اولاً. المصادر العربية:

العلي، أسعد حميد عبيد، تحويط المحفظة الكفؤة بإطار نظرية الخيارات: دراسة تطبيقية في سوق بغداد للأوراق المالية، أطروحة دكتوراه في ادارة الأعمال، كلية الإدارة والاقتصاد، الجامعة المستنصرية، 2002.

ثانياً. المصادر الأجنبية:

Agic-Sabeta, Elma, Portfolio Insurance Investment Strategies: A Risk-Management Tool, Utms Journal of Economics, vol.8, no.2, 2017.‏

Aisyah, Siti & Nasution, Hamidah, Application of The Single Index ModelIn the Establishment of a PortfolioStock Optimization, ZERO: Jurnal Sains, Matematika dan Terapan, Vol. 5, No. 2, 2021. DOI: https://doi.org/10.30829/zero.v5i2.11124

Annaert, Jan & Van Osselaer, Sofieke & Verstraete, Bert, Performance Evaluation Of Portfolio Insurance Strategies Using Stochastic Dominance Criteria, Journal of Banking & Finance, Vol. 33, No. 2, 2009. DOI: https://doi.org/10.1016/j.jbankfin.2008.08.002

Anwar, Agus Parhan Saepul & Jasuni, Ana Yuliana & Juniarso, Andy, Single index model analysis for optimum portfolio in pharmaceutical companies registered in Indonesia Stock Exchange, Jurnal Rekomen (Riset Ekonomi Manajemen), Vol. 4, No. 2, 2021.‏ DOI: https://doi.org/10.31002/rn.v4i2.3680

Chitnis, Asmita, Performance Evaluation of Two Optimal Portfolios by Sharpe’s Ratio, Global Journal of Finance and Management, Volume. 2, Number.1, 2010.

‏Huu Do, Binh, Relative performance of dynamic portfolio insurance strategies: Australian evidence, Accounting & Finance, Vol. 42, No. 3, 2002.‏ DOI: https://doi.org/10.1111/1467-629X.00078

Jiang, Caiyu & Wang, Jianhua, A Portfolio Model with Risk Control Policy Based on Deep Reinforcement Learning, Mathematics, Vol.11, No.19, 2023. DOI: https://doi.org/10.3390/math11010019

Ludwig, Jeffrey, Unfairly Defiled: A Long Term Perspective On Portfolio Insurance As A Strategy For Limiting Portfolio Losses, Journal of Investment and Management, Vol. 10, No. 2, 2021. DOI: https://doi.org/10.11648/j.jim.20211002.12

Mackenzie, Donald, The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics, Economy and society, 2004.‏ DOI: https://doi.org/10.1080/0308514042000225680

Mahmud, Imroz, Optimal Portfolio Construction using Sharpe’s Single-Index Model: Evidence from Chittagong Stock Exchange, International Journal of Commerce and Finance, vol. 6, no.1, 2020.‏

Mahmud, Imroz, Optimal Portfolio Construction: Application of Sharpe's Single-Index Model on Dhaka Stock Exchange, JEMA: Jurnal Ilmiah Bidang Akuntansi dan Manajemen, vol. 16, no.1, 2019.‏ DOI: https://doi.org/10.31106/jema.v16i1.1736

Mwanga, Gasper Godson, Hedging of Financial Derivatives and Portfolio Insurance, African Institute for Mathematical Sciences, South Africa, 2005.

Oudat, M., H. Hasan, & A. Alsmadi, Macroeconomic variables and portfolio investment in Bahrain using an ARDL bound testing approach, Accounting, vol.6, no.4, 2020.‏ DOI: https://doi.org/10.5267/j.ac.2020.4.0012

Pain, Darren & Rand, Jonathan, Recent Developments in Portfolio Insurance, Recent Developments in Portfolio Insurance, 2008.‏

Setyantho, Kaolina Savitri & Wibowo, Sasmito Hadi, Comparison of Optimal Portfolio Performance Between Single Index Models and Markowitz Models (Case Study of Daily Return Implementation of OJK Rules Regarding Investments of State Values for Non-Bank Financial Institutions 2016-2017), Business and Entrepreneurial Review, Vol.19, No.1, 2019. DOI: https://doi.org/10.25105/ber.v19i1.5349

Zhang, Zi’ang, Study of Portfolio Performance Under Certain Restraint Comparison: Markowitz Model and Single Index Model on S&P 500, In: 2022 7th International Conference on Social Sciences and Economic Development (ICSSED 2022), Advances in Economics, Business and Management Research, volume 652, 2022. ‏ DOI: https://doi.org/10.2991/aebmr.k.220405.323