2.Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex, England: Wiley, 2003).
•Chapter 4 – The Capital Asset Pricing Model and Its Application to Performance Measurement

321938.pdf
大小:(188.38 KB)

只需: 5 个论坛币  马上下载

[此贴子已经被作者于2009-5-5 13:12:11编辑过]

3. Richard Grinold and Ronald Kahn, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition (New York: McGraw‐Hill, 1999).
• Chapter 7 – Expected Returns and the Arbitrage Pricing Theory

321183.pdf
大小:(177.03 KB)

只需: 5 个论坛币  马上下载

[此贴子已经被作者于2009-5-2 17:07:30编辑过]

4. René M. Stulz, Risk Management & Derivatives (Florence, KY: Thomson South‐Western, 2002).
• Chapter 2 – Investors and Risk Management
• Chapter 3 – Creating Value with Risk Management

321185.pdf
大小:(148.58 KB)

只需: 5 个论坛币  马上下载

321186.pdf
大小:(184.26 KB)

只需: 5 个论坛币  马上下载

[此贴子已经被作者于2009-5-2 17:07:15编辑过]

5. René M. Stulz, “Risk Management Failures: What are They and When Do They Happen?” Fisher College of Business Working Paper Series (Oct. 2008).

321190.pdf
大小:(276.97 KB)

只需: 3 个论坛币  马上下载

[此贴子已经被作者于2009-5-2 17:05:26编辑过]

6. Reto Gallati, Risk Management and Capital Adequacy (New York: McGraw‐Hill, 2003).
• Chapter 6 – Case Studies

321191.pdf
大小:(344.83 KB)

只需: 5 个论坛币  马上下载

[此贴子已经被作者于2009-5-2 17:05:14编辑过]