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博迪投资学 书上所有参考文献百度云下载 共 212个文件，花了很多时间下载的，其中很多都是花钱买的，也值100 个金币了。因为帖子字数限制，这里只列出70个，完整列表在附件的文本文件里。

1.         A. Lamont, “GoDown Fighting： ShortSellers vs. Firms,” Yale ICF Working Paper No. 04-20, July 2004.   03-2

2.         A. Schleifer and R. Vishny, “The Limitsof Arbitrage”, Journal of Finance 52 (March 1997), pp. 35-55.  12-13

3.         Alex Kane, Alan Marcus, and Robert R.Trippi, “TheValuation of Security Analysis,” Journal ofPortfolio Management 25 (Spring 1999).     27-4

4.         Alex Kane, Tae-Hwan Kim, and HalbertWhite,“ForecastPrecision and Portfolio Performance,” Journal of FinancialEconometrics, (2010) 8 (3).   27-5

5.         Alex Kane, Tae-Hwan Kim, ans HalbertWhite, “Active Portfolio Management: The Power of the Treynor-Black Model,” inProgress in Financial Market Research, ed. C. Kyrtsou (New York： Nova,2004).  27-3

6.         Andrew W. Lo and A. Craig MacKinlay, “StockMarket Prices Do Not Follow Random Walks： Evidence from aSimple Specification Test”, Review of Financial Studies 1 (1988), pp. 41-66.  11-7

7.         Avner Arbel and Paul J. Strebel，“PayAttention to Neglected Finns”，Journal ofPortfolio Management, Winter 1983.  11-25

8.         B. Barber, R. Lehavy, M. McNichols, andB. Trueman, “CanInvestors Profit from the Prophets? Security Analyst Recommendations and StockReturns,” Journal of Finance 56 (April 2001), pp. 531–63.  11-42

9.         B. Barber,R Lehavy, M. McNichoIs, and B.Trueman, “Can Investors Profit from the Prophets? Security Analyst Recommendationsand Stock Returns,"Journal of Finance 56 (April 2001), pp. 531-63. 11-45

10.       B.Lehmarm,“Fads, Martingales and Market Efficiency”, Quarterly Journal of Economics 105 (February 1990) , pp. 1 -28;  11-8

11.       BarrRosenberg and J. Guy，“Prediction of Beta from Investment Fundamentals,Parts 1”Financial Analysts Journal, May-June and July-August 1976.   8-4

12.       BarrRosenberg and J. Guy，“Prediction of Beta from Investment Fundamentals,Parts 2,” Financial Analysts Journal, May-June and July-August 1976.  8-5

13.       BradBarber and Terrance Odean Brad Barber and Terrance Odean, “BoysWill Be Boys: Gender, Overconfidence, and Common Stock Investment,”Quarterly Journal of Economics 16 (2001), pp. 262–92,  12-5

14.       BradBarber and Terrance Odean Brad Barber and Terrance Odean, “TradingIs Hazardous to Your Wealth:The Common Stock Investment Performance ofIndividual Investors,” Journal of Finance 55 (2000), pp. 773–806.   12-6

15.       BurtonC. Malkiel, “Returns from Investing in Equity Mutual Funds 1971 -1991,”Journal of Finance 50 (June 1995),pp. 549-72.   09-5

16.       BurtonG. Malkiel and Atanu Saha, “Hedge Funds: Risk and Return,” Financial AnalystsJournal 61 (2005), pp. 80-88.     26-6

17.       BurtonG. Malkiel, “Expectations, Bond Price, and the Term Structure of InterestRates, Quarterly Journal of Economics 76 (May 1962), pp. 197-218. 16-1

18.       C. J.Malloy, T. Moskowitz, and A. Vissing-Jorgensen, “Long-Run Stockholcier ConsumptionRisk and Asset Retunis,” Journal of Finance 64 (December 2009), pp. 2427-80. 13-32

19.       C.Jones and O. A. Lamont, “Short Sale Constraints and Stock Returns,”Journal of Financial Economics, November 2002, pp. 207-39,  03-1

