目录:
[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)
解释下为什么有个最贵的100的,因为发的时候发了一个我翻译的,但是翻译的很差,还不会删了,所以标的高点是想大家注意下,不要下载错误。
每篇论文1个论坛币,鉴于可能有点多,满足广大群众的呼声降价