发帖
雷达卡
这是CIIA 参考书目，人大论坛上好像大部分都有下载的。赞人大经济论坛的博大精深。
References
1. Portfolio Management
BKM: Bodie, Kane and Marcus, Investments, McGraw-Hill, International 2008,
7th edition
SAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6th
edition
SOLNIKM: Bruno Solnik and Mcleavey, International Investments, Addision-
Wesley, 2004, 5th edition
GK: Grinold and Kahn, Portfolio Management, Probus Publishing, Chicago,
Cambridge (U.K.)
B: Blake, D. (2006): Pension Finance.
S: Scherer, B. (2003): Asset and Liability Management Tools
F: Fabozzi, F.J. (1999): Investment Management
LBK: Leibowitz, M.L.; L.N. /Bader & S.K. Kogelman (1996): Return Targets
and Shortfall Risks.
M: Muralidhar, A.S. (2001): Innovations in Pension Fund Management.
2. Equity Valuation and Analysis
SAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6th
edition
BMA: Brealey and Meyers Allen, Corporate Finance, McGraw-Hill,
International 2006, 8th edition
BKM: Bodie, Kane and Marcus, Investment, McGraw-Hill, International 2008,
8th edition
SOLNIKM: Solnik and Mcleavey, International Investment, Addision-Wesley,
International 2004, 4th edition Exam Guide
? ACIIA August 2008 2
3. Bond Valuation and Analysis
SAB: Sharpe, Alexander and Bailey, Investment, Prentice-Hall, 1999, 6th
edition
BKM: Bodie, Kane and Marcus, Investments, McGraw-Hill, International, 2008
7th edition
FAB: Fabozzi Frank, J., Bond Markets, Analysis and Strategies, Prentice-Hall,
International 2007 6th edition
HULL(f): Hull, Fundamentals of Futures and Options Markets, Prentice-Hall, 200,
6th
edition
HULL Hull, Options, Futures and Other Derivatives, Prentice-Hall, International
2006, 6th edition
FEL: Felsenheimer, Jochen, Gisdakis, Philip and Zaiser, Michael, Active Credit
§Portfolio Management, A practical guide to credit risk management
strategies, Wiley, 2006
4. Derivative Valuation and Analysis
HULL(f): Hull, J., Fundamentals for Futures and Options Markets, Prentice-Hall,
International 2008, 6th edition
SAB: Sharpe, Alexander and Bailey, Investments, Prentice-Hall, 1999, 6th
edition
BKM: Bodie, Kane and Marcus, Investments, McGraw-Hill, International 2008,
7th edition
FAB: Fabozzi Frank, J., Bond Markets, Analysis and Strategies, Prentice-Hall,
2007, 6th edition
ESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,
Addison-Wesley, International 2007, 11th edition
HULL Hull, J. , Options, Futures & Other Derivatives, Prentice-Hall,
International, 2006, 6th edition
5. Corporate Finance
BMA: Brealey and Meyers and Allen, Principle of Corporate Finance,
McGraw-Hill, International 2006, 6th edition
ESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,
Addison-Wesley, International 2007, 11th edition Exam Guide
? ACIIA August 2008 3
6. Financial Accounting and Financial Statement Analysis
WSF: White, Sondhi and Fried, The Analysis and Use of Financial Statements,
John Wiley & Sons Inc., 1994
ESM: Eiteman, Stonehil and Moffett, Multinational Business Finance,
Addison-Wesley, 1995, 8th edition
REES: Bill Rees, Financial Analysis, Prentice-Hall, 1995
PENMAN Stephen, Financial statement analysis and security valuation, McGraw-
Hill, International edition, 2001.
ABJ: Alexander David, Anne Britton and Ann Jorissen,
International financial reporting and analysis, Thomson, 2005.
PHB: Palepu Krishna, Paul Healy and Victor Bernard, Business
analysis and valuation using financial statements, Thomson Learning,
2nd edition, 2000.
BENNINGA Simon and Oded SARIG, Corporate finance: A valuation approach,
McGraw-Hill, 1997
IFRS/IAS Accounting Standards
7. Economics
KO: Krugman and Obstfeld, International Economics, Theory and Policy,
Addison-Wesley, 2003, 6th edition
Mankiw: Mankiw, Macroeconomics, Worth Publishers, 2007, 6th edition
Blanchard: Blanchard, Macroeconomics, Pearson Prentice Hall, 2006, 4th edition
Dornbusch: Dornbusch, Fischer and Startz, Macroeconomics, McGraw-Hill, 2003,
9th edition
Exam Guide
? ACIIA August 2008 4
Further Readings
1. Portfolio Management
- Elton, E. and Gruber, M., Modern Portfolio Theory and Investment Analysis,
New York, John Wiley & Sons Inc. 1991
- Margin, J.L., Tuttle, D. L. (ed)., Managing Investment Portfolios, Warren,
Gortham & Lamont, 1990, 2nd
edition
- Farell, Portfolio Management, Theory and Applications, McGraw-Hill, 2nd
edition
- Chopra & Ziembra, The effect of errors in means, variance and covariance on
optimal portfolio choice, JPM, 1993
- Fischer & Statman, The mean-variance optimization puzzle: security portfolios
and food portfolio, FAJ, 1997
- Perold & Sharpe, Dynamic Strategies for Asset Allocation, FAJ, 1988
- Odier & Solnik, Lessons for International Asset Allocation, FAJ, 1993
- Jorion, Risk, Measuring the risk in value at risk, FAJ, 1996
- Beckers, Manager Skill and Investment Performance: How strong is the link?,
JPM, Summer 1997
- Kahn, R., What Practicioners need to know about backtesting, FAJ, 1990
2. Equity Valuation and Analysis
3. Bond Valuation and Analysis
- Douglas, L., Bond Risk Analysis, New York, Institute of Finance, 1990.
