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  • Fama.rar

    本附件包括：
    • Fama & French 1992 JF.pdf
    • Fama & French 1992 JF.xml
    • Fama & French 1993 Common Risk Factors in the Returns on Stocks and Bonds.pdf
    • Fama & French 1996 JF.pdf
    • Fama & French 2000 Characteristics, Covariances, and Average Returns 1929 to 1997.pdf
    • Fama & French 2002 The equity premium.pdf
    • Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
    • Fama & French 2006 Profitability, investment and average returns.pdf
    • Fama & French 2006 The Behavior of Interest Rates.pdf
    • Fama & French 2006 The Value Premium and the CAPM.pdf
    • Fama & French 2007 Disagreement, tastes, and asset prices.pdf
    • Fama & French 2007 The anatomy of value and growth stock returns.pdf
    • Fama & French 2008 Average Returns, BM, and Share Issues.pdf
    • Fama & French 2008 Dissecting Anomalies.pdf
    • Fama & French 2010 Luck versus Skill in the Cross-Section of Mutual.pdf
    • Fama & French 2012 Size, value, and momentum in international stock returns.pdf
    • Fama & French 2015 A five-factor asset pricing model.pdf
    • Fama & French 2016 RFS Dissecting Anomalies with a Five-Factor Model.pdf
    • Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
    • Fama & French 2018 Choosing factors.pdf
    • Fama & MacBeth 1973 JPE.pdf
    • Fama 1965 Random Walks.pdf
    • Fama 1965 The Behavior of Stock-Market Prices.pdf
    • Fama 1970 Efficient Capital Markets A Review of Theory and Empirical work.pdf
    • Fama 1984 Term Premiums in Bond Reuturns JFE.pdf
    • Fama 1984 The Information in the Term Structure JFE.pdf
    • Fama 1991 Efficient Capital Markets II JF.pdf
    • Fama 1998 Market efficiency, long-term returns, and behavioral finance JFE.pdf
    • Fama 2006 RFS.pdf
    • Fama 2006 The Behavior of Interest Rates RFS.pdf
    • Fama 2010 Gene Fama’s comments.pdf
    • Fama 2011 My Life in Finance.pdf
    • Fama 2012 Size, value,and momentum ininternational stock returns.pdf
    • Fama and Blume 1966.pdf
    • Fama, Fisher, Jensen, Roll 1969 The Adjustment of Stock Prices to New Information.pdf
    • WP Interest Rates and Inflation Revisited.pdf
    • Fama & Bliss 1987 AER.pdf
    • Fama & Blume 1966 Filter Rules and Stock-Market Trading.pdf
    • Fama & French 1987 JB.pdf
    • Fama & French 1988 JF.pdf
    • Fama & French 1988 JFE.pdf
    • Fama & French 1988 JPE.pdf
    • Fama & French 1989 Business conditions and expected returns on stocks and bonds.pdf
  • 50.12 MB
  • 2021-8-12

