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  • Portfolio Selection and Asset Pricing Models of Financial Economics and Their Ap.rar

    本附件包括：
    • Portfolio Selection and Asset Pricing Models of Financial Economics and Their Applications in Investing.epub
  • 19.46 MB
  • 2023-2-3

  • 经典论文 文献.rar
       马科维兹的均值方差 夏普的CAPM 有效市场假说

    本附件包括：
    • Markowitz-1952-Portfolio Selection-The_Journal_of_Finance.pdf
    • EF Fama-1970-Efficient Capital Markets A Review of Theory and Empirical Work.pdf
    • Lintner-1965-The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets.pdf
    • Stephen A Ross-1976-The Arbitrage Theory of Capital Asset Pricing.pdf
    • Sharpe-1964-The_Journal_of_Finance.pdf
  • 9.75 MB
  • 2018-11-20

  • Fw_Fw_Fw_Re_ 经典文献.zip

    本附件包括：
    • Fama_EMH91.pdf
    • Fama_EMH70.pdf
    • portfolio selection.pdf
    • Sharpe64_CAPM.pdf
    • APT_empir_Roll80.pdf
  • 15.1 MB
  • 2015-8-23

  • Portfolio selection and skewness Evidence from international stock markets.rar

    本附件包括：
    • Portfolio selection and skewness Evidence from international stock markets.pdf
  • 1.06 MB
  • 2015-8-11

  • Portfolio Selection and Management(5-9_加说明).zip

    本附件包括：
    • readme.txt
  • 2.3 MB
  • 2014-9-23

  • Portfolio Selection and Management(1-4_加课本).zip

    本附件包括：
    • Investments and Portfolio Management 9th.pdf
  • 17.51 MB
  • 2014-9-23

  • 引用率最高的20篇金融学期刊上的经典论文.zip
       invaluable resources that cannot be archived easily for finance

    本附件包括：
    • Portfolio Selection.pdf
    • A Survey of Corporate Governance.pdf
    • Capital Asset Prices_ A Theory of Market Equilibrium under Conditions of Risk.pdf
    • Characteristics of Risk and Return in Risk Arbitrage.pdf
    • Corporate Ownership around the World.pdf
    • Does the Stock Market Overreact_.pdf
    • Efficient Capital Markets_ II.pdf
    • Financial Ratios, Discriminant Analysis and the Prediction of Corporate .pdf
    • Founding-Family Ownership and Firm Performance_ Evidence from the S&P 500.pdf
    • Investor Protection and Corporate Valuation.pdf
    • On Persistence in Mutual Fund Performance.pdf
    • Returns to Buying Winners and Selling Losers_ Implications for Stock Market Efficiency.pdf
    • Risk, Uncertainty, and Divergence of Opinion.pdf
    • The Cross-Section of Expected Stock Returns.pdf
    • The Determinants of Capital Structure Choice.pdf
    • The Limits of Arbitrage.pdf
    • What Do We Know about Capital Structure_ Some Evidence from International .pdf
  • 13.43 MB
  • 2014-8-16

  • 引用率最高的20篇金融学期刊上的经典论文.zip

    本附件包括：
    • Portfolio Selection.pdf
    • A Survey of Corporate Governance.pdf
    • Capital Asset Prices_ A Theory of Market Equilibrium under Conditions of Risk.pdf
    • Characteristics of Risk and Return in Risk Arbitrage.pdf
    • Corporate Ownership around the World.pdf
    • Does the Stock Market Overreact_.pdf
    • Efficient Capital Markets_ II.pdf
    • Financial Ratios, Discriminant Analysis and the Prediction of Corporate .pdf
    • Founding-Family Ownership and Firm Performance_ Evidence from the S&P 500.pdf
    • Investor Protection and Corporate Valuation.pdf
    • On Persistence in Mutual Fund Performance.pdf
    • Returns to Buying Winners and Selling Losers_ Implications for Stock Market Efficiency.pdf
    • Risk, Uncertainty, and Divergence of Opinion.pdf
    • The Cross-Section of Expected Stock Returns.pdf
    • The Determinants of Capital Structure Choice.pdf
    • The Limits of Arbitrage.pdf
    • What Do We Know about Capital Structure_ Some Evidence from International .pdf
  • 13.43 MB
  • 2014-8-16