20.       C. M.Lee, A. Shleifer, and R. H. Thaler, “InvestorSentiment and the Closed-End Fund Puzzle,” Journal of Finance46 (March 1991), pp. 75–109. 12-16

21.       CampbellHarvey, “Time-Varying Conditional Covariances in Tests of Asset Pricing Models”,Journal of Financial Economics 24 (October 1989), pp. 289-317 13-10

22.       ChristopherR. Blake, Edwin J. Elton, and Martin J. Gruber, “The Performance of Bond MutualFunds,” Journal of Business 66 (July 1993), pp. 371-404. 11-50

23.       D.Bergstresser, M. Desai, and J. Rauth, “Earnings Manipulation, PensionAssumptions, and Managerial Investment Decisions,” Quarterly Journal ofEconomics 121 (2006), pp. 157-95. 19-1

24.       D.Kahneman and A. Tversky “Subjective Probability: A Judgment ofRepresentativeness,” Cognitive Psychology 3 (1972), pp. 430-54. 12-3

25.       D.Kahneman and A. Tversky, “On the Psychology of Prediction” , Psychology Review80 (1973),pp. 237-51,  12-2

26.       D.Kahneman and A. Tversky, “Prospect Theory: An Analysis of Decision under Risk,”Econometrica 47 (1979), pp. 263-91.  12-10

27.       DanGivoly and Dan Palmon, “Insider Trading and Exploitation of InsideInformation: Some Empirical Evidence,”Journal ofBusiness 58 (1985).  11-37

28.       DonaldB. Keim and Robert F. Stambaugh, “PredictingReturns in the Stock and Bond Markets”, Journal of Financial Economics 17 (1986),pp. 357-90.  11-17

29.       DonaldB. Keim, “Size Related Anomalies and Stock Return Seasonality；Further Empirical Evidence,” Journal of Financial Economics 12 (June 1983). 11-22

30.       DouglasBreeden, “An Intertemporal Asset Pricing Model with Stochastic Consumption andInvestment Opportunities,”Journal of Financial Economics 7 (1979), pp. 265-96. 9-18

31.       E. F.Fama, “Market Efficiency, Long-Term Returns, and Behavioral Finance,” Journalof Financial Economics49 (September 1998), pp. 283-306. 12-20

32.       E. J.Elton, M. J. Gruber, S. Das, and M. Hlavka, “Efficiency with Costly Information：AReinterpretation of Evidence from Managed Portfolios”, Review of FinancialStudies 6 (1993), pp. 1-22.  11-46

33.       EdwardI. Altman, “FinancialRatios, Discriminant Analysis, and the Prediction of Corporate Bankruptcy,”Journal of Finance 23 (September 1968). 14-1

34.       Ericacquier and Alan Marcus, “Asset Allocation Models and Market Volatility”, FinancialAnalysts Journal 5, 2001, pp.16-30.  25-4

35.       EugeneF. Fama “Multiperiod Consumption-Investment Decisions”, AmericanEconomic Review 60 (1970)   9-15

36.       EugeneF. Fama and Kenneth R. French, “Business Conditions and Expected Returns onStocks and Bonds, “Journalof Financial Economics 25 (November 1989), pp. 3-22. 11-18

37.       EugeneF. Fama and Kenneth R. French, “Common Risk Factors in the Returns on Stocksand Bonds, Journal of Financial Economics 33 (1993), pp. 3-56. 11-39

38.       EugeneF. Fama and Kenneth R. French, “Common Risk Factors in the Returns on Stocksand Bonds,” Journal of Financial Economics 33 (1993), pp. 3-56. 13-15

39.       EugeneF. Fama and Kenneth R. French, “Dividend Yields and Expected Stock Returns”,Journal of Financial Economics 22 (October 1988), pp. 3-25.  11-15

40.       EugeneF. Fama and Kenneth R. French, “Multifactor Explanations of Asset PricingAnomalies," Journal of Finance 51 (1996), pp. 55-84.  10-2

