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  • Optimal capital allocation with copulas.zip

    本附件包括：
    • Optimal capital allocation with copulas.tex
  • 16.59 KB
  • 2017-3-2

  • 1990 to 1999.rar

    本附件包括：
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-5-5

  • 投资学讲义.rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2010-4-29

  • 1990 to 1999.rar

    本附件包括：
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-3-24

  • Ecnmcap.rar

    本附件包括：
    • Economic Capital Allocation with Basel II Cost, Benefit and Implementation Procedures.pdf
  • 2.86 MB
  • 2009-12-31

  • 投资学讲义(复旦大学).rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-12-29

  • 复旦大学投资学.rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-12-13

  • Citigroup (2004) Risk Capital and Capital Allocation.zip

    本附件包括：
    • Citigroup (2004) Risk Capital and Capital Allocation.asf
  • 4.32 MB
  • 2009-12-12

  • DBonCapital.zip

    本附件包括：
    • DB (2003) Putting the Bank's Capital to Work - Practical Techniques For Implementing Capital Allocation.pdf
    • DB (2001) Cost, Risk and Capital Management.pdf
    • Overview of the Financial Services Industry 040209 (free).ppt
  • 3.9 MB
  • 2009-10-14

  • 投资学.rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-9-20

  • abbr_3347248165e0296041c62efe1d418f7e.rar

    本附件包括：
    • Internal Credit Risk Models Capital Allocation and Performance Measurement - Michael Ong.chm
  • 2.15 MB
  • 2009-9-8

  • abbr_3347248165e0296041c62efe1d418f7e.rar

    本附件包括：
    • Internal Credit Risk Models Capital Allocation and Performance Measurement - Michael Ong.chm
  • 2.15 MB
  • 2009-8-12

  • 投资学讲义（英文版）.rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-6-28

  • 329249.zip
       [下载]重发-完整版的FRM必读：Internal Credit Risk Models: Capital Allocation and Performan

  • 3.1 MB
  • 2009-5-25

  • 309964.rar
       [建议]投资学讲义(复旦大学).rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-30

  • 309955.rar
       [下载]投资学讲义(复旦大学).rar

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-30

  • 303485.pdf
       [下载]Economic Capital Allocation with Basel II Cost, Benefit and Implementation Procedur

  • 3.45 MB
  • 2009-3-13

  • 301456.rar
       投资学讲义-复旦版

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-9

  • 125166.rar
       国际金融和国际投资资料汇编－上传同类资料一律在后跟贴

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2007-6-11

  • 65884.pdf
       Capital Allocation in Financial Firms

  • 182.42 KB
  • 2006-10-1

  • 65742.pdf
       Capital Allocation and Risk Performance Measurement in a Financial Institution

  • 183.05 KB
  • 2006-9-30

  • 65620.pdf
       Risk Adjusted Performance Measures and Capital Allocation

  • 789.67 KB
  • 2006-9-29

  • 64730.rar
       范龙振的《投资学》课件

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2006-9-22

  • 29586.rar
       复旦大学投资学讲义

    本附件包括：
    • CHPT03-capital allocation.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2005-10-5

  • 13224.rar
       [下载]integrated risk management

    本附件包括：
    • Extreme value theory and Value-at-Risk.pdf
    • for financial institutions.pdf
    • guide.pdf
    • A Class of Dynamic Risk Measures..pdf
    • A General Approach to Integrated Risk Management.pdf
    • A holistic Risk Management Approach for the Insurance Industry.pdf
    • Basic Frameworks for Risk Management.pdf
    • Capital Allocation Issues.pdf
  • 1.7 MB
  • 2005-4-26
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