  • 2009 conditional Portfolio Selection.zip
       conditional Portfolio Selection

    本附件包括：
    • 2009 conditional Portfolio Selection.pdf
    • programs.zip
  • 433.39 KB
  • 2012-8-13

  • 41-44.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括：
    • [PAPR] 41_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_J_P_QuirkJournal of Political Economy_Vol_70_No_2 (Apr_1962)_pp_210-211.pdf
    • [PAPR] 44_Letters to the Editor Richard M_Ennis_Robert D_Arnott_Harry M_Markowitz_Jack Treynor_And.pdf
    • [PAPR] 42_To Our Readers_With Growth_a Growing Obligation To Our Readers_With Growth_a Growing Obl.pdf
    • [PAPR] 43_Portfolio Optimization with Factors_Scenarios_and Realistic Short Positions Bruce I_Jaco.pdf
  • 2.76 MB
  • 2012-8-9

  • 21-30.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括：
    • [PAPR] 23_Review Portfolio Selection by Harry M_MarkowitzReview by_A_D_RoyEconometrica_Vol_29_No_1 (Jan_1961)_pp_99-100.pdf
    • [PAPR] 24_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_Alan Stuart OR_Vol_10_No_4 (Dec_1959)_pp_253-254.pdf
    • [PAPR] 25_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Merton H_MillerThe Journal of Business_Vol_33_No_4 (Oct_1960)_pp_391-393.pdf
    • [PAPR] 30_IncidenceofBKVirusandJCVirusViruriainHumanImmunodeficiencyVirus-Infectedand-UninfectedSubjects.pdf
    • [PAPR] 21_Review The Random Character of Stock Market Prices_by Paul H_CootnerReview by_Harry MarkowitzJournal of the American Statistical Association_Vol_60_No_309 (Mar_1965)_p_381.pdf
    • [PAPR] 22_TrimabilityandFastOptimizationofLong-ShortPortfoliosTrimabilityandFastOptimizationofLong-ShortPo.pdf
    • [PAPR] 26_Review The Unions and the Cities_by Harry H_Wellington_Ralph K_Winter_Jr_Review by_Irving R_Markowitz Industrial and Labor Relations Review_Vol_27_No_2 (Jan_1974)_pp_295-296.pdf
    • [PAPR] 27_Review Mean-Variance Analysis in Portfolio Choice and Capital Markets by Harry M_MarkowitzReview by_William F_SharpeThe Journal of Finance_Vol_44_No_2 (Jun_1989)_pp_531-535.pdf
    • [PAPR] 28_ReviewStudiesinProcessAnalysis_Economy-WideProductionCapabilities_byAlanS_Manne_HarryM_MarkowitzRevi.pdf
    • [PAPR] 29_ReviewPortfolioSelection_EfficientDiversificationofInvestments_byHarryM_MarkowitzReviewby_HendrikS_H.pdf
  • 5.23 MB
  • 2012-8-9

