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● Gârleanu, N. (2009) Portfolio choice and pricing in illiquid markets. Journal of...
● Ghysels, E. and Pereira, J.P. (2008) Liquidity and conditional portfolio choice:...
● Vath, V., Mnif, M. and Pham, H. (2007) A model of optimal portfolio selection un...
● Haliassos, M. and Michaelides, A. (2003) Portfolio choice and liquidity constrai...
● Longstaff, F.A. (2001) Optimal portfolio choice and the valuation of illiquid se...
● Hodrick, L.S. and Moulto, P.C. (2009) Liquidity: Considerations of a portfolio m...
● De Giorgi, E. (2008) Evolutionary portfolio selection with liquidity shocks. Jou...
● Chung, D. and Hrazdil, K. (2010) Liquidity and market efficiency: A large Sample...
● Bekaert, G., Harvey, C.R. and Lundblad, C. (2007) Liquidity and expected returns...
● Nguyen, D., Mishra, S., Prakash, A. and Ghosh, D.K. (2007) Liquidity and asset p...
● Pastor, L. and Stambaug, R. (2003) Liquidity risk and expected stock returns. Jo...
● 姚远, 史本山, 李新 (2009) 动态投资组合保险模型优化研究. 系统工程学报, 5, 553-560.
● 杨宝峰, 刘海龙 (2005) 上海证券市场动态投资组合保险策略应用研究. 管理评论, 7, 10-14.
● 袁加军 (2008) 投资组合保险策略的实证研究. 统计与决策, 20, 54-57.
● 何涛 (2008) 离散时间投资组合保险策略CPPI及其实证分析. 数理统计与管理, 4, 721-729.
● 段玉娟, 史本山 (2008) TIPP投资组合保险策略的实证检验. 西南交通大学学报(社会科学版), 2, 88-91.
● Ho, L.C., Cadle, J. and Theobald, M. (2011) An analysis of risk-based asset allo...
● Broadie, W. and Geotzmann, M. (2008) Safety first portfolio insurance. Working P...
● Chen, J.S., Chang, C.H., Hou, J.L. and Lin, Y.T. (2008) Dynamic proportion portf...
● Jiang, C., Ma, Y. and An, Y. (2009) The effectiveness of the VaR-based portfolio...
● Cont, R. and Tankov, P. (2009) Constant proportion portfolio insurance in the pr...
● Black, F. and Perold, A. (1992) Theory of constant proportion portfolio insuranc...
● Black, F. and Jones, R.W. (1987) Simplifying portfolio insurance. The Journal of...
● 谭建华 (2011) 基于行为金融理论对我国证券市场投资策略的研究. 南京工业职业技术学院学报, 1, 9-11.
● 马广平 (2010) 行为金融学理论角度下的证券投资策略研究. 商业经济, 12, 91-93.
● 黄惠平, 彭博 (2010) 市场估值与价值投资策略: 基于中国证券市场的经验研究. 会计研究, 10, 40-46.
● 鲁臻, 邹恒甫 (2007) 中国股市的惯性与反转效应研究. 经济研究, 9, 145-155.
● 肖峻, 陈伟忠, 王宇熹 (2005) 中国股市短期反转策略实证研究. 系统工程, 3, 35-42.
● 肖军, 徐信忠 (2004) 中国股市价值反转投资策略有效性实证研究. 经济研究, 3, 55-64.
● 刘博, 皮天雷 (2007) 惯性策略和反转策略：来自中国沪深A股市场的新证据. 金融研究, 8, 154-166.

● Gârleanu, N. (2009) Portfolio choice and pricing in illiquid markets. Journal of...

● Ghysels, E. and Pereira, J.P. (2008) Liquidity and conditional portfolio choice:...

● Vath, V., Mnif, M. and Pham, H. (2007) A model of optimal portfolio selection un...

● Haliassos, M. and Michaelides, A. (2003) Portfolio choice and liquidity constrai...

● Longstaff, F.A. (2001) Optimal portfolio choice and the valuation of illiquid se...

● Hodrick, L.S. and Moulto, P.C. (2009) Liquidity: Considerations of a portfolio m...

● De Giorgi, E. (2008) Evolutionary portfolio selection with liquidity shocks. Jou...

● Chung, D. and Hrazdil, K. (2010) Liquidity and market efficiency: A large Sample...

● Bekaert, G., Harvey, C.R. and Lundblad, C. (2007) Liquidity and expected returns...

● Nguyen, D., Mishra, S., Prakash, A. and Ghosh, D.K. (2007) Liquidity and asset p...

● Pastor, L. and Stambaug, R. (2003) Liquidity risk and expected stock returns. Jo...

● 姚远, 史本山, 李新 (2009) 动态投资组合保险模型优化研究. 系统工程学报, 5, 553-560.