  • CFA I_V1_Based on 2016.rar
       CFA I by dadagetensai Volume 1

    本附件包括：
    • L1_V1_R8_2_Portfolio Expected Return and Variance of Return_已纠偏.docx
    • L1_V1_R12_课后习题_已纠偏_Exp.docx
    • L1_V1_R2_Standard I (A)_已纠偏.docx
    • L1_V1_R2_Standard I (B)_已纠偏.docx
    • L1_V1_R2_Standard I (C)_已纠偏.docx
    • L1_V1_R2_Standard I (D)_已纠偏.docx
    • L1_V1_R2_Standard II (A)_已纠偏.docx
    • L1_V1_R2_Standard II (B)_已纠偏.docx
    • L1_V1_R2_Standard III (A)_已纠偏.docx
    • L1_V1_R2_Standard III (B)_已纠偏.docx
    • L1_V1_R2_Standard III (C)_已纠偏.docx
    • L1_V1_R2_Standard III (D)_已纠偏.docx
    • L1_V1_R2_Standard III (E)_已纠偏.docx
    • L1_V1_R2_Standard IV (A)_已纠偏.docx
    • L1_V1_R2_Standard IV (B)_已纠偏.docx
    • L1_V1_R2_Standard IV (C)_已纠偏.docx
    • L1_V1_R2_Standard V (A)_已纠偏.docx
    • L1_V1_R2_Standard V (B)_已纠偏.docx
    • L1_V1_R2_Standard V (C)_已纠偏.docx
    • L1_V1_R2_Standard VI (A)_已纠偏.docx
    • L1_V1_R2_Standard VI (B)_已纠偏.docx
    • L1_V1_R2_Standard VI (C)_已纠偏.docx
    • L1_V1_R2_Standard VII (A)_已纠偏.docx
    • L1_V1_R2_Standard VII (B)_已纠偏.docx
    • L1_V1_R2_课后习题_已纠偏.docx
    • L1_V1_R2_课后习题_已纠偏_Exp.docx
    • L1_V1_R3_Full_已纠偏.docx
    • L1_V1_R4_0_Introduction and Provisions.docx
    • L1_V1_R4_1_Samples_删除optional.docx
    • L1_V1_R4_4_Verfication_已纠偏.docx
    • L1_V1_R4_5_Glossary_已纠偏.docx
    • L1_V1_R4_课后题_已纠偏.docx
    • L1_V1_R4_课后题_已纠偏_Exp.docx
    • L1_V1_R5_1_利率的成分_已纠偏.docx
    • L1_V1_R5_2_EAR_已纠偏.docx
    • L1_V1_R5_3_养老金&房贷_已纠偏.docx
    • L1_V1_R5_课后习题_已纠偏.docx
    • L1_V1_R5_课后习题_已纠偏_Exp.docx
    • L1_V1_R6_1_NPV VS IRR_已纠偏.docx
    • L1_V1_R6_2_Money Weighted and Time Weighted_已纠偏.docx
    • L1_V1_R6_3_Money Market Yields_已纠偏.docx
    • L1_V1_R6_课后习题_已纠偏.docx
    • L1_V1_R6_课后习题_已纠偏_Exp.docx
    • L1_V1_R7_1_统计数据类型_已纠偏.docx
    • L1_V1_R7_2_Frequency_已纠偏.docx
    • L1_V1_R7_3_平均数中位数众数_已纠偏.docx
    • L1_V1_R7_4_Quartiles_已纠偏.docx
    • L1_V1_R7_5_Sample Variance&Mean Absolute Deviation_已纠偏.docx
    • L1_V1_R7_6_Semivariance_已纠偏.docx
    • L1_V1_R7_7_Chebyshev’s Inequality_已纠偏.docx
    • L1_V1_R7_8_Coefficient of Variation_已纠偏.docx
    • L1_V1_R7_8_Example 14.xlsx
    • L1_V1_R7_9_Sharpe Ratio_已纠偏.docx
    • L1_V1_R7_Full_已纠偏.docx
    • L1_V1_R7_课后习题_已纠偏.docx
    • L1_V1_R8_1_Full_已纠偏.docx
    • L1_V1_R8_3_贝叶斯公式_已纠偏.docx
    • L1_V1_R8_课后习题_已纠偏.docx
    • L1_V1_R9_1_Discrete Random Variables_已纠偏.docx
    • L1_V1_R9_2_Continuous Random Variables_已纠偏.docx
    • L1_V1_R9_3_MC模拟_已纠偏.docx
    • L1_V1_R9_课后习题_已纠偏.docx
    • L1_V1_R10_1_Example 2.xlsx
    • L1_V1_R10_1_Full_已纠偏.docx
    • L1_V1_R10_2_Distribution of the Sample Mean_已纠偏.docx
    • L1_V1_R10_3_Point and Interval Estimates of the Population Mean_已纠偏.docx
    • L1_V1_R10_4_Bias_已纠偏.docx
    • L1_V1_R10_课后习题_已纠偏.docx
    • L1_V1_R11_1_Hypothesis Testing_已纠偏.docx
    • L1_V1_R11_2_样本间是否同均数_已纠偏.docx
    • L1_V1_R11_3_样本间是否同方差_已纠偏.docx
    • L1_V1_R11_4_Nonparametric Inference_Full_已纠偏.docx
    • L1_V1_R11_Appendix_已完成.xlsx
    • L1_V1_R11_课后习题_已纠偏.docx
    • L1_V1_R11_课后习题_已纠偏_Exp.docx
    • L1_V1_R12_1_技术分析的基本逻辑_已纠偏.docx
    • L1_V1_R12_2_线图类型及基本指标_已纠偏.docx
    • L1_V1_R12_3_Chart Patterns_已纠偏.docx
    • L1_V1_R12_4_技术信号_已纠偏.docx
    • L1_V1_R12_5_周期理论_已纠偏.docx
    • L1_V1_R12_课后习题_已纠偏.docx
  • 7.8 MB
  • 2018-4-8