  • 11-20.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括：
    • [PAPR] 19_Review Portfolio Selection_Efficient Diversification of Investments_by Harry M_MarkowitzReview by_Gerhard TintnerThe Journal of Finance_Vol_15_No_3 (Sep_1960)_p_447.pdf
    • [PAPR] 14_Review Portfolio Selection by Harry M_MarkowitzReview by_R_G_D_Allen Economica_New Series_Vol_27_No_106 (May_1960)_pp_189-190.pdf
    • [PAPR] 16_Review Portfolio Selection_Efficient Diversification of Investments by Harry M_MarkowitzReview by_David DurandThe American Economic Review _Vol_50_No_1 (Mar_1960)_pp_234-236.pdf
    • [PAPR] 18_Portfolio Analysis with Factors and Scenarios Portfolio Analysis with Factors and Scenarios Harry M_Markowitz _André F_PeroldThe Journal of Finance_Vol_36_No_4 (Sep_1981)_pp_871-877.pdf
    • [PAPR] 20_ReviewCommitteeDecisionswithComplementaryValuation_byDuncanBlack_R_A_NewingReviewby_HarryMarkowitzJo.pdf
    • [PAPR] 11_Mean-Variance Versus Direct Utility Maximization Yoram Kroll_Haim Levy_Harry M_MarkowitzThe Journal of Finance_Vol_39_No_1 (Mar_1984)_pp_47-61.pdf
    • [PAPR] 12_Single-Period Mean_Variance Analysis in a Changing World Harry M_Markowitz _Erik L_van Dijk Financial Analysts Journal_Vol_59_No_2 (Mar_- Apr_20.pdf
    • [PAPR] 13_On the Solution of Discrete Programming Problems Harry M_Markowitz _Alan S_Manne Econometrica_Vol_25_No_1 (Jan_1957)_pp_84-110.pdf
    • [PAPR] 15_Review The Theory of Games and Linear Programming by S_VajdaReview by_Harry Markowitz Operations Research_Vol_4_No_6 (Dec_1956)_pp_749-750.pdf
    • [PAPR] 17_TheGeneralMean-VariancePortfolioSelectionProblem[andDiscussion]HarryM_Markowitz_R_Lacey_J_Plymen_M_.pdf
  • 4.33 MB
  • 2012-8-9

  • 01-10.rar
       Markowitz 马尔科维奇 CAPM 论文

    本附件包括：
    • [PAPR] 01_Portfolio Selection Harry Markowitz The Journal of Finance_Vol_7_No_1 (Mar_1952)_pp_77-91.pdf
    • [PAPR] 10_Efficient Portfolios_Sparse Matrices_and Entities_A Retrospective Harry M_Markowitz Operations Research_Vol_50_No_1_50th Anniversary Is.pdf
    • [PAPR] 02_Foundations of Portfolio Theory Harry M_Markowitz The Journal of Finance_Vol_46_No_2 (Jun_1991)_pp_469-477.pdf
    • [PAPR] 03_Investment for the Long Run_New Evidence for an Old Rule Harry M_Markowitz The Journal of Finance_Vol_31_No_5 (Dec_1976)_pp_1273-1286.pdf
    • [PAPR] 04_A Question about CAPMs Harry M_Markowitz The Journal of Finance_Vol_38_No_2_Papers and Proceedings Forty-First Annua.pdf
    • [PAPR] 05_Market Efficiency_A Theoretical Distinction and so What Harry M_Markowitz Financial Analysts Journal_Vol_61_No_5 (Sep_- Oct_2005)_pp_17-30.pdf
    • [PAPR] 06_Markowitz Revisited Harry M_Markowitz Financial Analysts Journal_Vol_32_No_5 (Sep_- Oct_1976)_pp_47-52.pdf
    • [PAPR] 07_The Early History of Portfolio Theory_1600-1960 Harry M_Markowitz Financial Analysts Journal_Vol_55_No_4 (Jul_- Aug_1999)_pp_5-16.pdf
    • [PAPR] 08_The Elimination Form of the Inverse and Its Application to Linear Programming Harry M_Markowitz Management Science_Vol_3_No.pdf
    • [PAPR] 09_Simulating with Simscript Harry M_Markowitz Management Science_Vol_12_No_10_Series B_Managerial (Jun_1966)_pp_B396-B405.pdf
  • 9.52 MB
  • 2012-8-9

  • 现代投资学经典论文.rar
       现代投资学经典论文(都是大师之作)

    本附件包括：
    • portfolio selection by markowitz_JF.pdf
    • the arbitrage theory of capital asset pricing.pdf
    • the cost of capital, corporation finance and the theory of investment.pdf
    • the cross section of expected stock returns.pdf
    • The Pricing of Options and Corporate Liabilities.pdf
    • Capital asset prices, A theory of market equilibrium under conditions of risk.pdf
    • Common Risk Factors in the Returns on Stocks and Bonds.pdf
  • 9.29 MB
  • 2012-7-24

  • Stock Market Analysis Using the SAS System.rar
       Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation

    本附件包括：
    • CH0.pdf
    • CH1.pdf
    • CH2.pdf
    • CH3.pdf
    • CH4.pdf
    • CH5.pdf
    • CH6.pdf
    • CH7.pdf
    • CH8.pdf
  • 4.43 MB
  • 2010-12-10

  • Portfolio Selection.rar

    本附件包括：
    • Portfolio Selection.pdf
  • 373.62 KB
  • 2010-11-28

  • 1952 to 1969.rar

    本附件包括：
    • 1969 Lifetime Portfolio Selection Under Uncertainty-The Continuous-Time Case.pdf
    • 1952 Portfolio Selection.pdf
    • 1959 Portfolio Selection-Efficient Diversification Of Investments.pdf
    • 1965 Random Walks In Stock Market Price.pdf
    • 1965 Security Prices, Risk, And Maximal Gains From Diversification.pdf
    • 1965 The Behavior Of Stock Market Prices.pdf
    • 1966 Equilibrium In A Capital Asset Market.pdf
    • 1966 Forecasts Of Future Prices, Unbiased Markets, And Martingale Models.pdf
    • 1969 The Adjustment Of Stock Prices To New Information.pdf
    • 1953 The Analysis Of Economic Time-Series-Part I-Prices.pdf
    • 1954 Existence Of An Equilibrium For A Competitive Economy.pdf
    • 1958 Liquidity Preference As Behavior Toward Risk.pdf
    • 1958 The Cost Of Capital, Corporation Finance And The Theory Of Investment.pdf
    • 1959 Stock-Market Patterns And Financial Analysis-Methodological Suggestions.pdf
    • 1963 Corporate Income Taxes And The Cost Of Capital-A Correction.pdf
    • 1964 Capital Asset Prices-A Theory Of Market Equilibrium Under Conditions Of Risk.pdf
    • 1965 Proof That Properly Anticipated Prices Fluctuate Randomly.pdf
  • 25.16 MB
  • 2010-5-5

  • continuous-time financial.rar

    本附件包括：
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • continuous-time financial.rar

    本附件包括：
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • 1952 to 1969.rar

    本附件包括：
    • 1969 Lifetime Portfolio Selection Under Uncertainty-The Continuous-Time Case.pdf
    • 1952 Portfolio Selection.pdf
    • 1959 Portfolio Selection-Efficient Diversification Of Investments.pdf
    • 1965 Random Walks In Stock Market Price.pdf
    • 1965 Security Prices, Risk, And Maximal Gains From Diversification.pdf
    • 1965 The Behavior Of Stock Market Prices.pdf
    • 1966 Equilibrium In A Capital Asset Market.pdf
    • 1966 Forecasts Of Future Prices, Unbiased Markets, And Martingale Models.pdf
    • 1969 The Adjustment Of Stock Prices To New Information.pdf
    • 1953 The Analysis Of Economic Time-Series-Part I-Prices.pdf
    • 1954 Existence Of An Equilibrium For A Competitive Economy.pdf
    • 1958 Liquidity Preference As Behavior Toward Risk.pdf
    • 1958 The Cost Of Capital, Corporation Finance And The Theory Of Investment.pdf
    • 1959 Stock-Market Patterns And Financial Analysis-Methodological Suggestions.pdf
    • 1963 Corporate Income Taxes And The Cost Of Capital-A Correction.pdf
    • 1964 Capital Asset Prices-A Theory Of Market Equilibrium Under Conditions Of Risk.pdf
    • 1965 Proof That Properly Anticipated Prices Fluctuate Randomly.pdf
  • 25.16 MB
  • 2010-3-23

