一、英文部份
1. Bailey. W., and R. Stulz. "Benefit of Internatioal Diversification:The Case of Pacific Basin Stock Markets." The Journal of Portfolio Management, Summer 1990. pp.57-61.
2. Black. F .? M. Jensen, and M. Scholes. "The Capital Asset Pricing Model: Some Empirical Tests." In -M. Jensen. ed ., Studies in the Theory of Capital Markets. (New York:Praeger.1972). pp.79-121.
3. Cohen. K. and J.Pouge, "An Empirical Evaluation of Alternative Portfolio Selection Models." Journal of Business 40, no.2 (April 1967) ,pp166-193.
4. Copeland Weston , Financial Theory and Corporate Policy, Third Edition, (AddisonWesley,1988).
5. Douglas, G. "Risk in the Equity Markets: An Empirical Appraisal of Market Efficiency."Yale Economic Essays, no.9, 1969.
6. Evans, J ., and S. H. Archer, "Diversification and the Reduction of Dispersion: An Empirical Analysis," Journal of Finance, December 1968. pp.761-767.
7. Fama , E. F. , Foundations of Finance. New York Basic Books, 1976.
8 . -------, and J. Mac Beth. " Risk. Return and Equilibrium:Empirical Tests" Journal of Political Economy. May-June 1973. PP.607-636.
9 . -------,"The Behavior of Stock Market Prices." Journal of Business, Vo1.38. No.1,(January 1965), pp.34-105.
10. Jacob, Nancy. "The Measurement of Systematic Risk for Securities and Portfolios: Some Empirrcal Results." Journal of Financial and Quantitative analysis. Vol. VI(March 1971),pp.815-834.
11. Levy. H ? , and M. Sarnat. "International Diversification of Investment Portfolios."American Economic Review 60 (September 1970), pp.668-675.
12. Maddala, G. S ., Introduction to Econometrics .New York: Collier Macmillan Canada, Inc .,1988.
13. Markowitz. Harry. "Portfolio Selection." The Journal of Finance. (March 1952). pp.77-91.
14. -----------. "The Optimization of a Quadratic Function Subject to Linear Constraints. " Naval Research Logistics Quarterly, March-June 1956, pp.111-133.
15. Mayers. D. amd Rice, E., "Measuring Portfolio Performance and The Empirical Content of Asset Pricing Models", Journal of Financial Eonomics. Vol.7. No.l.1978.
16. Miller. Merton H .? and scholes. Myron S. "Rates of Returns In Relation to Risk:A Reexamination of Recent Findings,. "Published in Studies in the Theory of Capital Markets,edited by Michael Jensen (Hew York: Praeger,1972). pp.47-78.
17. Modigliani,Franco, and Pouge,Gerald A."An Introduction to Risk and Return:Concepts and Evidence." Financial Analysts Journal (May.June 1974).pp.69-86.
18. Richard Dobbins and Stephen F. Witt. Porefolio Theory & Investment Management(Martin Robertson Oxford, 1983).
19. Roll. R ., "A Critique of The Asset Pricing Theory's Tests:Part 1: On Past and Potential Testability of the Theory", Journal of Financial Economics. March 1977.
20. ---------. "Performance Evaluation and Benchmark Errors (I )", Journal of Portfolio Management,Summer 1980.
21. Sharpe. William F ., " A Simplified Model for Portfolio Analysis." Management Science. Vol. IX, No.2 (January 1963), pp.277-93.
22. --------------------, "Capital Assct Prices: A Theory of Market Equilibrium under Conditions of Risk," Journal of Finance. XIX (September 1964), pp.425-442.
23. --------------------,Portfolio Theory and Capital Markets. (Hew York: Mc Graw Hill,1970).
24. Solnik, Bruno. "The Advantages of Domestic and Internatioal Diversification." in Elton and Gruber, International Capital Markets. (Amsterdam: North Holland. 1975).
25. Tobin, James, "Liquidity Preference as Behavior Towards Risk." Review of Economic Studies 25(February 1958), pp.65-86.
26. Wagner. V. H. and Lau, S. C., "The Effect of Diversification on Risk," Financial Analysts Journal. 27. No.5(Nov.-Dec. 1971), pp.48-53.

二、中文部份
1 .洪石章，臺灣股票市場投資組合風驗之分析。國立臺灣大學商學研究所未出版碩士論文，民國68 年6月。
2. 徐雅蓉，證券市場投資組合風險之分析。國立政治大學企業管理研究所未出眼碩士論文，民國72 年6月。
3 .陳鄔福，資本資產訂價模型運用於薑灣股票市場之實證研究。國立政治大學企業管理研究所未出版碩士論文，民國68 年6 月。
4. 林煜宗，現代投資學一一一制度、理論與實證。民國七十七年一月修訂四版，三民書局。
5 .張麗蕙，臺灣股價波動之總體經濟因素分析。國立政治大學國際貿易研究所未出版碩士論文，民國78年6 月。
6. 謝淑蕙，臺灣地區股價泡沫現象之檢定。國立政治大學國際貿易研究所未出版碩士講文，民國80 年7月。