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Capital Market Equilibrium Theories
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DOI:
10.1002/9780470317099.CH4
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参考文章
(23)
1.
William M. Taylor, Edward E. Williams,
Market Microstructure and Post Keynesian Theory
Journal of Post Keynesian Economics.
,vol. 14, pp. 233- 247 ,(1991) ,
10.1080/01603477.1991.11489895
2.
M. C. Findlay, E. E. Williams,
A Fresh Look at the Efficient Market Hypothesis: How the Intellectual History of Finance Encouraged a Real “Fraud-on-The-Market”
Journal of Post Keynesian Economics.
,vol. 23, pp. 181- 199 ,(2000) ,
10.1080/01603477.2000.11490277
3.
James R. Thompson, Edward E. Williams,
A Post Keynesian Analysis of the Black-Scholes Option Pricing Model
Journal of Post Keynesian Economics.
,vol. 22, pp. 247- 263 ,(1999) ,
10.1080/01603477.1999.11490239
4.
Eugene F Fama,
Multiperiod Consumption-Investment Decisions
The American Economic Review.
,vol. 60, pp. 163- 174 ,(1970)
5.
A. D. Roy,
Safety first and the holding of assetts
Econometrica.
,vol. 20, pp. 431- ,(1952) ,
10.2307/1907413
6.
John Lintner,
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION†
Journal of Finance.
,vol. 20, pp. 587- 615 ,(1965) ,
10.1111/J.1540-6261.1965.TB02930.X
7.
Eugene F Fama, Kenneth R French, F Fama, JH Cochrane, TJ Moskowitz,
Common risk factors in the returns on stocks and bonds
Journal of Financial Economics.
,vol. 33, pp. 3- 56 ,(1993) ,
10.1016/0304-405X(93)90023-5
8.
M. Chapman Findlay, Edward E. Williams,
Better betas didn't help the boat people
The Journal of Portfolio Management.
,vol. 13, pp. 4- 9 ,(1986) ,
10.3905/JPM.1986.409077
9.
Stephen A Ross,
The arbitrage theory of capital asset pricing
Journal of Economic Theory.
,vol. 13, pp. 341- 360 ,(1976) ,
10.1016/0022-0531(76)90046-6
10.
William F. Sharpe,
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance.
,vol. 19, pp. 425- 442 ,(1964) ,
10.1111/J.1540-6261.1964.TB02865.X
来源期刊
John Wiley & Sons, Inc.
2008 年,
Volume: , Issue: ,
Page: 83-105
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