  • Asset Pricing1.rar

    本附件包括：
    • Martingales and Stochastic Integrals in the Theory of Continuous Trading.pdf
    • A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options.pdf
    • A stochastic calculus model of continuous trading.pdf
    • A stochastic calculus model of continuous trading_ complete markets.pdf
    • A Stochastic Calculus Model of Continuous Trading_Optimal Portfolios.pdf
    • A Theory of the Term Structure of Interest Rates.pdf
    • a variational problem arising in financial economics.pdf
    • An equilibrium characterization of the term structure.pdf
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • an intertemporal capital asset pricing model.pdf
    • Arbitrage in fractional Brownian motion models.pdf
    • Arbitrage with Fractional Brownian Motion.pdf
    • Bond Pricing and the Term Structure of Interest Rates.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 Discrete Time Approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates_A New Methodology for Contingent Claims Valuation.pdf
    • Capital Asset Prices.pdf
    • Capital Market Equilibrium with Restricted Borrowing.pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • Comments on the life and mathematical legacy of Wolfgang Doeblin.pdf
    • Common risk factors in the returns on stocks and bonds.pdf
    • Efficient Capital Markets and Martingales.pdf
    • Erratum.pdf
    • Existence of an Equilibrium for a Competitive Economy.pdf
    • Forward contracts and futures contracts.pdf
    • From Discrete- to Continuous-Time Finance.pdf
    • Lifetime portfolio selection under uncertainty_The continuous-time case.pdf
    • Liquitidty Preference as behavior towards risk.pdf
    • Martingales and arbitrage in multiperiod security markets.pdf
  • 34.65 MB
  • 2009-12-13

  • JAMES A. OHLSON论文集锦.rar

    本附件包括：
    • Virtual Consultancies.pdf
    • Eamings, Book Values,and Dividends in Equity Valuation.pdf
    • Valuation and Clean Surplus Accounting forOperating and Financial Activities.pdf
    • Changes versus Levels in Earnings.pdf
    • Disaggregated Accounting Data as Explanatory Variables for Returns.pdf
    • A comparative examination.pdf
    • A NOTE ON THE REPKESENTATION.pdf
    • A Synthesis of security valuation theory.pdf
    • Accounting Disclosures and the Market's Valuation of oil and gas properties.pdf
    • Analysis of the Usefulness of Accounting Data.pdf
    • Book Rate-of-Return and Prediction of Earnings Changes.pdf
    • Discussion of trading volume theories .pdf
    • job environment.pdf
    • Market-Based Empirical Research in Accounting.pdf
    • On the nature of income measurement.pdf
    • On the theory of residual analyses and abnormal performance metrics.pdf
    • PORTFOLIO SELECTION IN A LOGNORMAL MARKET.pdf
    • PORTFOLIO SELECTION IN A LOG-STABLE MARKET.pdf
    • QUADRATIC APPROXIMATIONS OF THE PORTFOLIO.pdf
    • risk-aversion and the martingale property of stock prices.pdf
    • Systematic Risk of the CRSP Equal-weighted Common Stock Index.pdf
    • The case of pension assets and liabilities.pdf
    • The Complete Ordering of Information.pdf
    • THE STATIONARY DISTRIBUTION OF.pdf
    • The theory of value and eamings, and.pdf
    • Welfare and Public Information.pdf
    • Accounting Data and Value.pdf
    • A Stewardship Setting with Moral Hazard.pdf
    • Accounting-Based Security Valuation Models.pdf
    • Accrual Accounting and Equity Valuation.pdf
    • Forecast Horizon in Equity Valuation.pdf
    • labor pains.pdf
    • Residual Earnings Valuation With Risk and Stochastic Interest Rates.pdf
    • Save Water.pdf
    • Techology Transfer Aids Companies.pdf
    • The Feltham-Ohlson (1995) Model.pdf
  • 39.94 MB
  • 2009-11-22

  • CVaR-投资组合优化.rar

    本附件包括：
    • Portfolio optimization of equity mutual funds with fuzzy return rates and risks.pdf
    • A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION.PDF
    • A miminax portfolio selection rule with linear programming solution.pdf
    • Comments on ‘‘A mixed integer linear programming formulation.pdf
    • CREDIT RISK OPTIMIZATION WITH CONDITIONAL.pdf
    • CVaR Models with Selective Hedging for International Asset Allocation.pdf
    • Portfolio optimization with CVaR under VG process.pdf
    • Portfolio selection under possibilistic mean–variance utility and a SMO algorithm.pdf
    • Dynamic mean–variance portfolio selection with borrowing constraint.pdf
    • Importance sampling for integrated market and credit portfolio models.pdf
  • 3.47 MB
  • 2009-11-12

