【1】题名：Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
作者：Michael W. Brandt  Pedro Santa-Clara  Rossen Valkanov
期刊：Review of Financial Studies，September 2009; 22: 3411 - 3447.

【2】A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
作者：Victor DeMiguelLorenzo Garlappi     Francisco J. Nogales  Raman Uppal
期刊：Management Science  Volume 55 ,  Issue 5  (May 2009) Pages 798-812