期刊論文| 1. | Bookstaber, R.、Clarke, R.(1983)。An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions。Management Science，29(4)，419-429。   |
| 2. | Etzioni, S. Ethan(1986)。Rebalance disciplines for portfolio insurance。The Journal of Portfolio Management，13(1)，59-62。 |
| 3. | Black, Fischer、Jones, Robert C.(1987)。Simplifying portfolio insurance。Journal of Portfolio Management，14(1)，48-51。 |
| 4. | Black, F.、Scholes, M.(1973)。The Pricing of Option and Corporate Liabilities。Journal of Political Economy，81，637-654。 |
| 5. | Bemnan, Machael J.、Solanki, R.(1981)。Optimal Portfolio Insurance。Journal of Financial and Quantitative Analysis，16(3)，279-300。 |
| 6. | Bierman, Harold Jr.(1988)。Defining and Evaluating Portfolio Insurance Strategies。Financial Analysts Journal，1988(May/Jun.)，85-87。 |
| 7. | Bird, Ron、Cunningham, Ross、Dennis, David、Tippett, Mark(1990)。Portfolio Insurance: A Simulation Under Different Market Conditions。Insurance: Mathematics & Economics，9，1-19。 |
| 8. | Clarke, Roger G.、Amott, Robert D.(1987)。The Cost of Portfolio Insurance: Tradeoff and Choices。Financial Analysts Journal，1987(Nov./Dec.)，35-47。 |
| 9. | Bookstaber, Richard、Clarke, Roger(1984)。Option Portfolio Stratgies: Measurement and Evaluation。Journal of Business，469-492。 |
| 10. | Bookstaber, Richard、Clarke, Roger(1981)。Options can Alter Portfilio Return Distribution。The Journal of Portfolio Management，1981(Spring)，63-70。 |
| 11. | Hsu, Yenshan(1996)。The Evaluating Performance of Synthetic Put Strategy with Alternative Volatility Forecasts: The Case of Taiwan。Journal of Financial Studies，3(2)，1-34。 |
| 12. | Hsu, Hsinan、Huang, Minghuei(1999)。Application of Mixed Strap and Strip Strategies in the Taiwan Stock Market。Sun Yet-Sen Management Review，7(1)，101-127。 |
| 13. | Ferguson, Robert(1993)。Some Formulas for Evaluating Two Popular Option Stratgies。Financial Analysts Journal，1993(Sep./Oct.)，71-76。 |
| 14. | Leland, Hayne E.(1985)。Option Pricing and Replication Transactions Costs。Journal of Finance，1985(Dec.)，1283-1301。 |
| 15. | 徐燕山(19960400)。Performance of Synthetic Insurance Strategies under Crash Conditions。證券市場發展，8(2)=30，89-117。 |
| 16. | Rubinstein, Mark(1985)。Alternative Paths to Portfolio Insurance。Financial Analysts Journal，1985(Jul./Aug.)，42-52。 |
| 17. | Rubinstein, Mark、Leland, Hayne E.(1981)。Replicating Options with Positions in Stock and Cash。Financial Analysts Journal，1981(Jul./Aug.)，63-71。 |
| 18. | Rendleman, Richard J. Jr.、O'Brien, Thomas J.(1990)。The Effects of Volatility Misestimation on option-Replication Portfolio Insurance。Financial Analysts Journal，46(3)，61-70。 |
| 19. | Zhu, Yu、Kavee, Robert C.(1988)。Performance of Portfolio Insurance Stratgies。Journal of Portfolio Managment，1988(Spring)，48-54。 |
| 20. | Singleton, C.、Grieves, R.(1984)。Sythetic Puts and Portfolio Insurance Stratgies。Journal of Portfolio Managment，1984(Spring)，63-69。 |
| 21. | Garcia, C. B.、Gould, F. J.(1987)。An Empirical Study of Portfolio Insurance。Financial Analysts Journal，43(4)，44-54。 |
| 22. | Perold, André F.、Sharpe, William F.(1988)。Dynamic strategies for asset allocation。Financial Analysts Journal，44(1)，16-27。 |
學位論文| 1. | Hsu, Chun-ming(1991)。Portfolio Insurance Strategies: Replication of Synthetic Puts(碩士論文)。National Chengchi University。 |
| 2. | King, Guo-Long(1990)。Portfolio Insurance: Theory and Evidence(碩士論文)。National Taiwan University。 |
| 3. | Lie, In-Chung(1992)。Portfolio Insurance: Performance of Synthetic Puts(碩士論文)。Fujen University。 |
| 4. | Liu, Chung-Lin(1996)。Performance of Portfolio Insurance in the Market Crash(碩士論文)。National Cheng Kung University。 |
| 5. | Liu, Mau-Nan(1993)。Integration of Portfolio Insurance: An Empirical Study on the Taiwan Stock Market(碩士論文)。National Taiwan University。 |
| 6. | Yang, Shu-Huei(1990)。Evaluation of the Performance of Portfolio Insurance Strategies(碩士論文)。National Taiwan University。 |
| 7. | Yang, Chung-Bou(1995)。Applications of Portfolio Insurance Strategies in the Taiwan Stock Market(碩士論文)。National Cheng Kung University。 |
| 8. | Tsai, Ming-Chung(1994)。Design of Portfolio Insurance: An Analysis of the Return to the Taiwan Stock Market(碩士論文)。National Chiao-Tung University。 |
| 9. | Shau, Kung-Yao(1991)。Performance of portolio Insurance Strategies: An Empirical Strategy on the Taiwan Stock Markets(碩士論文)。National Taiwan University。 |