Karceski, Josef Lakonishok. On portfolio optimization: Forecasting covariances and choosing the risk model [EB/OL]. The NBER working paper. Mar 1999, www.nber.org/papers/w7039.
3[3]Roll R. A mean/variance analysis of tracking error [J]. Journal of Portfolio Management, 1992, 18:13~22.
4[4]Konno H, Yamazaki H. Mean absolute deviation portfolio optimization model and its application to Tokyo stock market [J]. Management Science, 1991,37(5):519~531.
5[5]Clarke R C, Krase S, Statman M. Tracking errors, regrect, and tactical asset allocation [J]. The Journal of Portfolio Management, 1994,20:16~24.
6[6]Herold C Rohweder. Implementing stock selection ideas: Does tracking error optimization do any good? [J]. Journal of Portfolio Management, 1998, 24:49~59.
7[7]Judith Chevalier, Glen Ellison. Career concerns of mutual fund managers [EB/OL]. NBER working paper, 1998. www.nber.org/papers/w6394.
8[8]Martin R Young. A minimax portfolio selection rule with linear programming solution [J]. Management Science. 1997, 44(5):673~683.