Financial Models and Theories

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by Professor Jonathan Ingersoll

[size=1.25]phd-level的text book，在他的主页上可以下载。书还没完结，下面章节主要是涉及single-period models。

Chapter 1: Utility TheoryChapter 2: Risk and Risk Aversion
Chapter 3: Arbitrage
Chapter 4: Complete Markets
Chapter 5: Mean-Variance Theory and the CAPM
Chapter 6: Extensions to the CAPM
Chapter 7: The Portfolio Problem
Chapter 8: Efficient Portfolios
Chapter 9: Mutual Fund Separation Theorems
Chapter 10: APT
Chapter 11: Probability Weighting
Chapter 12: Cumulative Prospect Theory

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关键词：financial Theories Financia inancial nancial