1、题名: An Empirical Investigation of the Arbitrage Pricing Theory

作者：Roll, Richard, and Stephen A. Ross

期刊全称或缩写:Journal of Finance

年份，卷（期），起止页码: vol. 35, no. 5, 1979, pp. 1073–1103

链接：http://www.jstor.org/pss/2327087

2、题名: How Active Should a Portfolio Be? The Risk-Reward Tradeoff

作者：Rosenberg, Barr

期刊全称或缩写: Financial Analysts Journal

年份，卷（期），起止页码: vol. 35, no. 1, January/February 1979, pp. 49–62

年份，卷（期），起止页码: vol. 35, no. 1, January/February 1979, pp. 49–62

年份，卷（期），起止页码: vol. 35, no. 1, January/February 1979, pp. 49–62

3、题名: How to Use Security Analysis to Improve Portfolio Selection

作者：Jack L Treynor and Fischer Black

期刊全称或缩写:Journal of Business

年份，卷（期），起止页码: 1973, vol. 46, issue 1, pages 66-86

链接：http://www.jstor.org/pss/2351280

4、题名: Active Portfolio Management

作者：Ferguson, Robert

期刊全称或缩写:Financial Analysts Journal

年份，卷（期），起止页码: vol. 31, no.  3, 1975,pp. 63–72.

5、题名: The Fundamental Law of Active Management

作者：Grinold, Richard

期刊全称或缩写: Journal of Portfolio Management

年份，卷（期），起止页码: vol. 15, no. 3, 1989, pp. 30–37.

年份，卷（期），起止页码: vol. 15, no. 3, 1989, pp. 30–37.

年份，卷（期），起止页码: vol. 15, no. 3, 1989, pp. 30–37.

年份，卷（期），起止页码: vol. 15, no. 3, 1989, pp. 30–37.

年份，卷（期），起止页码: vol. 15, no. 3, 1989, pp. 30–37.

链接：http://www.iijournals.com/JPM/DEFAULT.ASP?Page=2&ISS=10075&SID=409211

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