1. Modern Portfolio Theory and Investment Analysis;Elton,1995
2. Spin Glass Theory and Beyond;Mézard,1987
3. H. Markowitz, Portfolio Selection: Efficient Diversification of Investments, Wiley, New York, 1959. See also: J.P. Bouchaud, M. Potters, Theory of Financial Risk, Aléa-Saclay, Eyrolles, Paris, 1997 (in French).
4. For a recent account, see J. Hull, Futures, Options and Other Derivatives, Prentice-Hall, New York, 1997.
5. D.S. Dean, J. Phys. A 27 (1994) L23.