我想找一篇“The Theory of Interest”

是S.G.Kellison 凯利森著的，英文原本的。

谢谢了！拜托～～～

劳烦楼主，能不能帮我找找equity asset pricing方面比较权威，近两年的paper?

非常感谢

求private investment一书,谢谢!

求Financial Structure and Aggregate Economic Activity: An Overview的译文

Options on the Maximum or the Minimum of Several Assets
Herb Johnson
The Journal of Financial and Quantitative Analysis, Vol. 22, No. 3 (Sep., 1987), pp. 277-283
doi:10.2307/2330963

原文

顶

【题 名】:Portfolio Selection in Stochastic Environments .【作 者】:Jun Liu 【杂志全称或缩写】:Review of Financial Studies【年份,卷(期),起止页码】:2007 20: 1-39

或者

Liu, J. (1998), Portfolio Selection in Stochastic Environments, mimeo, UCLA.

谢谢

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=89125

ssrn上的几篇论文，学校下不了

1.Information Uncertainty and Expected Returns Guohua Jiang , Charles M.C. Lee and Grace Yi Zhang
2.Tunneling in China: The Surprisingly Pervasive Use of Corporate Loans to Extract Funds from Chinese Listed Companies
3.Do Management Forecasts Dampen Analysts' Expectations?
4.The Greater Market Mis-Valuation of Accruals when the Stock Performance is Poor
5.A Re-examination of China's Share Issue Privatization: Does it Not Improve SOE Profitability?
6.Efficiency Loss and Incentive Distortion Associated with Over-regulation in an Underdeveloped Chinese Securities Market

[此贴子已经被作者于2007-6-20 18:28:40编辑过]

太感謝了！

感謝您的熱心！

[20]陈刚.证券投资基金评价的非参数方法[J].统计与信息论坛,

[21]罗洪浪,王浣尘,田中甲.基于DEA的封闭式基金业绩评价[J].中国管理科学,

[22]罗洪浪,王浣尘,田中甲.双风险度量下封闭式基金业绩的数据包络分析[J].系统工程

[23]韩泽县,刘斌.基于数据包络分析(DEA)的封闭式基金相对业绩评价[J].管理评论

[24]马利军,伍建,程希骏.基于DEA方法的投资基金业绩评价[J].价值工程

[26]蒋崇辉,马永开.基金业及评价方法新探及其实证研究[J].管理学报

[27]马占新,唐焕文.关于DEA有效性在数据变换下的不变性[J].系统工程学报

[28]魏权龄.数据包络分析(DEA)[J].科学通报

[29]方兆本,李德辉.证券投资基金业绩评估之综述[J].管理科学

[30]易荣华,达庆利.封闭型基金绩效评估与相对投资价值评价[J].南开管理评论

[31]于玲,王波,范忠骏.证券投资基金绩效评价研究[J].上海理工大学学报

[32]廖华,廖小荣.数据包络分析法在基金业绩评价中的应用[J].管理学报
[33]赵旭,吴冲锋.证券投资基金业绩与持续性评价的实证研究--基于DEA模型与R/S模型的评价[J].管理科学

万分感谢!!!!

Stock Index Futures and Index Arbitrage in a Rational Expectations Model,

Anne Fremault

Journal of Business, 1991, vol. 64, issue 4, pages 523-47

谢谢

THANK YOU VERY MACH! I WANT :

1.Brennan, M, Schwartz, E. S. The pricing of equitiy-linked life insurance policies with an asset value guarantee [J]. Journal of financial economics, 1976,3: 195-213.

2.Boyle, P P, Schwartz, E S. Equilibrium prices of guarantees under equity-linked contracts [J]. Journal of risk and insurance, 1997, 44: 639-660.

3.Baccinello A R, Ortu, F. Pricing equity-linked life insurance with endogenous minimum grarantees [J]. Insurance: mathematics and economics, 1993, 12: 245-258.

4.Aase, K, Persson, S A. Valuation of the minimum guaranteed return embedded in life insurance products [J]. Jouranl of risk and insurance, 1997, 64: 599-617

5.Briys, E, de Varenne, F. Life insurance in a contingent claim framework: pricing and regulatory implications [J]. Geneva papers on risk and insurance theory, 1994, 19: 53-72

6.Briys, E, de Varenne, F. On the risk of insurance liabilities: debunking some common pitfalls[J]. Journal of risk and insurance, 1997, 64: 673-694.

7.Grosen, A, Jorgensen, P L. Life insurance liabilities at market value: an analysis of insolvency risk, bous policy, and regulatory intervention rules in a barrier option framework [J]. Journal of risk and insurance, 2002, 69: 63-91.

thank you for your share.

I need the title is about management of interest rate risk and marketing of interest rate.

Could you pls find for me?,thanks.

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=89125

zhege这个 不错

楼主你好，能帮查下以下外文资料吗？先谢谢了

[2] Putnam, Blu. Risk budgeting and asset allocation[J].Global investor, Jun 2000(133):47-50.
[3] Arnott, Robert D. Risk Budgeting and Portfolio Alpha[J].Journal of Investing, Summer 2002,
11(2):15-23.
[4] Roger G. Clarke, Harindra de silva. And Brett Wander. Risk Allocation versus Asset
allocation[J].The Journal of Portfolio Management, Fall 2002, 29(1):9-30.
[5] Barton Waring, Duane Whitney, John Pirone and Charles Castille. Optimizing Manager Stucture
and Budgeting Manager Risk[J].The Journal of Portfolio Management, Spring 2000,
26(3):90-104.
[6] Eric H. Sorensen, Edward Qian, Robert Schoen and Ronald Hua. Multiple Alpha Sources and
Active Management[J]. The Journal of Portfolio Management, Winter 2004, 30(2): 39-45.
[7] James H. Gilkeson and Stuart E. Michelson. Manager Risk and Risk Budgeting[J].Journal of
Investing, Spring 2005, 14(1):73-82.
[8] Clifford De Souza and Suleyman Gokcan. Hedge Fund Investing: A Quantitative Approach to
Hedge Fund Manager Selection and De-Selection[J]. Journal of Wealth Management,
Spring2004,6(4):52-73.
[9] Kent A. Clark and Kurt Winkelmann. Active Risk Budgeting In Action: Understanding Hedge
Fund Performance[J]. Journal of Alternative Investments, Winter 2004,7(3):35-46.
[10] Chow, George, Mark Kritzman. Risk Budgets[J].The Journal of Portfolio Management, Winter
2001,27:56-64.
[11] Andrew Alford，Robert Jones，and Kurt Winkelmann. A Spectrum Approach to Active Risk
Budgeting[J]. The Journal of Portfolio Management, Fall 2003,30(1): 49-60.
[12] Ilya Figelman. OptimalActive Risk Budgeting Model[J]. The Journal of Portfolio Management,
Summer 2004,30(4): 22-34.
[13] Peters, Donald J. What a Portfolio Manager Needs to Implement a Tax-Efficient Strategy[J].
Journal of Investing, Spring 2003,12(1): 23-30.
[14] Philippe Jorion. Portfolio Optimization With Tracking-error Constraints[J]. Financial Analysts
Journal, Sep/Oct2003, 59(5): 70-82.
[15] Blitz, David C. and Jouke Hottinga. Tracking Error Alloction[J]. The Journal of Portfolio
Management, Summer 2001: 19-25.
[16] Rawls, S. Waite and Karen Izakson. Why is Everyone Talking About Risk Allocation?[J].
Global Investor, Feb. 2000:46-47.

楼主，麻烦帮我再找这几篇文献，多谢啦！^-^

1.Derivative Security Markets,Market manipulation ,and option pricing theory.

Robert Jarrow. JFQA,vol29/1994

2.Figlewski,S.(1984). Hedging Performance and Basis Risk in Stock Index Futures Markets. Journal of Finance,Vol39,pp.657-669

3. Chen,Y.,Duan,J. and Hung,M.(1999).Volatility and Maturity Effect in the Nikkei225 Index Futures . Journal of Futures Markets,Vol.19

4. Stoll,H.R. and Whaley,R.E.(1990c).Stock Market structure and volatility.Review of Financial Studies,Vol.3,..37-71

请问楼主 可否帮忙找到这本书 原版 ,,我找了好久 都没有消息!!

这是股指期货的 集大成者的 著作 ,,万谢!!!!!

Sutcliffe, Charles. 《 Stock Index Futures: Theories and international Evidence 》[R]. International Thompson Business Press,1997 London.

楼主请帮我找一下Handbook of the Economics of Finance中的第17章：

Microstructure and Asset Pricing

作者David Easley and Maureen O'Hara

不胜感激

Structuring Venture Capital, Private Equity, and Entrepreneurial Transactions

这个好像是本书，能找到么？

LZ能不能帮忙找这本书?谢谢,如有,愿以300金钱谢:)

Credit Risk Modelling: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003 (Hardcover)
by Michael Gordy (Author)

Publisher: Risk Books (April 30, 2003)