Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex: Wiley, 2003).
Chapter 4 – The Capital Asset Pricing Model and Its Application to Performance Measurement
Chapter 6 – Multi-Factor Models and Their Application to Performance Measurement
Chapter 8 – Fixed Income Security Investment
小弟最近要参加frm考试,但有关上面三部分的知识仍然掌握不好,希望有上述资料的朋友帮忙提供以下。
如果能有原书的话就更好了。