  • AFA-2017-Part01.zip
       AFA

    本附件包括：
    • AFA2017-Linking Cross-Sectional and Aggregate Expected Returns.pdf
    • AFA2017-A Dynamic Theory of Mutual Fund Runs and Liquidity Management.pdf
    • AFA2017-A Macroeconomic Model with Financially Constrained Producers and Intermediaries.pdf
    • AFA2017-A Tough Act to Follow_ Contrast Effects in Financial Markets.pdf
    • AFA2017-An Equilibrium Model of Institutional Demand and Asset Prices.pdf
    • AFA2017-Are Corporate Inversions Good for Shareholders_.pdf
    • AFA2017-Are Lemons Sold First_ Dynamic Signaling in the Mortgage Market.pdf
    • AFA2017-Bank Monitoring_ Evidence from Syndicated Loans.pdf
    • AFA2017-Bankruptcy Law, Private Benefits, and Risk-Taking.pdf
    • AFA2017-Bankruptcy and the Cost of Organized Labor.pdf
    • AFA2017-Betting Against Winners.pdf
    • AFA2017-Board Diversity and Director Dissent in Corporate Boards.pdf
    • AFA2017-CDS and Credit_ Testing the Small Bang Theory of the Financial Universe with Micro Data.pdf
    • AFA2017-Capital Structure Misallocation.pdf
    • AFA2017-Collateral Values and Corporate Employment.pdf
    • AFA2017-Complexity and Information Content of Financial Disclosures_ Evidence from Evolution of Uncertainty Following 10-K Filings.pdf
    • AFA2017-Contrasts in Governance_ Newly Public Firms Versus Mature Firms.pdf
    • AFA2017-Corporate Capital Structure Actions.pdf
    • AFA2017-Corporate Inversions_ A Case of Having the Cake and Eating it Too_.pdf
    • AFA2017-Corporate Leverage and Employees’ Rights in Bankruptcy.pdf
    • AFA2017-Death by Committee_ An Analysis of Delegation in Corporate Boards.pdf
    • AFA2017-Debt, Bankruptcy Risk, and Corporate Tax Sheltering.pdf
    • AFA2017-Differences of Opinion and Stock Prices_ Evidence from Spin-Offs and Mergers.pdf
    • AFA2017-Dividend Risk Premia.pdf
    • AFA2017-Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy_.pdf
    • AFA2017-Do Institutional Investors Transplant Social Norms_ International Evidence on Corporate Social Responsibility.pdf
    • AFA2017-Economic Consequences of Housing Speculation.pdf
    • AFA2017-Equity is Cheap for Large Financial Institutions_ The International Evidence.pdf
    • AFA2017-Excessive Credit Supply and the Housing Boom.pdf
    • AFA2017-Financial Condition and Product Quality_ The Case of Nonprofit Hospitals .pdf
    • AFA2017-Financial Loss Aversion Illusion.pdf
    • AFA2017-Financial Regulation in a Quantitative Model of the.pdf
    • AFA2017-Financing Durable Assets.pdf
    • AFA2017-Financing Intangible Capital.pdf
    • AFA2017-Firing the Wrong Workers_ Financing Constraints and Labor Misallocation.pdf
    • AFA2017-Funding Value Adjustments.pdf
    • AFA2017-Going Entrepreneurial_ IPOs and New Firm Creation.pdf
    • AFA2017-Good News in Numbers.pdf
