1 Title: Construction of a portfolio with shorter downside tail and longer upside tail

Author: Konno, Hiroshi,Tanaka, Katsuhiro,Yamamoto, Rei
Journal Name: Computational Optimization and Applications,2009-05-13
Url: http://dx.doi.org/10.1007/s10589-009-9255-4
Doi: 10.1007/s10589-009-9255-4

2 Different Approaches to Risk Estimation in Portfolio Theory

author:  Almira Biglova , Sergio Ortobelli , Svetlozar T Rachev , and Stoyan Stoyanov

The Journal of Portfolio Management
Fall 2004, Vol. 31, No. 1: pp. 103-112
http://www.iijournals.com/doi/abs/10.3905/jpm.2004.443328

3 An Empirical Analysis of Some Aspects of Common Stock Diversification

author: Edward H. Jennings

Journal of Financial and Quantitative Analysis (1971), 6: 797-813

http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=6320444#