<p>1、题名： Multiple-Benchmark and Multiple Portfolio Optimization</p><p>作者：Wang M</p><p>期刊全称或缩写：Financial Analysts Journal</p><p>年份，卷（期），起止页码：1999 v55, pp63-72</p><p>2、题名： A MEAN/VARIANCE ANALYSIS OF TRACKING ERROR</p><p>作者：<span class="style10grey"><em>Richard Roll</em><br/></span></p><p>期刊全称或缩写：THE JOURNAL OF PORTFOLIO MANAGEMENT</p><p>年份，卷（期），起止页码：SUMMER 1992</p><p>链接：<a href="http://www.iijod.com/JPM/DEFAULT.ASP?Page=2&amp;ISS=10088&amp;SID=701922">http://www.iijod.com/JPM/DEFAULT.ASP?Page=2&amp;ISS=10088&amp;SID=701922</a></p><p><br/>3、题名:On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model </p><p>作者：Louis K. C. Chan, Jason Karceski and Josef Lakonishok </p><p>期刊全称或缩写:<em>The Review of Financial Studies</em></p><p>年份，卷（期），起止页码: Vol. 12, No. 5 (Winter, 1999), pp. 937-974&nbsp;&nbsp;&nbsp;</p><p>&nbsp;链接：<a href="http://www.jstor.org/pss/2645972">http://www.jstor.org/pss/2645972</a></p><p>4、题名:On a Model of Portfolio Selection with Benchmark</p><p>作者：N. Wagner </p><p>期刊全称或缩写:Journal of Asset Management </p><p>年份，卷（期），起止页码: 3: 55-65</p><p>链接：<a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=239482#PaperDownload">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=239482#PaperDownload</a></p>

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