References
- Markowitz, H.. 1991. Portfolio Selection: Efficient Diversification of Investments2nd ed.Cambridge, MA: Blackwell Originally published by Wiley, 1959.
- Michaud, R.. 1998. Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. Watertown, MA: Harvard Business School Publishing; 2001 edition published by Oxford University Press.