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  • Mathematical Finance. Theory Review and Exercises.rar
       Mathematical Finance. Theory Review and Exercises

    本附件包括：
    • CH12 Risk Measures- Value at Risk and Beyond.pdf
    • list.pdf
    • CH01 Short Review of Probability and of Stochastic Processes.pdf
    • CH02 Portfolio Optimization in Discrete-Time Models.pdf
    • CH03 Binomial Model for Option Pricing.pdf
    • CH04 Absence of Arbitrage and Completeness of Market Models.pdf
    • CH05 Formula and Stochastic Differential Equations.pdf
    • CH06 Partial Differential Equations in Finance.pdf
    • CH07 Black-Scholes Model for Option Pricing and Hedging Strategies.pdf
    • CH08 American Options.pdf
    • CH09 Exotic Options.pdf
    • CH10 Interest Rate Models.pdf
    • CH11 Pricing Models Beyond Black-Scholes.pdf
  • 4.11 MB
  • 2023-6-25

  • A Five-Factor Asset Pricing Model.rar

    本附件包括：
    • fama2015.pdf
  • 428.92 KB
  • 2023-5-26

  • 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

  • Empirical Asset Pricing Models and Methods.zip
       MIT资产定价经典教材

    本附件包括：
    • Empirical Asset Pricing Models and Methods - Wayne Ferson.azw3
    • Empirical Asset Pricing Models and Methods - Wayne Ferson.azw3
  • 6.91 MB
  • 2022-3-14

  • Fama因子模型.rar
       Fama三因子、Fama五因子

    本附件包括：
    • A five-factor asset pricing model Fama-French.pdf
    • Common risk factors in the returns on stocks and bonds fama_french.pdf
  • 3.16 MB
  • 2022-3-13

  • Fama.rar

    本附件包括：
    • Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
    • Fama & French 2015 A five-factor asset pricing model.pdf
    • Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
    • 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 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 2016 RFS Dissecting Anomalies with a Five-Factor 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

  • kerry back & shereve & cochrane.zip
       资产定价经典教材-英文原版

    本附件包括：
    • Steven E. Shreve - Stochastic calculus for finance II Continuous time models-Springer (2004).pdf
    • John H. Cochrane - Asset Pricing_ (Revised)(2005).pdf
    • Kerry E. Back - Asset pricing and portfolio choice theory-Oxford University Press (2017).pdf
    • kerry_back solutions_manual.pdf
    • Steven E. Shreve - Stochastic Calculus for Finance I The Binomial Asset Pricing Model-Springer (2005).pdf
  • 45.4 MB
  • 2019-10-14

  • 课件.rar

    本附件包括：
    • Chapter 8.ppt
    • Chapter 9.ppt
    • Chapter 10 Swaps.pptx
    • Chapter 1 Introduction.pptx
    • Chapter 2 The structure of options market.pptx
    • Chapter 3 Principles of option pricing.ppt
    • Chapter 4 Option Pricing Models.ppt
    • Chapter 5 The Black-Scholes Model.ppt
    • Chapter 6 Basic Option Strategies.ppt
    • Chapter 7.ppt
  • 1.24 MB
  • 2019-5-23

  • Advanced_Option_Pricing_Models.zip
       【期权定价模型，原版 PDF】 Advanced Option Pricing Models by Katz, McCormick

    本附件包括：
    • Advanced_Option_Pricing_Models.pdf
  • 1.44 MB
  • 2019-3-10

  • 金融数学.rar

    本附件包括：
    • FM-5 Black-Scholes-Merton's option pricing model.pdf
    • FM-7 Stochastic control and Bellman's principle.pdf
    • FM-8-11 Probability space, conditional expection and stochastic calculus.pdf
    • FM-15 Matrix caculus.pdf
    • MF-12 Volatility modeling.pdf
    • FM 13 Interest rate modeling.pdf
    • FM-1 Syllabus of Mathematical Finance.pdf
    • FM-2 No arbitrage principle.pdf
    • FM-3 Binary tree pricing principle.pdf
    • FM-4 Brown motion.pdf
    • FM-6 Feymann-Kac principle and PDE in Finance.pdf
  • 4.07 MB
  • 2018-11-11

  • (2004)Credit Risk Pricing Models_Theory and Practice_Dr. Bernd Schmid.rar

    本附件包括：
    • (2004)Credit Risk Pricing Models_Theory and Practice_Dr. Bernd Schmid.pdf
  • 7.8 MB
  • 2018-11-1

  • binomial pricing model.zip

    本附件包括：
    • binomial_pricing_model.sas
  • 691 Bytes
  • 2018-3-17

  • Credit Derivatives Pricing Models - Schonbucher.rar
       Credit Derivative Pricing Models

    本附件包括：
    • Credit Derivatives Pricing Models - Schonbucher.pdf
  • 10.37 MB
  • 2017-8-20

  • 3_20140522_23.An Intertemporal Asset Pricing Model with Stochastic Consumption a.zip

    本附件包括：
    • 3_20140522_23.An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities.pdf
  • 1.63 MB
  • 2017-4-27

  • Advanced Option Pricing Models.zip

    本附件包括：
    • Advanced Option Pricing Models.pdf
  • 1.44 MB
  • 2017-1-9

  • The Capital Asset Pricing Model in the 21st Century_Analytical, Empirical, and B.zip

