1. Markowitz H (1952) Portfolio selection. J Finance 7(1):77–91
2. Sharpe WF (1964) Capital asset prices: a theory of market equilibrium under conditions of risk. J Finance 19(3):425–442
3. Atsushi Y (1996) The mean-variance approach to portfolio optimization subject to transaction costs. J Oper Res Soc Jpn 19(1):425–442
4. Markowitz H (1959) Portfolio selection: efficient diversification of investments. Wiley, New York
5. Konno H, Yamazaki H (1991) Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market. Manage Sci 37(5):519–531