  • Fabozzi_Financial Modeling of the Equity Market.rar

    本附件包括：
    • C4_Applying the Portfolio Selection Framework in Practice.pdf
    • face_index.pdf
    • C3_Transaction and Trading Costs.pdf
    • C5_Incorporating Higher Moments & Extreme Risk Measures.pdf
    • C6_Mathematical and Numerical Optimization.pdf
    • C8_Forecasting Expected Return and Risk.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

  • 332629.pdf
       Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation 求 technic

  • 4.76 MB
  • 2009-6-2

  • 322592.rar
       [下载]关于股权溢价的34篇文献--搜集了很久的成果

    本附件包括：
    • SSRN-id1159818.pdf
    • survival.pdf
    • Survival Bias and the Equity Premium Puzzle.pdf
    • The equity premium in the UK.pdf
    • The Equity Risk Premium in 2008.pdf
    • THE ROLE OF WEALTH PREFERENCES2009.pdf
    • 风险厌恶_跨期替代与股权溢价之谜.pdf
    • 齐当别模型与股权溢价之谜.pdf
    • 相对风险规避系数与中国股权溢价之谜.pdf
    • 中国的股权溢价之谜_基于Hansen_Jagannathan方差界的实证研究.pdf
    • 中国股票市场股权溢价的时变性研究.pdf
    • 中国资本市场股权溢价的实证分析.pdf
    • 股权溢价与股市波动.kdh
    • 基于中国钢铁行业的CAPM实证检验.kdh
    • 我国股权溢价之谜的实证分析.nh
    • 证券间收益的联动效应及实证研究.nh
    • 2008The time-varying equity premium and secular bull and bear.pdf
    • A Comprehensive Look at The Empirical.pdf
    • A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL.pdf
    • A Potential Resolution of Asset Pricing Puzzles.pdf
    • a_primer_in_financial_economics[1].pdf
    • Asset Pricing at the Millennium.pdf
    • Asymmetric Information, Heterogeneity.pdf
    • betas and their regression tendencies.pdf
    • betas and their regression tendencies 1979.pdf
    • Capital Asset Prices with and without Negative Holdings.pdf
    • Continuous-Time Finance.pdf
    • Continuous-Time Methods in Finance.pdf
    • high required equity premium, undervaluation and self fulfilling prophecy2008.pdf
    • Luck and the US Equity Premium.pdf
    • Multi-Beta CAPM or Equilibrium-APT,A Reply.pdf
    • on the assessment of risk_ blume.pdf
    • portfolio selection.pdf
  • 20.85 MB
  • 2009-5-7

  • 268307.rar
       ４篇经典论文

    本附件包括：
    • the pricing of options and corporate liabilies.pdf
    • PORTFOLIO SELECTION.pdf
    • CAPITAL ASSET PRICES A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK.pdf
    • ON THE PRICING OF CORPORATE DEBT THE RISK STRUCTURE OF INTEREST RATES.pdf
  • 2.12 MB
  • 2008-11-19

  • 267820.pdf
       [求助]portfolio selection

  • 456.97 KB
  • 2008-11-18

  • 245419.pdf
       Investment manager analysis : a comprehensive guide to portfolio selection,monitoring, an

  • 4.17 MB
  • 2008-9-9

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       l连续时间金融下的最优投资消费模型论文（外文）

    本附件包括：
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
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    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2008-6-28

