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十几篇有关资产定价，公司金融以及行为金融的经典文献,目录如下：

PART I ASSET PRICING 1. The Role of Securities in the Optimal Allocation of Risk Bearing

2. Portfolio Selection

3. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

4. An Intertemporal Capital Asset Pricing Model

5. Multifactor Explanations of Asset Pricing Anomalies

6. The Pricing of Options and Corporate Liabilities

7. Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long Lives Securities

8. The Transactions Demand for Cash: An Inventory Theoretic Approach

9. A Theory of the Term Structure of Interest Rates PART II MARKETS AND INSTITUTIONS

10. Efficient Capital Markets: A Review of Theory and Empirical Works

11. On the Impossibility of Informationally Efficient Markets

12. A Functional Perspective of Financial Intermediation PART III CORPORATE FINANCE

13. The Cost of Capital, Corporate Finance and the Theory of Investment

14. The Capital Structure Puzzle

15. A Survey of Corporate Goverance PART IV BEHAVIORAL FINANCE

16. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

17. Law and Finance

[此贴子已经被作者于2007-11-10 1:30:20编辑过]