【#文档大全网# 导语】以下是®文档大全网的小编为您整理的《金融经济学经典文献》,欢迎阅读!
金融经济学经典文献
汪炜 推荐2008/11
Articles:
Kenneth J. Arrow:The Role of Securities in the Optimal Allocation of Risk-bearing,Econometrie,1953;Review of Economic Studies,1964/31
K. Arrow、G. Debreu:Existence of An Equilibrium for A Competitive Economy,Econometrica,1954/22
Harry Markowitz:Portfolio Selection,Journal of Finance,1952/7 Franco Modigliani、Merton H. Miller:The cost of Capital, Corporation Finance and the Theory of Investment,American Economic Review,1958/48
William F. Sharpe:Capital asset prices:A theory of capital market equilibrium under conditions of risk,Journal of Finance,1964/19
Eugene F. Fama:Efficient Capital Markets:A Review of Theory and Empirical Work,Journal of finance,1970/25
Fisher Black、Myron Scholes:The Pricing of Options and Corporate Liabilities,Journal of Political Economy,1973/81
Robert C. Merton:An Intertemporal Capital Asset Pricing Model,Econometrica,1973/41 Robert C. Merton:The Theory of Rational Option Pricing,Bell Journal of Economics and Management Science,1973/4
Stephen A. Ross:The Arbitrage Theory of Capital Asset Pricing,Journal of Economic Theory,1976 /13
R.Roll:A Critique of the Asset Pricing Theory's Tests,Journal of Financial Economics,1977/4 Stephen A. Ross:A Simple Approach to The Valuation of Risky Streams,Journal of Business,1978/51
John C.Cox、Steven Ross、MarK Rubinstein:Options Pricing: A Simplified Approach,Journal of Financial Economics,1979/ 7
Michael H. Harrison、David M. Kreps:Martingales and Arbitrage in Multiperiod Securities Markets,Journal of Economic Theory,1979/20
Daniel Kahneman、Tversdy:Prospect Theory: An Analysis of Decision Making Under Risk,Econometrica,1979/47 R.Roll、Stephen A. Ross:An Empirical Investigation of The Arbitrage Pricing Theory,Journal of Finance,1980/35
S.Grossman、J.Stiglitz:On the Impossibility of Informationally Efficient Markets,American Economic Review,1980/70 David M. Kreps:Arbitage and Equilibrium in Economics with Infinitely Commodities,Journal of Mathematical Economics,1981/8 John C. Cox、Jonathan E. Ingersoll、Stephen A. Ross:A theory of the Term Structure of Interest
Rates,Econometrica,1985/53
Darrell Duffie、Chi-Fu Huang:Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities,Econometrica,1985/53
Harris、M. A.Raviv:The Theory of Capital Structure,Journal of Finance,1991/ 49
Eugene F. Fama、Kenneth R. French:Multifactor explanations of asset pricing anomalies,Journal of Finance,1996/51
Hersh Shefrin、Meir Statman:Behavioral Portfolio Theory,Journal of Financial and Quantitative Analysis,2000/ 35
Literatures:
Harry Markowitz:Portfolio Selection: Efficient Diversification of Investment,Cambridge:Basil Blackwell,1959(1991 Second ed.)
William F. Sharpe:Portfolio Theory and Capital Markets,McGraw-Hill,1970(2000 Second ed.)
Robert C. Merton:Continuous-Time Finance,Oxford:Blackwell,1992 M. O'Hara:Market Microstructure Theory,Basil Black-well,1995
D. Duffie:Dynamic Asset Pricing Theory,Princeton University Press,1996
Andrei Shleifer:Inefficient Markets: An Introduction to Behavioral Finance,Oxford University Press,2000
Robert J. Shiller:Irrational Exuberance,Princeton University Press,2000
Peter L. Bernstein:Investment Revolution,1992
Peter L. Bernstein:Capital Ideas Evolving,John Wiley & Sons, Inc. 2007
Surveys:
D.Duffie:The New Palgrave: Finance, A Review,Journal of Monetary Economics,Vol. 25,1990 John Y. Campbell:Asset Pricing at the Millennium,Harvard Institute of Economic Research Working Papers 1897, 2000
G.Hawawini、D.B.Keim:The Cross Section of Common Stock Returns:A Review of the Evidence and Some New Findings,Working Paper,1998;Cambridge University Press,2000 Ananth Madhavan:Market Microstructure: A Survey,Working Paper,2000
Nicholas Barberis、Richard Thaler:A Survey of Behavioral Finance,Working Paper,2001 Sanjiva Prasad、Christopher J.Green、Victor Murinde:Company Financing, Capital Structure, and Ownership: A Survey, and Implications For Developing Economies,Working Paper,2001 Bruno Biais、Larry Glosten、Chester Spatt:The Microstructure of Stock Markets,Working Paper,2002
本文来源:https://www.wddqxz.cn/917fd6f0c2c708a1284ac850ad02de80d4d80611.html