41.       EugeneF. Fama and Kenneth R. French, “Permanent and Temporary Components of StockPrices”, Journal of Political Economy 96 ( April 1988), pp. 24-73; 11-11

42.       EugeneF. Fama and Kenneth R. French, “The Cross Section of Expected Stock Returns”, Journalof Finance 47 (1992), pp. 427-65 11-29

43.       EugeneFama and James MacBeth, “Risk, Return, and Equilibrium: Empirical Tests,”Journal of Political Economy 81 (March 1973). 13-8

44.       EugeneFama and Kenneth French,“The Equity Premium,” Journal of Finance 57, no. 2(2002). 13-33

45.       F. M.Redington, “Review of the Principle of Life-Office Valuations, “ Journal of theInstitute of Actuaries 78 ( 1952)  16-2

46.       FischerBlack and Robert Litterman, “Global PortfolioOptimization,”Financial Analysts Journal, September/October 1992.  27-1

47.       FischerBlack, “Beta and Return”, Journalof Portfolio Management 20 (1993),pp. 8-18. 10-3

48.       FischerBlack, “Capital Market Equilibrium with Restricted Borrowing”, Journal ofBusiness, July 1972.   9-13

49.       FischerBlack, Michael C. Jensen, and Myron Scholes, “The Capital AssetPricing Model: Some Empirical Tests,” in Studies inthe Theory of Capital Markets, ed. Michael C. Jensen (New York: Praeger, 1972).  12-7

50.       FischerBlack,“Factand Fantasy in the Use of Options”, Financial Analysts Journal 31 (July–August1975).  21-9

51.       FisherBlack and Myron Scholes, “The Pricing of Options and Corporate Liabilities”,Journal of Political Economy 81 ( May-June 1973) 21-3

52.       FrancoModigliani and Leah Modigliani, “Risk-Adjusted Performance,” Journal ofPortfolio Management, Winter 1997, pp. 45-54.   24-7

53.       FrancoModigliani and M. Miller, “Dividend Policy, Growth, and the Valuation ofShares,”Journal of Business, October 1961.  18-2

54.       FrancoModigliani and M. Miller, “The Cost of Capital, Corporation Finance, and theTheory of Investment,”American Economic Review, June 1958.  18-1

55.       G.Amin and Kat, “Stock, Bonds and Hedge Funds：Not Fee Lunch!”Journal of Portfolio Management 29 (Summer 2003) , pp. 113-20,    26-7

56.       GaryBrinson, Brian Singer, and Gilbert Beebower, “Determinants ofPortfolio Performance,” FinancialAnalysts Journal, May/June 1991. 24-13

57.       GeoigeO. Aragon, “Share Restrictions and Asset pricing： Evidence fromthe Hedge Fund Industry”, Journal of Financial Economics 83 (2007) , pp. 33 -58  26-2

58.       GeorgeM. Constantinides, “Understanding the Equity Risk Premium Puzzle,” in Handbooksin Finance: Handbook of the Equity Risk Premium, ed. Rajnish Mehra (Amsterdam ：Elsevier, 2008), pp. 331-59. 13-36

59.       H.Nejat Seyhun, “Insiders’Profits, Costs of Trading and Market Efficiency,” Journal ofFinancial Economics 16 (1986).  11-36

60.       H.Roberts, “StockMarket ‘Patterns’ and Financial Analysis：MethodologicalSuggestions,” Journal of Finance 14 (March 1959), pp. 11-25. 12-23

61.       H.Shefrin and M. Statman,“ The Disposition to Sell Winners Too Early and RideLosers Too Long ：Theory and Evidence,” Journal of Finance 40 (July 1985) , pp. 777-90;  12-7

62.       HarryMarkowitz, M Portfolio Selection Journal of Finance, March 1952. 07-2

63.       J. A.Busse and T. C, Green, “Market Efficiency in Real Time,” Journal ofFinancial Economics 65 (2002),pp. 415-37. 11-3

64.       J. B.Berk and R. C. Green, “Mutual Fund Flows and Performance in Rational Markets,”Journal of Political Economy 112 (2004), pp. 1269-95. 11-49

