《asset pricing》 John H. Cochrane

《Dynamic Asset Pricing Theory 》 Darrell Duffie

Continuous- time Finance Merton R.C.

Arbitrage Theory in Continuous Time Tomas Bjork

Asset Pricing Theory Claus Munk

Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance) Ser-Huang Poon, Richard C. Stapleton

[此贴子已经被作者于2007-6-12 5:57:24编辑过]

NBER Papers in Asset Pricing

http://www.nber.org/papersbyprog/AP.html