Fama和French资本资产定价论文,The CAPM: Theory and Evidence 20 个回复 - 6293 次查看
资本资产定价:理论和证据,The CAPM: Theory and Evidence,Eugene F. Fama University of Chicago ,Kenneth R. French Dartmouth College; MIT; NBER,Journal of Economic Perspectives, 2004,27页
The capi ...2009-6-25 00:45 - zhaohailei - 金融学(理论版)
Craig MacKinlay资本资产定价论文Multifactor models 2 个回复 - 1770 次查看
多因素模型不能解释对资本资产定价模型的偏离,Multifactor models do not explain deviations from the CAPM,MacKinlay, A. Craig, Journal of Financial Economics,1995(38)
Abstract
A number of studies h ...2009-6-25 01:37 - zhaohailei - 金融学(理论版)