65.       J. B.DeLong, A. Schleifer, L Summers, and R. Waldmann, “ Noise Trader Risk inFinancial Markets, Journal of Political Economy 98 ( August 1990), pp. 704-38   12-12

66.       J. D.Coval and T. Shumway, “Do Behavioral Biases Affect Prices?” Journal of Finance60 (February 2005), pp. 1-34.   12-11

67.       J.Hasbrouck and D. H. Seppi，“Common Factors in Prices, Order Flows and Liquidity,”Journal of Financial Economics 59 (2001) ，pp.   383-411. 9-23

68.       J.Hull and A. White, “The Pricing of Options on Assets with StochasticVolatilities”, Journal of Finance (June 1987), pp. 281-300； 21-6

69.       J.Liew and M. Vassalou, “Can Book-to-Market, Size and Momentum Be Risk FactorsThat Predict Economic Growth?" Journal of Financial Economics 57 (2000),pp. 221-45. 13-17

70.       J.Liew and M. Vassalou, “Can Book-to-Market, Size and Momentum Be Risk FactorsThat Predict Economic Growth?” Journal of Financial Economics 57 (2000), pp.221-45. 13-19

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关键词：参考文献 云下载 投资学

博迪是参考以下这个原型做出书上的结果的，但是我看不明白，希望有高人看懂指导一下。

A Simplified Model for Portfolio Analysis
Author(s): William F. Sharpe
Source: Management Science, Vol. 9, No. 2 (Jan., 1963), pp. 277-293


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2018-6-15 08:24:10 上传

单指数模型

ujbbv 发表于 2018-6-15 08:24
博迪是参考以下这个原型做出书上的结果的，但是我看不明白，希望有高人看懂指导一下。

A Simplified Mod ...