    • AFA2017-How Do Venture Capitalists Make Decisions_.pdf
    • AFA2017-Impact Investing.pdf
    • AFA2017-In No (Un-)Certain Terms_ Managerial Style in Communicating Earnings News.pdf
    • AFA2017-Independent Directors and Corporate Litigation.pdf
    • AFA2017-Information Aggregation and Asset Prices in Large Markets with Institutional Investors.pdf
    • AFA2017-Information Sharing and Rating Manipulation.pdf
    • AFA2017-Intangible Capital and the Investment-q Relation.pdf
    • AFA2017-Intermediary Asset Pricing_ New Evidence from Many Asset Classes.pdf
    • AFA2017-Intervention Policy in a Dynamic Environment_ Coordination and Learning.pdf
    • AFA2017-Is Skin in the Game a Game Changer_ Evidence from Mandatory Changes of D&O Insurance Policies.pdf
    • AFA2017-Lazy Prices.pdf
    • AFA2017-Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis.pdf
    • AFA2017-Liquidity and Price Pressure in the Corporate Bond Market_ Evidence from Mega-bonds.pdf
    • AFA2017-Loan Terms and Collateral_ Evidence from the Bilateral Repo Market.pdf
    • AFA2017-Low Risk Anomalies_.pdf
    • AFA2017-Macroeconomic Effects of Secondary Market tRADING.pdf
    • AFA2017-Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades.pdf
    • AFA2017-Merger Integration and Merger Success.pdf
    • AFA2017-Mispricing Factors.pdf
    • AFA2017-Monetary Policy and Global Banking.pdf
    • AFA2017-Monetary Policy through Production Networks.pdf
    • AFA2017-Mutual fund flight-to-liquidity.pdf
    • AFA2017-Non-Recourse Mortgage Law and Housing Speculation.pdf
    • AFA2017-Older and Wiser, or Too Old to Govern_.pdf
    • AFA2017-On the Asset Allocation of a Default Pension Fund.pdf
    • AFA2017-Optimal Deposit Insurance.pdf
    • AFA2017-Peer Effects of Corporate Social Responsibility.pdf
    • AFA2017-Performance-Based Turnover on Corporate Boards.pdf
    • AFA2017-Policy Uncertainty, Political Capital, and Firm Risk-Taking.pdf
    • AFA2017-Political Influence and Government Investment_ Evidence from Contract-Level Data.pdf
    • AFA2017-Political Information, Firm Value and Information Networks_ Evidence from the Chinese National Social Security Fund.pdf
    • AFA2017-Portfolio Choice with Model Misspecification_ A Foundation for Alpha and Beta Portfolios.pdf
    • AFA2017-Predicting Merger Targets and Acquirers from Text.pdf
    • AFA2017-Price and Probability_ Decomposing the Takeover Effects of Anti-Takeover Provisions.pdf
    • AFA2017-Product Market Competition in a World of Cross-Ownership_ Evidence from Institutional Blockholdings.pdf
    • AFA2017-Rational Quantitative Trading in E? cient Markets.pdf
    • AFA2017-Real Anomalies.pdf
    • AFA2017-Real Estate Holdings of Public Firms and Collateral Discount.pdf
    • AFA2017-Residential Real Estate Traders_.pdf
    • AFA2017-Ripple Effects of Noise on Corporate Investment.pdf