- Elton, E. and M. Gruber, Modern Portfolio Theory and Investment Analysis,
Wiley, 1991, chap. 18-20
- Fabozzi, F. (ed)., Bond and Mortgage Markets, Probus, 1989
- Fabozzi, F. (ed)., The Handbook of Fixed Income Securities, Irwin, 1991.
- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance,
Blackwell, 1998
- London, J. Modelling Derivatives Applications, FT Press, 2007
- Neftci, Salih N. Principles of Financial Engineering, Elsevier Academic Press,
2004
- Elton, Edwin J. Gruber, Martin J. Agrawal, Deepak and Mann, Christopher,
Expaining the rate spread on corporate bonds, Journal of Finance, Feb 2001
- Dynkin, Lev, Gould, Anthony, Hyman, Jay, Konstantinovsky, Vadim, Phelps
Bruce, Quantitative Management of Bond Portfolios, Princeton University Press,
2007 Exam Guide
? ACIIA August 2008 5
- Duffie, D. Singleton, Kenneth J. Credit Risk, Pricing, Meaurement and
Management, Princeton University Press, 2007
- Deutsche Bundesbank(BUBA), Credit Default Swaps-Funktionen, Bedeutung
und Informationsgehalt, Monatsbericht, Dec 2004
- Das, Sanjiv R., Hanouna, P. Credit Defaualt Swap Spreads, working paper,
Santa Clara University , California, 21 June 2006
- Bank für internationalen Zahlungsverkehr (BIZ) Indextranchen von Credit
Default Swaps und die Bewertung von Kreditriskokorrelaionen, BIZ-
Quartalsbericht, M?rz 2005
4. Derivative Valuation and Analysis
- Hull, J., Options, Futures and other Derivatives and Securities, 4th
edition, 1997
- Chriss, N., Block-Scholes and beyond; option pricing models, 1997
- Rebonato, R., Interest-Rate Option Models, 1997
- Galitz, L., Financial Engineering, 1995
- Natenberg, S., Option Volatility and Pricing, 1994
5. Corportate Finance
- Clifford W. Smith, Raising Capital: Theory and Evidence (in JS & DC)
- Yakov Amihud and Haim Mendelson, Liquidity and Cost of Capital: Implication
for Corporate Management (in JS & DC)
- Barr Rosenberg and Andrew Rudd: The Corporate Uses of Beta (in JS & DC)
- S.P. Kothari and Jay Shanken, In Defence of Beta (in JS & DC)
- Stewart Myers, The Search for Optimal Capital Structure (in JS & DC)
- Stewart Myers, Still Searching for Optimal Capital Structure (in JS & DC)
- Merton Miller; The Modigliani Miller Propositions after Thirty Years
- Randal Woolridge and Chinmoy Gosh, Dividend Cuts: Do They Always Signal
Bad News?
- Michael Jensen, The Takeover Controversy: Analysis and Evidence
- Allen Michel, Israel Shaked, RJR: A Case Study of a Complex Leveraged
Buyout, FAJ, September-October 1991
- Mike Wright and Ken Robbie, Corporate Restructuring, Buy-outs and
Managerial Equity, The European Dimension
- Clifford Smith and D. Skyes Wilford, Managing Financial Risk
- Philippe Jorion, Risk: Measuring the Risk in Value at Risk, FAJ,
November/December, 1996
- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance,
Blackwell, 1998 Exam Guide
? ACIIA August 2008 6
6. Analysis of Financial Reports and Accounts
- Elliot and Elliot, Financial Accounting and Reporting, Prentice-Hall, 2nd
edition, 1996
- Foster, Financial Statement Analysis, 2nd edition, Prentice-Hall, 1986
7. Economics
- Krugmann, Paul R. & Obstfeld, Maurice (1994), International Economics:
Theory and Policy, 3rd
edition, HarperCollins College Publishers (Scott,
Foresman & Co), New York
- Samuelson, Nordhaus (1998), Economics, 16th
edition, Irwin McGraw-Hill, New
York
- Solnik, Bruno (1996), International Investment, 3rd
edition, Addision-Wesley,
Reading, MA
京公网安备 11010802022788号
