感谢分享~~~~~~么么哒

[1] Portfolio Selection-Markowitz, JF1952(均值-方差模型)
[2] Existence of an Equilibrium for a Competitive Economy-Arrow&Debreu,
Econometrica1954(Arrow-Debreu均衡)
[3] The Cost of Capital, Corporation Finance and the Theory of
Investment-Modigliani&Miller, AER1958(MM定理)
[4]Capital Asset Prices- A Theory of Market Equilibrium under Conditions of
Risk-Sharpe, JF1964(CAPM)
[5] Security Prices, Risk, and Maximal Gains From Diversification-Lintner,
JF1965(CAPM)
[6] Equilibrium in a Capital Asset Market-Mossin, Econometrica1966(CAPM)
[7] The Arbitrage Theory of Capital Asset Pricing-Ross, JET1976(APT)
[8] The Pricing of Options and Corporate Liabilities-Black&Scholes, JPE1973(B-S)
[9] Theory of Rational Option Pricing-Merton, Bell JEMS1973(B-S)
[10] Proof that properly anticipated prices fluctuate randomly-Samuelson, Industrial
Management Review1965(EMH)
[11] Efficient Capital Markets- A Review of Theory and Empirical Work-Fama,
JF1970(EMH)
[12] Market efficiency, long-term returns, and behavioral finance-Fama,
JFE1998(EMH)
[13] Common risk factors in the returns on stocks and bonds-Fama&French,
JFE1993(三因子模型)
[14] Multifactor Explanations of Asset Pricing Anomalies-Fama&French, JF1996(三
因子模型)
[15] Anomalies- The Equity Premium Puzzle-Siegel&Thaler, JEP1997(股权溢价之谜)
gubuqiu