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Financial Economics金融经济学/金融技术、经济增长与文化陈志武
耶鲁大学管理学院金融经济学教授
北京大学光华管理学院特聘教授



1.陈志武Financial EconomicsA
Implications of Security Market Data for Models of Dynamic Economies. pdf
Lifetime Portfolio Selection under Uncertainty. pdf
Empirical Performance of Alternative Option Pricing Models. pdf
Habit Formation. pdf
Continuous-Time Methods in Finance. pdf
Financial Techonology-Beida lecture . ppt
Contrarian Investment, Extrapolation, and Risk. pdf
Asset Prices in an Exchange Economy. pdf
An Intertemporal General Equilibrium Model of Asset Prices. pdf
Arbitrage, factor structure, and mean-variance analysis. pdf
An intertemporal asset pricing model with stochastic consumption and investment opportunities. pdf
An Intertemporal Capital Asset Pricing Model. pdf A Simple Approach to the Valuation of Risky Streams. pdf
A Theory of the Term Structure of Interest Rates. pdf

2.陈志武Financial EconomicsB

课程大纲.doc
Theory of Rational Option Pricing.pdf
现代经济学学习方法探讨.ppt
The Spirit of Capitalism and Stock-Market Prices.pdf
The Limits of Arbitrage.pdf The Pricing of Options and Corporate Liabilities.pdf
The Cost of Capital，Corporation Finance and the Theory of Investment.pdf
Returns to Buying Winners and Selling Losers.pdf Measurement of market integeration and arbitrage.pdf
On correlations and inferences about mean-variance efficiency.pdf
Martingales and Arbitrage in multiperiod securities markets.pdf


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