71.        J. Liew and M. Vassalou, “Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?” Journal of Financial Economics 57 (2000), pp. 221-45. 11-38
72.        J. M. Patell and M. A. Wolf son, “The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements, Journal of Financial Economics 13 (June 1984), pp. 223-52.  11-2
73.        J. Wiggins, “Option Values under Stochastic Volatility”, Journal of Financial Economics ( December 1987 ) , pp. 351-72     21-7
74.        Jack L Treynor, “How to Rate Management Investment Funds, Harvard Business Review 43 (January-Februaryl966).   24-1
75.        Jack L. Treynor and Kay Mazuy, “Can Mutual Funds Outguess the Market?” Harvard Business Review 43 (July-Au^ist 1966)   24-8
76.        Jack Treynor .,Fischer Black ，“ How to Use Security Analysis to Improve Portfolio Selection，” Journal of Business, January I973  8-2
77.        Jack Treynor and Fischer Black, “How to Use Security Analysis to Improve Portfolio Selection,” Journal of Business, January 1973.   27-2
78.        James L Davis, Eugene F. Fama, and Kenneth R. French, “Characteristics, Covariances, and Average Returns, 1929 to 1997”, Journal of Finance 55, no. 1 (2000), pp. 389-406. 13-16
79.        James Poterba and Lawrence Summers, “Mean Reversion in Stock Prices： Evidence and Implications”,  Journal of Financial Economics '22 (October 1988) , pp. 27-59. 11-12
80.        James Tobin, “Liquidity Preference as Behavior toward Risk”, Review of Economic Statistics 25 (Feb 1958 pp. 65 -86) 7-3
81.        Jan Mossin，”Equilibrium in a Capital Asset Market”, Econometrica,1966   09-3
82.        Jarnish Mehra and Edward Prescott, “The Equity Premium: A Puzzle,” Journal of Monetary Economics, March 1985. 13-30
83.        Jasmina Hasanhodzic and Andrew W. Lo, “Can Hedge Fund Return Be Replicated? The Linear Case,” Journal of Investment Management t pp. 5-45   26-1
84.        Jeffrey E. Jaffee, “Special Information and Insider Trading, Journal of Business 47 (July 1974)  03-3
85.        Jeffrey F. Jaffe, “Special Information and Insider Trading”, Journal of Business 47 (July 1974). 11-32  11-35
86.        Jeffrey Pontiff, ‘‘Costly Arbitrage: Evidence from Closed-End Funds,” Quarterly Journal of Economics 111 (November 1996), pp. 1135-51. 04-1
87.        Jeffrey Pontiff, “Costly Arbitrage: Evidence from Closed-End Funds”, Quarterly Journal of Economics 111 (November 1996), pp. 1135-51. 12-17
88.        Jennifer Conrad and Cautam Kaul, “Time-Variation in Expected Returns,” Journal of Business 61 (October 1988), pp. 409-25. 11-6
89.        John C. Cox and Stephen A- Ross, “The valuation of Options for Alternative Stochastic Processes, Journal of Financial Economics 3 (January- March 1976), pp. 145-66. 21-1
90.        John Campbell and Tuomo Vuolteenaho, “Bad Beta, Good Beta,” American Economic Review 94 (December2004), pp. 1249-75.  9-11
91.        John Heaton and Debora Lucas, “Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk,” Journal of Finance 55, no. 3 (June 2000), pp. 1163-98. 13-13
92.        John Heaton and Deborah Lucas, “Portfolio Choice and Asset Prices：The Importance of Entrepreneurial Risk”, Journal of Finance 55 (June 2000). 9-14
93.        John Lintner, “Security Prices, Risk and Maximal Gains from Diversification,” Journal of Finance 20 (December 1965). 13-1
94.        John Lintner, “The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets”, Review of Economics and Statistics, February 1965. 09-2
95.        John R. Graham and Campbell R. Harvey, “Grading the Performance of Market Timing Newsletters”, Financial Analysts Journal 53 (November/December 1997), pp. 54-66.    24-6
96.        John R. Graham and Campbell R. Harvey, “Market Timing Ability and Volatility Implied in Investment Advisors; (24-1) Asset Allocation Recommendations, National Bureau of Economic Research Working Paper 4 890, October 1994.   24-5
97.        John Y. Campbell and Robert Shiller, “Stock Prices, Earnings and Expected Dividends”, Journal of Finance 43 (July 1988), pp. 661-76.   11-16
98.        Jonathan Treussard “The Nonmonotonicity of Value-at-Risk and the Validity of Risk Measures over Different Horizons”，IFCAI Journal of Financial Risk Management，March 2007)。05-1
99.        Josef Lakonishok, Andrei Shleifer, and Robert W. Vishny, “Contrarian Investment, Extrapolation, and Risk,” Journal of Finance 50 (1995), pp. 541-78. 11-40
100.        K. A. Froot and E. M. Dabora, “How Are Stock Prices Affected by the Location of Trade?” Journal of Financial Economics 53 (1999), pp. 189–216  12-14
101.        K. L. Womack, “Do Brokerage Analysts Recommendations Have Investment Value?” Journal of Finance 51 (March 1996), pp. 137-67.  11-43
102.        L K. C. Chan, J. Karceski, and J. Lakonishok, “The Level and Persistence of Growth Rates, Journal of Finance 58 (April 2003), pp. 643-84. 13-21
103.        L Pdstor and R F. Stambaugh, “Liquidity Risk and Expected Stock Returns, ’’ Journal of Political Economy 111 (2003), pp. 642-85, Table 4. 13-28
104.        L. Pástor and R. F. Stambaugh, “Liquidity Risk and Expected Stock Returns,” Journal of Political Economy 111, (2003), pp. 642–85.  13-25
105.        L. Pfistor and R. F. Stambaugh, “ Liquidity Risk and Expected Stock Returns,” Journal of Political Economy 111 ( 2003 ), pp. 642-685   9-25
106.        Laurence J. Kotlikoff and Avia Spivak, “The Family as an Incomplete Annuities Market,”Journal of Political Economy 89 (April 1981). 28-1
