7R C Grinold & R N Kahn (1995), Active Potfolio Management: A Quantitative Approach for Providing Superior Retrurns and Controlling Risk, New York: McGraw- Hill.
8J L Farrell, Jr & W J Reinhart(1988), Portfolio Management: Theory and Application, second edition, McGarw- Hill.
9J L Treynor & F Black(1973), "How to use security analysis to improve portfolio selection", Journal of Business, Jan.
10W F Sharpe(1992), "Asset allocation: Management style and performance measurement",Journal of Poftfolio Management 18(2).