1. 题目:Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence
作者:
Praveen Kumar Sorin M. Sorescu Rodney D. Boehme Bartley R. Danielsen
来源:Review of Financial Studies 2008 21(3):1037-1075; doi:10.1093/rfs/hhn016
链接:http://rfs.oxfordjournals.org/cgi/content/abstract/21/3/1037
2 题目: Resolving Macroeconomic Uncertainty in Stock and Bond Markets
作者:Alessandro Beber1 and Michael W. Brandt2
来源:Review of Finance, doi:10.1093/rof/rfn025
链接:
http://rof.oxfordjournals.org/cgi/content/abstract/rfn025v1
3. 题目:Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
作者:Michael S. Johannes Nicholas G. Polson Jonathan R. Stroud
来源:Review of Financial Studies, doi:10.1093/rfs/hhn110
链接:http://rfs.oxfordjournals.org/cgi/content/abstract/hhn110v1