107.        Longin and B. Solnik, “Is the Correlation in International Equity Return Constant ； 1960-1990?” Journal of International Money and Finance 14 (1995) , pp. 3-26;  25-3
108.        Lu Zhang, “The Value Premium”, Journal of Finance 60 (2005), pp. 67-103. 13-20
109.        Marc R. Reinganum, “The Anomalous Stock Maricet Behavior of Small Firms in January: Empirical Tests for Tax-Loss Effects,” Journal of Financial Economics 12 (June 1983). 11-23
110.        Mark Grinblatt and Bing Han, “Prospect Theory, Mental Accounting, and Momentum”, Journal of Financial Economics 78 (November 2005), pp. 311-39. 12-21
111.        Mark M. Carhart, “On Persistence in Mutual Fund Performance, Journal of Finance 52 (March 1997), pp. 57-82. 13-24
112.        Mark M. Carhart, “On Persistence in Mutual Fund Performance,” Journal of Finance 52 (1997), pp. 57–82. 11-47
113.        Mark Mitchell and Jeffry Netter, “The Role of Financial Economics in Securities Fraud Cases： Applications at the Securities and Exchange Commission”, The Business Lawyer 49 (February 1994), pp. 545-90. 11-5
114.        Mark Rubinstein, “Implied Binomial Trees,” Journal of Finance (July 1994), pp. 771-818. 21-15
115.        Mark Rubinstein, “The Valuation of Uncertain Income Streams and the Pricing of Options”, Bell Journal of Economics and Management Science 7 (1976),pp. 407-25 9-16
116.        Marshall E. Blume and Robert F. Stambaugh, “Biases in Computed Returns: An Application to the Size Effect,” Journal of Financial Economics，1983.    11-24
117.        Maurice Kendall, “The Analysis of Economic Time Series, Part I： Prices,” Journal of the Royal Statistical Society 96 (1953)  11-1
118.        Meir Statman “How Many Stocks Make a Diversified Portfolio?” Journal of Financial and Quantitative Analysis 22 (September 1987) . 07-1
119.        Michael C. Jensen, “Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios,” Journal of Business, April 1969.   24-4
120.        Michael C. Jensen, “The Performance of Mutual Funds in the Period 1945–1964,” Journal of Finance, May 1968.   24-3
121.        Michael J. Brennan, “Taxes, Market Valuation, and Corporate Finance Policy,” National Tax Journal, December 1973.   09-4
122.        Mila Getmansky, Andrew W. Lo,and Igor Makarov, “An Economic Model of Serial Correlation and Illiquidity in Hedge Fund Returns”, Journal Of Financial Economics 2004, pp. 529-609  26-3
123.        N. Chen,R. Roll, and S. Ross, “Economic Forces and the Stock Market,’’ Journal of Business 59 ( 1986),pp. 383-403. 10-1
124.        N. Jegadeesh, “Evidence of Predictable Behavior of Security Returns”, Journal of Finance 45 (September 1990), pp. 881-98.  11-9
125.        N. Jegadeesh, J. Kim, S. D. Krische, and C. M. Lee, “Analyzing the Analysts: When Do Recommendations Add Value?” Journal of Finance 59 (June 2004), pp. 1083-124. 11-44
126.        Nai-Fu Chen, Richard Roll, and Stephen Ross, “Economic Forces and the Stock Market,” Journal of Business 59 (1986).  13-14
127.        Narasimhan Jegadeesh and Sheridan Titman, “ Returns to Buying Winners and Selling Losers ： Implications for Stock Market Efficiency”, Journal of Finance 48 (March 1993), pp. 65-91.  11-10
128.        Narasimhan Jegadeesh and Sheridan Titman, “ Returns to Buying Winners and Selling Losers ： Implications for Stock Market Efficiency, “Journal of Finance 48 (March 1993), pp. 65-91.  13-23
129.        Nassim N. Taleb, Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (New York: TEXERE (Thomson), 2004);   26-9
130.        Navin Chopra, Josef Lakonishok,and Jay R. Ritter, “Measuring Abnormal Performance ： Do Stocks Overreact?” Journal of Financial Economics 31 (1992), pp. 235-68. 11-14
131.        Nicholas Barberis and Ming Huang, “The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle,M in Handbooks in Finance： Handbook of the Equity Risk Premium ed. Rajnish Mehra (Amsterdam： Elsevier, 2008), pp. 199-229. 13-37
132.        Nicholas Barberis and Richard Thaler, “A Survey of Behavioral Finance,” in the Handbook of the Economics of Finance, eds. G. M. Constantinides, M. Harris, and R. Stulz(Amsterdam: Elsevier, 2003).  12-1
133.        Nicolas P. B. Bollen and Jeffrey A. Busse, “Short-Term Persistence in Mutual Fund Performance, Review of Financial Studies 19 (2004), pp. 569-97.  11-48
134.        O.A. Lamont and R. H. Thaler, “Can the Market Add and Subtract? Mispricing in Tech Carve-outs,” Journal of Political Economy 111 (2003), pp. 227-68  12-15
135.        Oldrich A. Vasicek, “A Note on Using Cross - Sectional Information in Bayesian Estimation of Security Betas, “ Journal of Finance 28 (1973),pp 1233 -39  8-3
136.        P. R Rau, O. Dimitrov, and M. Cooper, “A Rose.com by Any Other Name”, Journal of Finance56 (2001), pp. 2371-88.  12-17  12-19
137.        Paul Samuelson, “The Judgment of Economic Science on Rational Portfolio Management,’’ Journal of Portfolio Management 16 (Fall 1989), pp. 4-12. 11-52
138.        Peter M. De Marzo, Ron Kaniei, and Dan Kremer, “Diversification as a Public Good： Community Effects in Portfolio Choice”, Journal of Finance 59 (August 2004)  25-2
139.        Philippe Jurion and William N. Goetzmann, “Global Stock Markets in the Twentieth Century,” Journal of Finance 54, no. 3 (June 1999). 13-35
140.        R. Ball and P. Brown, “An Empirical Evaluation of Accounting Income Numbers”, Journal of Accounting Research 9 (1968), pp. 159-78. 11-33

