| 期刊論文| 1. | Whitmore, G. A.(1970)。Third Degree Stochastic Dominance。American Economic Review，60(3)，457-459。   | | 2. | Hanoch, G.、Levy, H.(1969)。The Efficiency Analysis of Choices Involving Risk。The Review of Economic Studies，36，335-346。 | | 3. | Poter, R. B.、Gaumnitz, J. E.(1972)。Stochastic Dominance vs. Mean-Variance Portfolio Analysis: An Empirical Evaluation。American Economic Review，62(3)，438-446。 | | 4. | Hadar, J.、Russell, W. R.(1969)。Rules for Ordering Uncertain Prospects。American Economic Review，8，25-34。 | | 5. | Levy, H.、Kroll, Y.(1979)。Efficiency Analysis with Borrowing and Lending: Criteria and their Effectiveness。Review of Economics and Statistics，1979(Feb.)。 | | 6. | Levy, H.、Sarnat, M.(1970)。Alternative Efficiency Criteria: An Empirical Analysis。Journal of Finance，25，1153-1158。 | | 7. | Markowitz, H. M.(1956)。The Optimization of a Quadratic Function Subject to Linear Constraint。Naval Research Logistics Quarterly。 | | 8. | Porter, R. B.(1973)。An Empirical Comparison of Stochastic Dominance and Mean-Variance Choice Criteria。Journal of Financial and Quantitative Analysis，8，587-608。 | | 9. | Porter, R. B.(1974)。Semi-variance and Stochastic Dominance: A Comparison。American Economic Review，64，200-204。 | | 10. | Porter, R. B.、Bey, R. P.(1974)。An Evaluation of the Empirical Significance of Optimal Seeking Algorithms in Portfolio Selection。Journal of Finance，1974(Dec.)。 | | 11. | Porter, R. B.、Pfaffenberger, R. C.(1975)。Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply。Journal of Financial and Quantitative Analysis，10，181-185。 | | 12. | Pratt, J. W.(1962)。Risk Aversion in the Small and in the Large。Econometrica，32，122-136。 | | 13. | Quirk, J. P.、Saposnik, R.(1962)。Admissibility and Measurable Utility Functions。Review of Economic Studies，29，140-146。 | | 14. | Tehranian, H.(1980)。Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance。Journal of Finance，1980(Mar.)。 | | 15. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 | | 16. | Fama, Eugene F.(1965)。The Behavior of Stock-Market Prices。Journal of Business，38(1)，34-105。 | 學位論文| 1. | 黃炳欽(1990)。MV和SD法則在台灣證券市場的投資績效實證研究(碩士論文)。國立成功大學。 延伸查詢 | 圖書| 1. | Hogg, Robert V.、Tanis, Elliot A.(1983)。Probability and Statistical Inference。New York：Macmillan Publishing Co. Inc.。 | | 2. | von Neumann, John、Morgenstern, Oskar(1953)。Theory of Games and Economic Behavior。Princeton University Press。 | | 3. | 林煜宗(1988)。現代投資學--制度、理論與實證。台北：林煜宗。 延伸查詢 | | 4. | 顏月珠(1989)。商用統計學。台北：三民書局。 延伸查詢 | | 5. | Kausout, S.(1970)。Normative Decision Making。Prentice Hall。 | | 6. | Levy, H.、Sarnat, M.(1984)。Porfolio and Investment Selection。Prentice-Hall International, Inc.。 | | 7. | Raiffa, H.(1968)。Decision Analysis Introductory Lecture on Choice under Uncertainty。Addison Wesley。 | | 8. | Arrow, Kenneth J.(1971)。Essays in the theory of risk bearing。Markham Publishing Company。 | |