<p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt; LINE-HEIGHT: 50%;"><span style="; COLOR: black; LINE-HEIGHT: 50%; FONT-FAMILY: 宋体; mso-bidi-font-family: tahoma;"><span lang="EN-US"><a href="https://commerce.metapress.com/content/q472h4256403267r/resource-secured/?target=fulltext.pdf&amp;sid=1akzle45qtkwav2kt35uztrz&amp;sh=www.springerlink.com"></a></span></span></p><p></p><p></p><p>文章1 </p><p><br/>题名：A CAPM Without Mean - Variance Efficiency of the Market Portfolio<br/>&nbsp;</p><p>作者：ABRAHAM LIOUI </p><p><br/>期刊全称或缩写：Working Paper Series ,</p><p><br/>年份，卷（期）September 1998</p><p><br/>起止页码：1141－1170</p><p><br/><a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=140779">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=140779</a></p><p><br/>文章2 </p><p><br/>题名：THE BENCHMARK BETA, CAPM, AND PRICING ANOMALIES</p><p><br/>作者：Eti Einhorn and Amir Ziv</p><p><br/>期刊全称或缩写：EUN Oxf. Econ. Pap..1994; 46: 330-343 </p><p><br/>年份，卷（期）, 1994; 46:</p><p><br/>起止页码： 330-343 </p><p><br/>电子链接：<a href="http://oep.oxfordjournals.org/cgi/reprint/46/2/330">http://oep.oxfordjournals.org/cgi/reprint/46/2/330</a></p><p><br/>文章3 </p><p><br/>题名：Necessary and Sufficient Conditions for the CAPM</p><p><br/>作者：JONATHAN BERK </p><p><br/>期刊全称或缩写：Working Paper Series </p><p><br/>年份，卷（期）University of California, Berkeley - Finance Group; National Bureau of Economic Research (NBER)</p><p><br/>起止页码：</p><p><br/>电子链接：<a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=5357">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=5357</a></p><p><br/>文章4 </p><p><br/>题名：The residual market factor, the APT, and mean-variance efficiency</p><p><br/>作者：Isabel Yanyan Wang</p><p><br/>期刊全称或缩写：Review of Quantitative Finance and Accounting</p><p><br/>年份，卷（期）Volume 1, Number 1 / 1991年1月</p><p>&nbsp; <br/>起止页码：27-49</p><p><br/>电子链接：<a href="https://commerce.metapress.com/content/q472h4256403267r/resource-secured/?target=fulltext.pdf&amp;sid=1akzle45qtkwav2kt35uztrz&amp;sh=www.springerlink.com">https://commerce.metapress.com/content/q472h4256403267r/resource-secured/?target=fulltext.pdf&amp;sid=1akzle45qtkwav2kt35uztrz&amp;sh=www.springerlink.com</a><br/></p>

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