金融经济学经典文献
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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.wddqw.com/doc/917fd6f0c2c708a1284ac850ad02de80d4d80611.html