141.        R. Geske and H. E. Johnson, “The American Put Valued Analytically,” Journal of Finance 39 (December 1984), pp. 1511-24.  21-13
142.        R. H. Battalio and R. Mendenhall, “Earnings Expectation, Investor Trade Size, and Anomalous Returns around Earnings Announcements,” Journal of Financial Economics 77 (2005), pp. 289–319.   11-32
143.        R. Kosowski, A. Timmerman, R. Wermers, and H. White. “Can Mutual Fund ‘Stars’ Really Pick Stocks? New Evidence from a Bootstrap Analysis”, Journal of Finance 61 (December 2006), pp. 2551-95. 11-51
144.        R. La Porta, J. Lakonishok, A. Shleifer, and FL W. Vishny, “Good News for Value Stocks,” Journal of Finance 51 (1997), pp. 1715-42. 13-22
145.        Rafael La Porta, Florencio Lopez- De-Silvanes, Andrei Shleifer, and Robert Vishny, “Investor Protection and Corporate Valuation,” Journal of Finance 57 (June 2002).  25-1
146.        Ralitsa Petkova anrl Lu Zhang, “Is Value Riskier than Growth?” Journal of Financial Economics 78 (2005), pp. 187-202.  13-18
147.        Raphael La Porta, “Expectations and the Cross Section of Stock Returns,” Journal of Finance 51 (December 1996), pp. 1715-42. 11-41
148.        Ravi Jagannathan and Yong Wang, “Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns”, Journal of Finance 62 (August 2007), pp. 1633-61. 9-19
149.        Ravi Jagannathan and Yong Wang, “Lazy Investors, Discretionary Consumption, and the Cross- Section of Stock Returns,” Journal of Finance 62 (August 2006), pp. 1623-61. 13-31
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ujbbv 发表于 2018-6-14 21:45
博迪投资学 书上所有参考文献百度云下载 共 212个文件，花了很多时间下载的，其中很多都是花钱买的，也值10 ...

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