[专区]国外文献求助专帖（长期有效，求助请跟贴） [推广有奖]

261楼

huangyizhong 发表于 2007-7-2 10:04:00

要找的资料

楼主你好，能帮查下以下外文资料吗？先谢谢了

[2] Putnam, Blu. Risk budgeting and asset allocation[J].Global investor, Jun 2000(133):47-50.
[3] Arnott, Robert D. Risk Budgeting and Portfolio Alpha[J].Journal of Investing, Summer 2002,
11(2):15-23.
[4] Roger G. Clarke, Harindra de silva. And Brett Wander. Risk Allocation versus Asset
allocation[J].The Journal of Portfolio Management, Fall 2002, 29(1):9-30.
[5] Barton Waring, Duane Whitney, John Pirone and Charles Castille. Optimizing Manager Stucture
and Budgeting Manager Risk[J].The Journal of Portfolio Management, Spring 2000,
26(3):90-104.
[6] Eric H. Sorensen, Edward Qian, Robert Schoen and Ronald Hua. Multiple Alpha Sources and
Active Management[J]. The Journal of Portfolio Management, Winter 2004, 30(2): 39-45.
[7] James H. Gilkeson and Stuart E. Michelson. Manager Risk and Risk Budgeting[J].Journal of
Investing, Spring 2005, 14(1):73-82.
[8] Clifford De Souza and Suleyman Gokcan. Hedge Fund Investing: A Quantitative Approach to
Hedge Fund Manager Selection and De-Selection[J]. Journal of Wealth Management,
Spring2004,6(4):52-73.
[9] Kent A. Clark and Kurt Winkelmann. Active Risk Budgeting In Action: Understanding Hedge
Fund Performance[J]. Journal of Alternative Investments, Winter 2004,7(3):35-46.
[10] Chow, George, Mark Kritzman. Risk Budgets[J].The Journal of Portfolio Management, Winter
2001,27:56-64.
[11] Andrew Alford，Robert Jones，and Kurt Winkelmann. A Spectrum Approach to Active Risk
Budgeting[J]. The Journal of Portfolio Management, Fall 2003,30(1): 49-60.
[12] Ilya Figelman. OptimalActive Risk Budgeting Model[J]. The Journal of Portfolio Management,
Summer 2004,30(4): 22-34.
[13] Peters, Donald J. What a Portfolio Manager Needs to Implement a Tax-Efficient Strategy[J].
Journal of Investing, Spring 2003,12(1): 23-30.
[14] Philippe Jorion. Portfolio Optimization With Tracking-error Constraints[J]. Financial Analysts
Journal, Sep/Oct2003, 59(5): 70-82.
[15] Blitz, David C. and Jouke Hottinga. Tracking Error Alloction[J]. The Journal of Portfolio
Management, Summer 2001: 19-25.
[16] Rawls, S. Waite and Karen Izakson. Why is Everyone Talking About Risk Allocation?[J].
Global Investor, Feb. 2000:46-47.

262楼

zlcshufe 发表于 2007-7-4 15:59:00

楼主，麻烦帮我再找这几篇文献，多谢啦！^-^

1.Derivative Security Markets,Market manipulation ,and option pricing theory.

Robert Jarrow. JFQA,vol29/1994

2.Figlewski,S.(1984). Hedging Performance and Basis Risk in Stock Index Futures Markets. Journal of Finance,Vol39,pp.657-669

3. Chen,Y.,Duan,J. and Hung,M.(1999).Volatility and Maturity Effect in the Nikkei225 Index Futures . Journal of Futures Markets,Vol.19

4. Stoll,H.R. and Whaley,R.E.(1990c).Stock Market structure and volatility.Review of Financial Studies,Vol.3,..37-71

263楼

abao0825 发表于 2007-7-12 10:31:00

谢谢楼主了，我找到了很多需要的资料

264楼

tt0901 发表于 2007-7-16 12:19:00

请问楼主可否帮忙找到这本书原版 ,,我找了好久都没有消息!!

这是股指期货的集大成者的著作 ,,万谢!!!!!

Sutcliffe, Charles. 《 Stock Index Futures: Theories and international Evidence 》[R]. International Thompson Business Press,1997 London.

265楼

gejian 发表于 2007-7-21 12:01:00

楼主请帮我找一下Handbook of the Economics of Finance中的第17章：

Microstructure and Asset Pricing

作者David Easley and Maureen O'Hara

不胜感激

好久没有人把牛皮吹的这么清新脱俗了!

266楼

stayalone 发表于 2007-7-25 18:30:00

找 Duffie, Darrell 的Credit risk一书

请问楼主能不能帮我找一下以下这本书的电子版，谢谢了。

Duffie, Darrell ; Singleton, Kenneth J.:
Credit risk : pricing, measurement, and management
Princeton [u.a.] : Princeton Univ. Press, 2003
(Princeton series in finance)
ISBN: 0-691-09046-7