    • AFA2017-Risk Management with Supply Contracts.pdf
    • AFA2017-Risk Taking and Low Longer-term Interest Rates.pdf
    • AFA2017-Sequential Credit Markets.pdf
    • AFA2017-Size Matters, if You Control Your Junk.pdf
    • AFA2017-Socially Responsible Investing_ Good Is Good, Bad is Bad.pdf
    • AFA2017-Sovereign Debt Portfolios, Bond Risks, and the.pdf
    • AFA2017-Still Learning After All These Years_ Dynamic Information Acquisition in Banking.pdf
    • AFA2017-Sustainable Housing Policy.pdf
    • AFA2017-The Banking View of Bond Risk Premia.pdf
    • AFA2017-The Cost of Immediacy for Corporate Bonds.pdf
    • AFA2017-The Economic Consequences of Borrower Information Sharing_ Relationship Dynamics and Investment.pdf
    • AFA2017-The Effect of Central Bank Liquidity Injections on Bank Credit Supply.pdf
    • AFA2017-The Effect of Monetary Policy on Bank Wholesale Funding.pdf
    • AFA2017-The History of the Cross Section of Stock Returns.pdf
    • AFA2017-The Impact of Positive Payment Shocks on Mortgage Credit Risk – a Natural Experiment from Home Equity Lines of Credit at End of Draw.pdf
    • AFA2017-The Invisible Hand of the Government_ ”Moral Suasion” during the European Sovereign Debt Crisis.pdf
    • AFA2017-The Life Cycle of Corporate Venture Capital.pdf
    • AFA2017-The Political Economy of Financial Innovation_ Evidence from Local Governments.pdf
    • AFA2017-The Privatization of Bankruptcy_ Evidence from Financial Distress in the Shipping Industry.pdf
    • AFA2017-The Role of Hard Information in Debt Contracting_ Evidence from Fair Value Adoption.pdf
    • AFA2017-The Role of the Government Bond Lending Market in Collateral Transformation.pdf
    • AFA2017-The Speculation Channel and Crowding Out Channel_ Real Estate Shocks and Corporate Investment in China.pdf
    • AFA2017-The Speed of Communication.pdf
    • AFA2017-Thinking About Prices Versus Thinking About Returns in Financial Markets.pdf
    • AFA2017-Trading Costs and Informational Efficiency.pdf
    • AFA2017-Trading Frictions in the Interbank Market, and the Central Bank.pdf
    • AFA2017-Understanding Precautionary Cash at Home and Abroad.pdf
    • AFA2017-Using Managerial Attributes to Identify Market Feedback Effects_ The Case of Mutual Fund Fire Sales.pdf
    • AFA2017-Vote Avoidance and Shareholder Voting in Mergers & Acquisitions.pdf
    • AFA2017-What Drives Corporate Inversions_ International Evidence.pdf
    • AFA2017-What do Measures of Real-time Corporate Sales Tell us about Earnings Surprises and Post-announcement Returns_.pdf
    • AFA2017-Why Do Institutions Delay Reporting Their Shareholdings_ Evidence from Form 13F.pdf
    • AFA2017-Why Don't We Agree_ Evidence from a Social Network of Investors.pdf
    • AFA2017-Will I Get Paid_ Employee Stock Options and Mergers and.pdf
  • 76.53 MB
  • 2016-12-30

