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E.J. Elton, M.J. Gruber: Modern Portfolio Theory and Investment Analysis. John Wiley and Sons, New York, 1995.

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S. Galluccio, J.-P. Bouchaud, M. Potters: Rational Decisions, Random Matrices, and Spin Glasses. arXiv:cond-mat/9801209

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H. Markowitz: Portfolio Selection: Efficient Diversification of Investments. John Wiley and Sons, 1959; Yale University Press, 1970; Basil Blackwell, 1991.