A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix
评论了在方差-协方差矩阵奇异或非奇异情况下均值-方差投资组合选择的方法，提供了数学证明，对金融经济学和投资组合理论研究者有参考价值。
Peter J. Ryan, Jean Lefoll, A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix, The Journal of Financial and Quantitative Analysis, Vol. 16, No. 3 (Sep., 1981), pp. 389-395