  • JFE-2016-04.zip
       国外核心JFE

    本附件包括：
    • JFE-2016-04-Analyzing volatility risk and risk premium in option contracts_ A new theory.pdf
    • JFE-2016-04-Are retail traders compensated for providing liquidity_.pdf
    • JFE-2016-04-CEO overconfidence and financial crisis_ Evidence from bank lending and leverage.pdf
    • JFE-2016-04-Dual ownership, returns, and voting in mergers.pdf
    • JFE-2016-04-On secondary buyouts.pdf
    • JFE-2016-04-Redacting proprietary information at the initial public offering.pdf
    • JFE-2016-04-Spare tire_ Stock markets, banking crises, and economic recoveries.pdf
    • JFE-2016-04-The expected returns and valuations of private and public firms.pdf
    • JFE-2016-04-Using options to measure the full value-effect of an event_ Application to Obamacare.pdf
    • JFE-2016-04-Volatility risk premia and exchange rate predictability.pdf
  • 5.8 MB
  • 2016-4-9

  • Expected Returns（完整版）.rar
       第二本书的完整pdf版本

    本附件包括：
    • Expected Returns（完整版）.pdf
  • 6.91 MB
  • 2016-3-23

  • Salomon Brothers Fixed Income Reading.rar
       所罗门兄弟固定收益证券教材

    本附件包括：
    • Salomon Brothers Fixed Income Series - Does Duration Extension Exhance Long Term Expected Returns.pdf
    • Salomon Brothers Fixed Income Series - Overview of Forward Rate Analysis.pdf
    • Salomon Brothers Fixed Income Series - A Framework for Analyzing Yield Curve Trades.pdf
    • Salomon Brothers Fixed Income Series - Convexity Bias and the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Dynamics of the Shape of the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Forecasting U.S. Bond Returns.pdf
    • Salomon Brothers Fixed Income Series - Market's Rate Expectation and Forward Rates.pdf
  • 6.63 MB
  • 2015-3-28

  • RA.zip

    本附件包括：
    • and the Cross-Section of Expected Returns 1.pdf
    • Research Characters.xlsx
  • 462.09 KB
  • 2015-2-14

  • Behavioral Finance - Lecture 3 Papers.zip

    本附件包括：
    • Cross Section of Expected Stock Returns Subra.pdf
    • Multifactor explanations of asset pricing anomalies.pdf
    • Returns to buying winners and selling losers- implications for stock market efficiency.pdf
    • The Cross-section of expected returns.pdf
    • Anomalies- A Mean Reverting Walk Down Wall Street.pdf
    • Common risk factors in the returns on stocks and bonds.pdf
    • The illusory nature of momentum profits.pdf
    • Behavioral Finance - Lecture 3.pdf
  • 9.56 MB
  • 2014-2-10

  • accr-10276.pdf
       Accrual quality, realized returns, and expected returns: The importance of controlling for cash flow ...

  • 464.87 KB
  • 2013-7-9

  • 1119990726Expected ReturnsC.rar
       Expected Returns

    本附件包括：
    • 1119990726Expected ReturnsC.mobi
  • 7.22 MB
  • 2012-7-3

  • 金融工程papers.rar

    本附件包括：
    • Rational Capital Budgeting in an Irrational World.pdf
    • hkh1.pdf
    • liquidity and credit risk.pdf
    • Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets.pdf
    • Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing.pdf
    • discount with varying expected returns.pdf
    • The Effects of Changes in Risk and Risk Taking A survey.pdf
    • SCC Method a new approach dealing with high-dimension Garch model.pdf
  • 2.68 MB
  • 2010-11-17

  • finance.rar

    本附件包括：
    • Two essays on corporate finance.pdf
    • Two essays on empirical asset pricing_ 1. Forecasted earnings per share and the cross section of expected returns and 2. The limits to arbitrage and the fundamental value-to-price trading strategies.pdf
    • Liquidity risk and volatility around the world.pdf
    • Testing interest rate models for China's repo market.pdf
    • Two essays on the informativeness of stock prices_perspectives from M&A and the cross-listing of American depository receipts.pdf
    • Buyer-supplier relationships and financial structure.pdf
    • Cross sectional and time series analysis of individual stock volatility_an international study.pdf
    • Estimation risk, information asymmetry and information production in public equity offerings.pdf
    • Two essays on corporate finance_the impact of independent non-executive directors and the longevity of family control.pdf
    • Operating performance following mergers and acquisitions.pdf
    • Two essays on stock market anomalies.pdf
    • Examine the debt equity choice with nested logit.pdf
    • Information, market sentiment and corporate finance_the role of investors' attention.pdf
    • The value of political connections_evidence from China's anti_corruption campaign.pdf
    • Two essays on empirical options studies.pdf
    • Two essays on empirical asset pricing.pdf
  • 31.4 MB
  • 2010-7-17

