第一篇
题目:Two Trees
作者:Cochrane, John H., Francis A. Longstaff, and Pedro Santa-Clara
期刊:Physica A 382 (2007) 149–171
备注:Review of Financial Studies, 21(1): 347–85, 2008
第二篇
题目:Multiple Risky Assets, Transaction Costs and Return Predictability: Allocation Rules and Implications for U.S. Investors
作者:Lynch, Anthony, and Sinan Tan
期刊:Journal of Financial and Quantitative Analysis
第三篇
题目:Search and Endogenous Concentration of Liquidity in Asset Markets
作者:Vayanos, Dimitri, and Tan Wang
期刊:Journal of Economic Theory, 136(1): 66–104