[1]Markowitz,H·M. portfolio selection[J].Journnl of Finance, 1952,7(1):77-91.[2]Markowitz ,H.M. Mean-Variance analysis in portfolio choice and capital markets[M]. Wiley, John & Sons,2001.[3]Hanoch,G,Levy,H.The efficiency analysis of choices involving risk[J]. Rev. Econ.Stud,1969,36 (3):335-346.[4]Levg,H. Stochastic dominance and expected utility: survey and analysis[J]. Manage Sci ,1992,38(4):555-593.[5]Levy,H and Markowitz,H. Approximation Expected utility by a Funetion of mean and Variance[J] American Economic Review ,1979,69(2):308-17.[6]Meyer, J. Two-Moment decision models and expected utility maximization[J]. American Economic Review,1987,79(3): 421-430[7]文平.均值-方差准则及其应用[J].系统科学与数学,2010,30(4):541-547.[8]Hadar and Russell. Rules for ordering uncertain prospects[J].American Economic Review ,1969, 59(1):25-34.[9] Fang, K.T., Kotz, S. and Ng, K.W. Symmetric Multivariate and Related Distributions[M]. London: Chapman & Hall,1987.[10] Kelker, D.. Distribution Theory of Spherical Distributions and Location-Scale Parameter Generalization[J]. Sankhya ,1970,32(1): 419-430.[11] RACHEV S.T., STOYANOV Stoyan V., FABOZZI Frank J.Advanced stochastic models, risk assessment and portfolio optimization[M].John Weily & Son,2005.[12]Fishburn,P.C. Mean-Risk analysis with risk associated with Below target returns[J]. Amer. Econ. Rev,1977, 67(2):116-126.[13]ogryczak,W, Ruszczynski ,A. From stochastic dominance to mean-risk models Semideviations as risk measures[J].Eur. J. oper. Res,1999,116(1):33-50. |