  • 5.rar

    本附件包括：
    • An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.pdf
    • An Exact Bond Option Formula.pdf
    • An Intertemporal General Equilibrium Model of Asset Prices1985.pdf
    • Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Valuation.pdf
    • Consumption-Based Asset Pricing.pdf
    • discount with varying expected returns.pdf
    • Empirical Performance of Alternative Option Pricing Models.pdf
    • Financial Markets and the Real Economy.pdf
    • FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
    • Generalized HW model and Super Calibration.pdf
    • hansen richard econometrica.pdf
    • LINEST in Excel.pdf
    • Multi-Period Market Asset PricingEquilibrium.pdf
    • Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation.pdf
    • Valuation of Foreign Currency Options Some Empirical Tests.pdf
    • Value at Risk An Approach to Calculating Market Risk.pdf
    • Value at Risk for Interst Rate-Dependent Securities.pdf
    • VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
  • 11.2 MB
  • 2010-4-23

  • 2009FRM新增内容Readings for Foundations of Risk Management.rar

    本附件包括：
    • 3.Expected Returns and the Arbitrage Pricing Theory.pdf
    • 5.Risk Management Failures What are They and When Do They Happen.pdf
    • 7.GARP Code of Conduct.pdf
  • 375.26 KB
  • 2009-7-19

  • Fabozzi_Financial Modeling of the Equity Market.rar

    本附件包括：
    • C8_Forecasting Expected Return and Risk.pdf
    • face_index.pdf
    • C3_Transaction and Trading Costs.pdf
    • C4_Applying the Portfolio Selection Framework in Practice.pdf
    • C5_Incorporating Higher Moments & Extreme Risk Measures.pdf
    • C6_Mathematical and Numerical Optimization.pdf
    • C9_Robust Frameworks for Estimation and Portfolio Allocation.pdf
    • C10_Feedback and Predictors in Stock Market.pdf
    • C12_Multivariate Models.pdf
    • C15_Estimation of Linear Dynamic Models.pdf
    • C16_Estimation of Hidden Variable Models.pdf
  • 45.85 MB
  • 2009-6-18

  • 329219.pdf
       求20论坛币求Fama一篇文章Business conditions and expected returns on stocks and bonds

  • 1.7 MB
  • 2009-5-24

  • 329216.pdf
       求20论坛币求Fama一篇文章Business conditions and expected returns on stocks and bonds

  • 1.7 MB
  • 2009-5-24

  • 318927.pdf
       求助Fama的Stock returns expected returns and real activity,Journal of Finance,45(4),1089-

  • 438.31 KB
  • 2009-4-25

  • 307338.pdf
       [下载] FRM 2009 Core Reading #3 - Expected Returns and the Arbitrage Pricing Theory

  • 177.06 KB
  • 2009-3-23

  • 233764.pdf
       Liquidity and Expected Returns Lessons from

  • 300.23 KB
  • 2008-8-5

  • 184050.pdf
       Forecasting Expected Returns in the Financial Markets

  • 4.83 MB
  • 2007-12-24

  • 146910.pdf
       Journal of Finance: The Cross-Section of Volatility and Expected Returns

  • 334.01 KB
  • 2007-8-17

  • 121114.rar
       [下载]understanding the yield curve

    本附件包括：
    • forcasting US returns-4.pdf
    • market's rate expectations and forward rate-2.pdf
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