金融經(jīng)濟(jì)學(xué)第一講ppt課件-wenkub
2023-05-27 13:38:03 本頁(yè)面
【正文】 Markowitz, H., 1952, Portfolio selection, Journal of Finance, 7791. Markowitz, H., 1959, 1991 Second ed., Portfolio Selection: Efficient Diversification of Investment, Basil Blackwell, Cambridge 《金融經(jīng)濟(jì)學(xué)》第一講 3 金融經(jīng)濟(jì)學(xué)簡(jiǎn)史及其基本文獻(xiàn) ? 關(guān)于公司理財(cái)?shù)? Modigliani (19182022)Miller (19232022) 定理 (ModiglianiMiller Theorem, MMT) Modigliani, F., and M. Miller, 1958, The cost of capital, corporation finance, and the theory of investment, American Economic Review, 48: 261297. 《金融經(jīng)濟(jì)學(xué)》第一講 4 金融經(jīng)濟(jì)學(xué)簡(jiǎn)史及其基本文獻(xiàn) ? Sharpe (1934), Lintner (1918), Mossin 等的資本資產(chǎn)定價(jià)模型 (Capital Asset Pricing Model, CAPM) Sharpe, W., 1964, Capital asset prices: a theory of market equilibrium under conditions of risk, Journal of Finance, 19:425442. Lintner, J., 1965, The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, Review of Economics and Statistics, 47:1337. Mossin, J., 1966, Equilibrium in a capital asset market, Econometrica, 34: 768783. 《金融經(jīng)濟(jì)學(xué)》第一講 5 金融經(jīng)濟(jì)學(xué)簡(jiǎn)史及其基本文獻(xiàn) ? Fama (1939) 有效市場(chǎng)理論 Fama, E. F., 1965, Random walks in stock market prices, Financial Analysts Journal, September/October. Fama, E. F., 1970, Efficient Capital Markets: A review of theory and empirical work, Journal of Finance, 25: 383417. 《金融經(jīng)濟(jì)學(xué)》第一講 6 金融經(jīng)濟(jì)學(xué)簡(jiǎn)史及其基本文獻(xiàn) ? Black (19381995)Scholes (1941)Merton (1944) 期權(quán)定價(jià)理論 Black, F., and M. Scholes, 1973, The pricing of options and corporate liabilities, Journal of Political Economy, 81: 637654. Merton, R., 1973, The theory of rational option pricing, Bell Journal of Economics and Management Science, 4: 141183. Merton, R. C., 1992, ContinuousTime Finance, Rev. ed., Blackwell, Oxford. 《金融經(jīng)濟(jì)學(xué)》第一講 7 金融經(jīng)濟(jì)學(xué)簡(jiǎn)史及其基本文獻(xiàn) ? Ross (1944) 套利定價(jià)理論 (Arbitrage Pricing Theory, APT) 和資產(chǎn)定價(jià)基本定理 Ross, S. A., 1976, The arbitrage th
教學(xué)課件相關(guān)推薦
鄂ICP備17016276號(hào)-1