看了之前一个贴子,列出了一些推荐的金融学经典文献目录,根据自己的兴趣了下载一些,准备看看,就跟大家分享一下吧.希望对大家有用
包括以下文章:
1.An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities，Breeden D
2.An Intertemporal Capital Asset Pricing Model，Robert Merton
3.An Intertemporal General Equilibrium Model of Asset Prices，John C.Cox,Jonathan E.Ingersoll,Jr.and Stephen A.Ross
4.Arbitrage,Factor structure, and mean-variance analysis on large assetEconometrica，Gary Chamberlain and Michael Rothschild
5.Asset prices in an exchange economy，Robert E.Lucas,Jr
6.Capital Asset Prices-A Theory of Market Equilibrium under Conditions of Risk，William F.Sharpe
7.Efficient Capital Markets-A Review of Theory and Empirical Work，Eugene F.Fama
8.Empirical Performance of Alternative Option Pricing Models，Gurdip Bakshi，Charles Cao and Zhiwu Chen
9.Habit Formation-A Resolution of the Equity Premium Puzzle，George M.Constantinides
10.Lifetime portfolio selection under uncertainty-the continuous-time case，merton
11.Liquidity Preference as Behavior toward Risk，James Tobin
12.Measurement of Market Integration and Arbitrage，Zhiwu Chen and Peter J.Knez
13.Noise trade，Fischer Black
14.On the pricing of corporate debt-the risk structure of interest rates，Robert C.Merton
15.Option pricing-a simplified approach，JC Cox,SA Ross,M Rubinstein
16.Portfolio Selection，Harry Markowitz
17.Returns to Buying Winners and Selling Losers-Implications for Stock Market Efficiency， Narasimhan Jegadeesh and SheridanTitman
18.The arbitrage theory of capital asset pricing ，Ross
19.The cost of capital, corporation finance, and the theory of investment， Modigliani and Miller
20.The Cross-Section of Expected Stock Returns，Eugene F. Fama and Kenneth R. French
21.The limits of arbitrage,The Journal of Finance，Andrei Shleifer and Robert W.Vishny
22.The pricing of options and corporate liabilities ，Black,F.and Scholes,M.J.
23.The spirit of capitalism and stock-market prices，Gurdip S.Bakshi and Zhiwu Chen
24.Theory of Rational Option Pricing，Robert C.Merton
25.Corporate Income Taxes and the Cost of Capital-A Correction，Franco Modigliani and Merton H.Miller
26.Behavioral Capital Asset Pricing Theory，Hersh Shefrin and Meir Statman