金融定价文献.rar
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[1] Portfolio Selection-Markowitz, JF1952 投资组合选择 - 马科维茨 (均值-方差模型) [2] Existence of an Equilibrium for a Competitive Economy-Arrow&Debreu, Econometrica1954 竞争性经济均衡存在性 - 阿罗&&德布鲁 (阿罗一德布鲁均衡) [3] The Cost of Capital, Corporation Finance and the Theory of Investment-Modigliani&Miller, AER1958 资本成本,公司财务和投资理论 - 莫迪利亚尼和米勒(MM定理) [4]Capital Asset Prices- A Theory of Market Equilibrium under Conditions of Risk-Sharpe, JF1964 资本资产定价-风险条件下的市场均衡理论 - 夏普 ( CAPM模型) [5] Security Prices, Risk, and Maximal Gains From Diversification-Lintner, JF1965 有价证券的定价,风险和分散化的最大收益 - 林特纳 ( CAPM模型) [6] Equilibrium in a Capital Asset Market-Mossin, Econometrica1966 资本资产市场下的均衡 - 莫辛 (CAPM模型) [7] The Arbitrage Theory of Capital Asset Pricing-Ross, JET1976 资本资产定价的套利理论 - 罗斯 (APT理论) [8] The Pricing of Options and Corporate Liabilities-Black&Scholes, JPE1973 期权定价和公司负债 - Black&Scholes (B-S公式) [9] Theory of Rational Option Pricing-Merton, Bell JEMS1973 理性期权定价理论 - 默顿,贝尔 (B-S公式) [10] Proof that properly anticipated prices fluctuate randomly-Samuelson, Industrial Management Review1965 合理预测随机波动价格之证明 - 萨缪尔森 (EMH) [11] Efficient Capital Markets- A Review of Theory and Empirical Work-Fama, JF1970 资本市场的效率-理论综述和经验性工作 - 法玛 (EMH) [12] Market efficiency, long-term returns, and behavioral finance-Fama, JFE1998 市场效率,长期收益和行为金融学 - 法玛 (EMH) [13] Common risk factors in the returns on stocks and bonds-Fama&French, JFE1993 股票和债券收益中的共同风险因素 - 法玛 (三因子模型) [14] Multifactor Explanations of Asset Pricing Anomalies-Fama&French, JF1996 多因素资产定价异常 - 法玛(三因子模型) [15] Anomalies- The Equity Premium Puzzle-Siegel&Thaler, JEP1997 异常-股权溢价之谜 - 西格尔&塞勒