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References
- Fama, E. F. (1971). Risk, Return, and Equilibrium. Journal of Political Economy, 79(1), 30–55.
- Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), 427–465. doi:10.2307/2329112
- Glicksberg, I. L. (1952). A further generalization of the Kakutani fixed point theorem, with application to Nash equilibrium points. Proc. Amer. Math. Soc (Vol. 3, pp. 170–174).
- Jensen, M. C. (1968). The Performance of Mutual Funds in the Period 1945-1964. The Journal of Finance, 23(2), 389–416. doi:10.2307/2325404
- Scharfstein, D. S., & Stein, J. C. (1990). Herd Behavior and Investment. The American Economic Review, 80(3), 465–479.
- Sharpe, W. F. (1970). Portfolio Theory and Capital Markets. McGraw-Hill.
- Tobin, J. (1958). Liquidity Preference as Behavior Towards Risk. The Review of Economic Studies, 25(2), 65–86. doi:10.2307/2296205
Tobin_1958_Liquidity Preference as Behavior Towards Risk.pdf
(908.92 KB)
Scharfstein_Stein_1990_Herd Behavior and Investment.pdf
(435.54 KB)
Jensen_1968_The Performance of Mutual Funds in the Period 1945-1964.pdf
(2.1 MB)
Glicksberg_1952_A further generalization of the Kakutani fixed point theorem, wi.pdf
(365.12 KB)
Fama_French_1992_The Cross-Section of Expected Stock Returns.pdf
(811.95 KB)
Fama_1971_Risk, Return, and Equilibrium.pdf
(785.09 KB)




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