Читать книгу Asset Allocation - William Kinlaw, Mark P. Kritzman - Страница 61

1 Levy, H. and Markowitz, H. 1979. “Approximating Expected Utility by a Function of Mean and Variance,” American Economic Review, Vol. 69, No. 3 (June).

2 Markowitz, H. 1952. “Portfolio Selection,” Journal of Finance, Vol. 7, No. 1 (March).

3 Sharpe, W. 1987. “An Algorithm for Portfolio Improvement,” Advances in Mathematical Programming and Financial Planning, Vol. 1. Greenwich, CT: JAI Press Inc.