| 期刊論文| 1. | Friend, Irwin、Blume, Marshall(1970)。Measurement of portfolio performance under uncertainty。American Economic Review，60(4)，561-575。   | | 2. | Fama, Eugene F.(1968)。Risk, return and equilibrium: Some clarifying comments。Journal of Finance，23(1)，29-40。 | | 3. | Blume, Marshall E.(1971)。On the Assessment of Risk。Journal of Finance，26(1)，1-10。 | | 4. | Cohen, Kaiaman J.、Pogue, Jerry A.(1967)。An Empirical Evaluation of Alternative Portfolio-Selection Models。Journal of Business，40(2)，166-193。 | | 5. | Breen, William J.、Lemer, Eugene M.(1973)。Corporate Financial Strategies and Market Measures of Risk and Return。Journal of Finance，28，339-372。 | | 6. | Sharpe, William F.(1967)。A Linear Programming Algorithm for Mutual Fund Portfolio Selection。Management Science，13(7)，425-442。 | | 7. | Blume, Marshall E.(1975)。Betas and their regression tendencies。Journal of Finance，30(3)，785-795。 | | 8. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review，43(1)，63-75。 | | 9. | Sharpe, William F.(1963)。A simplified model for portfolio analysis。Management Science，9(2)，277-293。 | | 10. | Gonedes, N. J.(1973)。Evidence on the information content of accounting number: Accounting-based and market-based estimates of systematic risk。Journal of Financial and Quantitative Analysis，8(3)，407-443。 | | 11. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 | | 12. | Beaver, W.、Kettler, P.、Scholes, M.(1970)。The Association between Market Determined and Accounting Determined Risk Measures。The Accounting Review，45(4)，654-682。 | | 13. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance，23(2)，389-416。 | 圖書| 1. | Drapper, N. R.、Smith, H.(1966)。Applied regression analysis。New York：John Wiley & Sons。 | | 2. | Kuester, James L.、Mize, Joe H.(1973)。Optimization Techniques with Fortran。New York：McGraw-Hill。 | | 3. | Sharpe, William F.(1970)。Portfolio Theory and Capital Markets。New York：McGraw-Hill Book Company。 | | 4. | Hartely, R. V.(1976)。Operations Research--A Managerial Emphasis。California, CA：Goodyear Publishing Company。 | | 5. | Fama, Eugene F.(1976)。Foundations of Finance。Vincent Torre。 | | 6. | Lee, Sang M.(1972)。Goal Programming for Decision Analysis。Philadelphia, Pennsylvania：Auerbach Publishers。 | | 7. | Gass, Saul I.(1975)。Linear Programming: Methods and Applications。New York：McGraw-Hill。 | | 8. | Weston, J. Fred、Brigham, Eugene F.(1975)。Managerial Finance。Holt, Rinehart and Winston, Inc.。 | | 9. | Miller, Ronald E.(1972)。Modern Mathematical Methods for Economics and Business。New York：Holt, Rinehart and Winston, Inc.。 | | 10. | Van Horne, James C.(1974)。Financial Management and Policy。Prentice-Hall Inc.。 | | 11. | Huntsberger, David V.、Billingsley, Patrick、Croft, D. James(1975)。Statistical Inference for Management and Economics。Boston：Allyn and Bacon, Inc.。 | |