2022年2022年金融经济学经典文献 .pdf

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1、金融经济学经典文献汪炜 推荐 2008/11 Articles：Kenneth J.Arrow：The Role of Securities in the Optimal Allocation of Risk-bearing，Econometrie，1953；Review of Economic Studies，1964/31 K.Arrow、G.Debreu：Existence of An Equilibrium for A Competitive Economy，Econometrica，1954/22 Harry Markowitz：Portfolio Selection，Journal

2、 of Finance，1952/7 Franco Modigliani、Merton H.Miller：The cost of Capital,Corporation Finance and the Theory of Investment，American Economic Review，1958/48 William F.Sharpe：Capital asset prices:A theory of capital market equilibrium under conditions of risk，Journal of Finance，1964/19 Eugene F.Fama：Ef

3、ficient Capital Markets:A Review of Theory and Empirical Work，Journal of finance，1970/25 Fisher Black、Myron Scholes：The Pricing of Options and Corporate Liabilities，Journal of Political Economy，1973/81 Robert C.Merton：An Intertemporal Capital Asset Pricing Model，Econometrica，1973/41 Robert C.Merton：

4、The Theory of Rational Option Pricing，Bell Journal of Economics and Management Science，1973/4 Stephen A.Ross：The Arbitrage Theory of Capital Asset Pricing，Journal of Economic Theory，1976/13 R.Roll：A Critique of the Asset Pricing Theorys Tests，Journal of Financial Economics，1977/4 Stephen A.Ross：A Si

5、mple Approach to The V aluation of Risky Streams，Journal of Business，1978/51 John C.Cox、Steven Ross、MarK Rubinstein：Options Pricing:A Simplified Approach，Journal of Financial Economics，1979/7 Michael H.Harrison、David M.Kreps：Martingales and Arbitrage in Multiperiod Securities Markets，Journal of Econ

6、omic Theory，1979/20 Daniel Kahneman、Tversdy：Prospect Theory:An Analysis of Decision Making Under Risk，Econometrica，1979/47 R.Roll、Stephen A.Ross：An Empirical Investigation of The Arbitrage Pricing Theory，Journal of Finance，1980/35 S.Grossman、J.Stiglitz：On the Impossibility of Informationally Efficie

7、nt Markets，American Economic Review，1980/70 David M.Kreps：Arbitage and Equilibrium in Economics with Infinitely Commodities，Journal of Mathematical Economics，1981/8 John C.Cox、Jonathan E.Ingersoll、Stephen A.Ross：A theory of the Term Structure of Interest 名师资料总结-精品资料欢迎下载-名师精心整理-第 1 页，共 3 页 -Rates，Eco

8、nometrica，1985/53 Darrell Duffie、Chi-Fu Huang：Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities，Econometrica，1985/53 Harris、M.A.Raviv：The Theory of Capital Structure，Journal of Finance，1991/49 Eugene F.Fama、Kenneth R.French：Multifactor explanations of asset pric

9、ing anomalies，Journal of Finance，1996/51 Hersh Shefrin、Meir Statman：Behavioral Portfolio Theory，Journal of Financial and Quantitative Analysis，2000/35 Literatures：Harry Markowitz：Portfolio Selection:Efficient Diversification of Investment，Cambridge:Basil Blackwell，1959（1991 Second ed.）William F.Shar

10、pe：Portfolio Theory and Capital Markets，McGraw-Hill，1970（2000 Second ed.）Robert C.Merton：Continuous-Time Finance，Oxford:Blackwell，1992 M.OHara：Market Microstructure Theory，Basil Black-well，1995 D.Duffie：Dynamic Asset Pricing Theory，Princeton University Press，1996 Andrei Shleifer：Inefficient Markets:

11、An Introduction to Behavioral Finance，Oxford University Press，2000 Robert J.Shiller：Irrational Exuberance，Princeton University Press，2000 Peter L.Bernstein：Investment Revolution，1992 Peter L.Bernstein：Capital Ideas Evolving，John Wiley&Sons,Inc.2007 Surveys：D.Duffie：The New Palgrave:Finance,A Review，

12、Journal of Monetary Economics，Vol.25，1990 John Y.Campbell：Asset Pricing at the Millennium，Harvard Institute of Economic Research Working Papers 1897,2000 G.Hawawini、D.B.Keim：The Cross Section of Common Stock Returns:A Review of the Evidence and Some New Findings，Working Paper，1998；Cambridge Universi

13、ty Press，2000 Ananth Madhavan：Market Microstructure:A Survey，Working Paper，2000 Nicholas Barberis、Richard Thaler：A Survey of Behavioral Finance，Working Paper，2001 Sanjiva Prasad、Christopher J.Green、Victor Murinde：Company Financing,Capital Structure,and Ownership:A Survey,and Implications For Develop

14、ing Economies，Working Paper，2001 Bruno Biais、Larry Glosten、Chester Spatt：The Microstructure of Stock Markets，Working Paper，2002 名师资料总结-精品资料欢迎下载-名师精心整理-第 2 页，共 3 页 -Textbooks：J.E.Ingersoll：Theory of Financial Decision Making，Rowman&Littlefield Publishers Inc.，1987 Robert Jarrow：Finance Theory，Prentic

15、e-Hall，1988 Huang、Litzenberger：Foundations of Financial Economics，PrenticeHall，1988、1998 D.Duffie：Security Markets:Stochastic Models，Boston:Academic Press，1988 D.Duffie：Dynamic Asset Pricing Theory，Third English Edition,Princeton University Press，2001 John H.Cochrane：Asset Pricing，Princeton Universi

16、ty Press,Princeton，2001 Leroy、Ross：Principle of Financial Economics，Cambridge University Press，2001 G.Constantinides、M.Harris、R.Stulz：Handbook of the Economics of Finance，North-Holland，2003 Z.Bodie、R.Merton：Finance，Prentice Hall，2000 J.Campbell、A.Lo、A.MacKinley：The Econometrics of Financial Markets，

17、Princeton University Press，1997 John Hull：Options,Futures,and other Derivatives，5th ed.，Prentice-Hall，2003 Reto Gallati：Investment，MIT Sloan，Spring 2003 Z.Bodie、A.Kane、A.Marcus：Investment，6th ed.，McGrill Hill Inc.，2005 S.Ross、Westerfield、Jaffe：Corporate Finance，6th Edition，Mcgraw Hill，2005 Jean Tirole：The Theory of Corporate Finance，Princeton University Press，2006 名师资料总结-精品资料欢迎下载-名师精心整理-第 3 页，共 3 页 -