4Markowitz H M. Portfolio selection[J]. Journal of Finance, 1952, 117: 77-91.
5Kroll J. Mean-variance versus direct utility maximization[J]. Journal of Finance, 1984, 39: 47-62.
6张志勇.精通MATLAB 6.5版[M].北京:北京航空航天大学出版社,2003..
7Kroll J. Mean Variance Direct Utility Maximization [J]. Journal of Finance, 1984,39: 47- 62.
8Markowitz H M. Portfolio select ion[J]. Journal of Finance, 1952, 7( 1 ): 77-91.
9Tang W S, Han Q H, Li G Q. Cash management decision with probability criterion[ C]. 2001 IEEE International Conference on Systems, Man, and Cybernetics, Tucson, USA, 2001. 2670-2673.
10Rashedi E, Nezamabadi-pour H, Saryazdi S. GSA: a gravitational search algorithm[ J]. Information Sciences, 2009, 179 (13) : 2232 - 2248.