  • 222376.rar
       Mertons 《finance lecture notes》，诺奖大师的经典金融教材，值得收藏。

    本附件包括：
    • Chpt10 The Investor's Decision Under Uncertainty- Portfolio Selection.pdf
    • Chpt1 introduction.pdf
    • Chpt2 On the Arithmetic of Compound Interest-The Time Value of Money.pdf
    • Chpt3 On the Theory of Accumulation and Intertemporal Consumption Choice by Households in an Environment of Certainty.pdf
    • Chpt4 On the Role of Business Firms, Financial Instruments and Markets in an Environment of Certainty.pdf
    • Chpt5 The Default-Free Bond Market and Financial Intermediation in Borrowing and Lending.pdf
    • Chpt6 The Value of the Firm Under Certainty.pdf
    • Chpt7 The Firm's Investment Decision Under Certainty- Capital Budgeting and Ranking of New Investment Projects.pdf
    • Chpt8 Forward Contracts, Futures Contracts and Options.pdf
    • Chpt9 The Financing Decision by Firms-Impact of Capital Structure Choice on Value.pdf
    • Chpt11 Implications of Portfolio Theory for the Operation of the Capital Markets-The Capital Asset Pricing Model.pdf
    • Chpt12 Risk-Spreading via Financial Intermediation-Life Insurance.pdf
    • Chpt13 Optimal Use of Security Analysis and Investment Management.pdf
    • Chpt14 Theory of Value and Capital Budgeting Under Uncertainty.pdf
    • Chpt15 Introduction to Mergers and Acquisitions-Firm Diversification.pdf
    • Chpt16 The Financing Decision by Firms-Impact of Dividend Policy on Value.pdf
    • Chpt17 Security Pricing and Security Analysis in an Efficient Market.pdf
    • Contents.pdf
  • 2.39 MB
  • 2008-6-24

  • 185595.pdf
       Security Analysis and Portfolio Selection

  • 1.68 MB
  • 2007-12-31

  • 155720.rar
       投资组合选择

    本附件包括：
    • Portfolio Selection.pdf
  • 1.03 MB
  • 2007-9-20

  • 147085.rar
       关于资产组合的一些资料

    本附件包括：
    • portfolio selection 1.pdf
    • Portfolio_Selection_JET99.pdf
    • Markowitz%20Portfolio%20Selection.pdf
  • 509.02 KB
  • 2007-8-18

  • 89471.pdf
       [下载]经典Markowitz (1952) - Portfolio Selection

  • 1.11 MB
  • 2007-2-5

  • 55488.rar
       现代金融经典文献必读22篇(从CAPM、期权到行为金融)(陈志武北大授课推荐的金融必读文献)4-3

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    • Lifetime Portfolio Selection under Uncertainty.pdf
    • Martingales and Arbitrage in multiperiod securities markets.pdf
    • Measurement of market integeration and arbitrage.pdf
    • On correlations and inferences about mean-variance efficiency.pdf
    • Habit Formation.pdf
    • Implications of Security Market Data for Models of Dynamic Economies.pdf
  • 11.27 MB
  • 2006-6-13

  • 24420.rar
       EBook:Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation

    本附件包括：
    • Stock_sas.pdf
  • 4.38 MB
  • 2005-8-29

  • 16595.zip
       国外论文求助专帖，长期有效

    本附件包括：
    • LIFETIME PORTFOLIO SELECTION UNDER UNCERTAINTY_ THE CONTINUOUS-TIME CASE.pdf
  • 686.27 KB
  • 2005-6-8

  • 13907.rar
       马可维茨的Portfolio Sellection下载（试贴，海涵）

    本附件包括：
    • PORTFOLIO SELECTION.pdf
  • 648.68 KB
  • 2005-5-5

  • 11598.rar
       [分享]证券组合管理讲义(湖南大学 贺学会)

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    • Ch06 Portfolio Selection with an Index Model.ppt
    • Course description.ppt
    • Ch01 Financial Instruments & Markets.ppt
    • Ch02 How Securities Are Traded.ppt
    • Ch03 Mean-Variance Analysis.ppt
    • Ch04 Calculating the Efficient Frontier.ppt
    • Ch05 Index Models and the Market Model.ppt
  • 242.24 KB
  • 2005-4-7

  • 11128.rar
       lifetime portfolio selection under uncertainty

  • 708.33 KB
  • 2005-3-31

  • 9255.rar
       Portfolio Selection by Harry Markovitz(1952)

    本附件包括：
    • Portfolio selection.pdf
  • 1.03 MB
  • 2005-2-25

  • 8694.rar
       [分享]Lifetime Portfolio Selection under Uncertainty The Continuous-Time Case

    本附件包括：
    • Lifetime Portfolio Selection under Uncertainty The Continuous-Time Case.pdf
  • 652.23 KB
  • 2005-2-4

  • 2053.rar
       计量课推荐文章

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    • Portfolio Selection.pdf
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  • 2004-10-30
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