[原创]现代金融学最经典的十几篇基石性文献(均值方差、MM、CAPM、APT、EMH、B-S、三因子模型、股权溢价)-经管之家官网！

扫码加入金融交流群

[/UseMoney]

每篇文章的份量不用我多说，现在把它归结到一起，供大家分享。

[1] Portfolio Selection-Markowitz, JF1952(均值-方差模型)

[2] Existence of an Equilibrium for a Competitive Economy-Arrow&Debreu, Econometrica1954(Arrow-Debreu均衡)

[3] The Cost of Capital, Corporation Finance and the Theory of Investment-Modigliani&Miller, AER1958(MM定理)

[4]Capital Asset Prices- A Theory of Market Equilibrium under Conditions of Risk-Sharpe, JF1964(CAPM)

[5] Security Prices, Risk, and Maximal Gains From Diversification-Lintner, JF1965(CAPM)

[6] Equilibrium in a Capital Asset Market-Mossin, Econometrica1966(CAPM)

[7] The Arbitrage Theory of Capital Asset Pricing-Ross, JET1976(APT)

[8] The Pricing of Options and Corporate Liabilities-Black&Scholes, JPE1973(B-S)

[9] Theory of Rational Option Pricing-Merton, Bell JEMS1973(B-S)

[10] Proof that properly anticipated prices fluctuate randomly-Samuelson, Industrial Management Review1965(EMH)

[11] Efficient Capital Markets- A Review of Theory and Empirical Work-Fama, JF1970(EMH)

[12] Market efficiency, long-term returns, and behavioral finance-Fama, JFE1998(EMH)

[13] Common risk factors in the returns on stocks and bonds-Fama&French, JFE1993(三因子模型)

[14] Multifactor Explanations of Asset Pricing Anomalies-Fama&French, JF1996(三因子模型)

[15] Anomalies- The Equity Premium Puzzle-Siegel&Thaler, JEP1997(股权溢价之谜)

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP