均值方差、MM、CAPM、AT、EMH、殷权溢价、B-S、三因子模型、股权溢价:我在上财学习现代金融学,导师推荐的经典学习资料整理汇总
1.Anomalies- The Equity Premium Puzzle(段权益价之送)pdf
2.Capital Asset Prices-A Theory of Market Equilibrium under Conditions of Risk-Sharpe(CAPMtsyi) pdf
3.Common risk factors in the returns on stocks and bonds- c三因子模型pdf
4.Efficient Capital Markets- A Review of Theory and Empirical Work(有效市场假设 EMH)。 pdf
5.Equilibrium in a Capital Asset Market-Mossin, Econometrica 1966(CAPMs Ie)。 pdf
6.Market efficiency, long eturns, and behavioral finance-(∈EMH模型)pd ns of Asset Pricing Anomalies(三因子模型)pdf 7.Proof that properly anticipated prices fluctuate randomly(EMHIsI) pdf
8.Security Prices, Risk, and Maximal Gains From Diversification-( CAPME)
9.The Arbitrage Theory of Capital Asset Pricing-(APT)。 pdf
10.Capital, Corporation Finance and the Theory of Investment-(MME2) pdf
11.The Pricing of Options and Corporate Liabilities-(B-strtl heory of Rational Option Pricing-(B-S模型拓震),pdf