1. kennth.Arrow "the role of securities in the optimal allocation of risk-bearing" (review of economic studies)

2Modligliani&Miller "the cost of capital ,corporation finance an the theory of investment"(american economic review)

3William Sharpe 'Capital asset prices:a theory of market equilibrium under condition of risk'(Journal of finance)

4Merton"an internationl capital asset pricing model"

5Stephen Ros"the arbitrage theory of capital asset pricing"

6 martingales and arbitrage multiperiodic securities market-Harrison&Kreps

7 a theroy of the term structure of interest rates -Ross

8implementing arrow-debreu equilibria by continuous trading of few long-lived securities -Chifu Huang&Duffie

9multifactor explanation of asset pricing anomalies -Fama&French

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本附件包括：

• The Role of Securities in the Optimal Allocation of Risk-bearing.pdf

5886.rar
大小:(1.06 MB)

 马上下载

本附件包括：

• William Sharpe 'Capital asset pricesa theory of market equilibrium under condition of risk'(Journal of finance).pdf

1. kennth.Arrow "the role of securities in the optimal allocation of risk-bearing" (review of economic studies)

2Modligliani&Miller "the cost of capital ,corporation finance an the theory of investment"(american economic review)

3William Sharpe 'Capital asset prices:a theory of market equilibrium under condition of risk'(Journal of finance)

4Merton"an internationl capital asset pricing model"

7 a theroy of the term structure of interest rates -Ross

8implementing arrow-debreu equilibria by continuous trading of few long-lived securities -Chifu Huang&Duffie

9multifactor explanation of asset pricing anomalies -Fama&French

except two of ross'

maybe nexttime

Feder, G. (1982):"On Exports and Economic Growth."

楼主能不能帮我找下这个文章 "what's special bank"作者是George J Benston 大概是美国的

"the financial review" 2004年的39期

[此贴子已经被作者于2004-12-27 23:07:28编辑过]

找不到

不好意思

谢谢。

楼主帮我找找商业银行产权 commercial bank Property Right方面的文献

小弟先谢过了。能不能发到我邮箱啊，dhzhou1982@tom.com dhzhou1982@hotmail.com

谢谢

1,Bruce A. Forster,"Optiaml Energy Use in a Polluted Environment",Journal of Environmental Economics and Management,1980,pp,321-333

2,O.L.Managasarian,"Sufficient Conditions for the optimal Control of nonlinear system",SIAM Journal on control,Vol.4,February 1966,pp.139-152

3.L.S.Pontryagin et al.,The mathematical theory of optimal processes, Interscience,New Youk,1962,pp.23-27

4.William D.Nordhaus,"The pociical business cycle,"Review of Economic studies,April,1975,pp.169-190

5.Morton I.Kamien and Nancy L.Schwariz,Dynamic optimazation:calculus of variations and optimal control in economics and management.

6.弗里兹.马契拉普:"静态学与动态学:众说纷纭的术语",载<南方经济杂志>,1959年10月,pp,91-110.(这个是中文的,不好意思我实在找不到它).

如果能给我找到这两篇常用的时间序列经典论文的话，非常感激!估计很多人有,请传上来吧?谢谢了!!!

engle 的ARCH模型,Bollersler的GARCH模型和估计.

Engle,R.F.,(1982),"Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation" ,Econometrica

Bollersler,T. and Wooldridge,J.M,(1992) "Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances" Econometric Reviews,11(2)

帮忙找这几篇吧

Miller, M. and M. Scholes, "Dividends and Taxes" Journal of Financial Economics, vol. 6, 1978, pp. 333-364. Miller, M. and M. Scholes, "Dividends and Taxes: Some Empirical Evidence," Journal of Political Economy, vol. 90, 1982, pp. 1118-1141. Miller, M. and K. Rock, "Dividend Policy under Asymmetric Information," Journal of Finance, vol. 40, 1985, pp. 1031

请楼主帮忙寻找：

Goodhart, Charles A. E. 和O'Hara, Maureen写的 “High frequency data in financial markets: Issues and applications”Journal of Empirical Finance.

谢谢！

楼主:

Rafael La Porta , Florencio Lopez de Silanes , Andrei Shleifer and Robert W. Vishny Law and Finance JPE 98

不好意思

都没有时间找

公布几个账号把

看能不能找到

1.地址http://search.epnet.com/login.aspx?authtype=uid 用户名: irvingtonhs 密码: irvingtonhs 2.国外大学的ebsco入口 地址：亚利桑那大学EBSCO入口 http://search.epnet.com/Community.aspx?authtype=ip&ug=7E56691671266D967EA2&return=y

http://search.epnet.com/ User Name: Provcath Password: Library

楼主能不能帮我找一下这本书.Foundation for Financial Economics Huang C.F. & Litzenberger R.H.

谢谢了!!

Hawks寻:

Michael Jensen and William Meckling,"Theory of the Firm: Managerial Behavior,Agency Costs, and Ownship Structure",JFE,1976

Eugene Fama,"Agency Problems and the Theory of the Firm",JPE,1980

8171.rar
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本附件包括：

• Agency Problems and the Theory of the Firm.pdf

Eugene Fama,"Agency Problems and the Theory of the Firm",JPE,1980

8173.rar
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本附件包括：

• Jensen-Meckling.pdf

Michael Jensen and William Meckling,"Theory of the Firm: Managerial Behavior,Agency Costs, and Ownship Structure",JFE,1976

两篇

Harrison, J. M. and D. Kreps (1979), \Martingales and Arbitrage in Multiperiod Securities Markets", Journal of Economic Theory 20, 381-408.

Ross, S. A. (1976), \The Arbitrage Theory of Capital Asset Pricing," Journal of Economic Theory 13, 341-360.

谢谢！

求助楼主

Kofman,F and Lawarree.J.On the optimality of allowing collusion.Journal of public economics61,383-407,1996.

H,Itoh,Coorperation in hierachical organizations:An incentive perspective,Journal of law,economics and organization.8:321-345,1992.

R.T.S.RamakrishnanA.V.Thakor,Coorperation versus competition in agency.Journal of law,economics and organization.7:248-283,1991.