Paul A. Samuelson: An Enjoyable Life Puzzling Over Modern Finance Theory

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Paul A. Samuelson  萨缪尔森自传


Annu. Rev. Financ. Econ. 2009. 1:19–35
The Annual Review of Financial Economics is
online at financial.annualreviews.org
This article’s doi:
10.1146/annurev.financial.050808.114446
Copyright © 2009 by Annual Reviews.
All rights reserved
1941-1367/09/1205-0019$20.00


感觉好的，别忘了顶帖

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关键词：Enjoyable Samuelson Finance Financ Samuel Finance Theory Paul Modern Enjoyable

一个多小时可，一个顶的都没有
    好失望

Abstract
This is a terse account of group creation of modern finance theory;
and a sampling of my prosaic autobiographical investing and consulting
for nonprofit academies. Eschewing 1900 Bachelier and
1905 Einstein white noise randomness, my martingale version of
market micro efficiency invoked no violation of economic law. My
attempts to establish pricing theory for options fell a bit short of
the Black-Scholes-Merton Holy Grail. For life cycle investing,
mathematicians’ maximum growth Kelly criterion was debunked,
as were vulgar notions that necessarily riskiness is averaged downward
for long-term investors. Popular Markowitz-Tobin quadratic
programming was shown to hold generically only for smallest
price variations or for unrealistic risk-aversion functions. Because
economic history at best obeys only quasi-stationary probabilities,
no sure-thing formulas will ever be definable. Excess returns—
excess “alphas”—can result only from early new “insider” knowledge,
however acquired—legally or illegally. Boo hoo.

自己顶一个

这可是好东东啊

谢谢楼主

这是萨翁自传性质的绝笔之作

     如果诸位要是真的觉得不值这些钱或者钱不够

     可以留下邮箱

     我可以免费发给你们

     感觉好的请帮忙顶一下

即使是5个币，俺也下载不了

    可怜

请楼上的把信箱留下
我发给你就是啦

看来格林的计量经济分析也是你原创了，可惜我已经在Jay_hawk
处用10币购买了，并留了言。不错，谢谢你的好书。

谢谢支持！！！！