Submitted on: 01 July 2014.
Revised on: 09 August 2014.
Accepted on: 24 August 2014.
___________________JOURNAL OF PORTFOLIO MANAGEMENT
http://reply.papertrans.cn/2/189/18873/18873-32.png
http://reply.papertrans.cn/2/189/18873/18873-33.png
Submitted on: 25 September 2010.
Revised on: 19 October 2010.
Accepted on: 11 November 2010.
___________________JOURNAL OF PORTFOLIO MANAGEMENT
http://reply.papertrans.cn/2/189/18873/18873-35.png
http://reply.papertrans.cn/2/189/18873/18873-36.png