    本附件包括：
    • The Capital Asset Pricing Model in the 21st Century_Analytical, Empirical, and Behavioral Perspectives.pdf
  • 2.76 MB
  • 2016-11-22

  • A Strategic Asset Pricing Model for Relative Performance Concern - Emerging Mark.zip

    本附件包括：
    • A Strategic Asset Pricing Model for Relative Performance Concern - Emerging Markets Finance and Trade -.html
  • 197.3 KB
  • 2016-8-6

  • gmm.rar

    本附件包括：
    • gmmc1.pdf
    • gmmc2.pdf
    • gmmc3.pdf
    • gmmc4.pdf
    • SAS-ETS Examples -- Estimating a Consumption-Based Asset Pricing Model.htm
  • 220.61 KB
  • 2015-7-21

  • 最新诺贝经济学奖得主英文文献.zip
       最新经济学论文

    本附件包括：
    • A Model of Forum Shopping.pdf
    • Adverse Selection and Renegotiation in Procurement.pdf
    • Auctioning Incentive Contracts.pdf
    • BELIEF IN A JUST WORLD AND REDISTRIBUTIVE POLITICS.pdf
    • Bubbly Liquidity.pdf
    • Certifying New Technologies.pdf
    • Cognition and Incomplete Contracts.pdf
    • Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts.pdf
    • Controlling Risk in Payment Systems.pdf
    • Cooperation among competitors some economics of payment card.pdf
    • COSTLY COMMUNICATION AND INCENTIVES..pdf
    • Fear of rejection.pdf
    • From Pigou to Extended Liability.pdf
    • Identity, Morals, and Taboos Beliefs as Assets.pdf
    • Illiquidity and All Its Friends.pdf
    • Incentives and Prosocial Behavior.pdf
    • Individual and Corporate Social Responsibility.pdf
    • Interbank Lending and Systemic Risk.pdf
    • Internet interconnection and the off-net-cost pricing principle.pdf
    • Internet Peering.pdf
    • LAPM A Liquidity-Based Asset Pricing Model.pdf
    • Leverage and the Central Banker's Put.pdf
    • Liquidity and Risk Management.pdf
    • Macroeconomic Shocks and Banking Regulation.pdf
    • Market Power Screens Willingness-to-Pay.pdf
    • MERCH.pdf
    • MERCHANT TRANSMISSION INVESTMENT.pdf
    • Modes of Communication.pdf
    • Network competition II. Price discrimination.pdf
    • On the receiver-pays principle.pdf
    • Optimal Bypass and Cream Skimming.pdf
    • Over My Dead Body Bargaining and the Price of Dignity..pdf
    • Overcoming Adverse Selection How Public Intervention Can Restore Market.pdf
    • Platform Competition in Two-Sided Markets.pdf
    • Publications Received.pdf
    • Repeated auctions of incentive contracts, investment, and bidding parity wi....pdf
    • The design of patent pools the determinants of licensing rules.pdf
    • The Dynamics of Open-Source Contributors.pdf
    • THE POLITICS OF GOVERNMENT DECISION-MAKING A THEORY OF.pdf
    • The Theory of Corporate Finance.pdf
    • Using Cost Observation to Regulate Firms.pdf
  • 61.81 MB
  • 2014-11-18

  • Related Issues.rar

    本附件包括：
    • The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues.pdf
  • 1.32 MB
  • 2014-11-14

  • journal of finance DECEMBER 2013.rar

    本附件包括：
    • Borrow Cheap, Buy High.pdf
    • Consumption Volatility Risk.pdf
    • Country Size, Currency Unions, and.pdf
    • Do Hedge Funds Manipulate Stock Prices.pdf
    • Dynamic Trading with Predictable Returns.pdf
    • Economic Nationalism in Mergers.pdf
    • Exit as Governance An Empirical Analysis.pdf
    • Fire Sales in a Model of Complexity.pdf
    • International Asset Pricing with Recursive.pdf
    • Noise as Information for Illiquidity.pdf
    • Pricing Model Performance and the Two-Pass.pdf
    • Structural Shifts in Credit Rating Standards.pdf
  • 4.88 MB
  • 2014-10-10

  • journal of economic perspectives上面引用率最高的20篇论文.zip

    本附件包括：
    • Anomalies_ The Endowment Effect, Loss Aversion, and Status Quo Bias.pdf
    • Can Foreign Aid Buy Growth_.pdf
    • Capital Structure.pdf
    • Collective Action and the Evolution of Social Norms.pdf
    • Efficient Capital Markets_ A Review of Theory and Empirical Work.pdf
    • History Lessons_ Institutions, Factors Endowments, and Paths of Development in the New World.pdf
    • Institutions.pdf
    • Multifactor Explanations of Asset Pricing Anomalies.pdf
    • Political Regimes and Economic Growth.pdf
    • Returns to Buying Winners and Selling Losers_ Implications for Stock Market .pdf
    • The Capital Asset Pricing Model_ Theory and Evidence.pdf
    • The Columbian Exchange_ A History of Disease, Food, and Ideas.pdf
    • The Efficient Market Hypothesis and Its Critics.pdf
    • The European Sovereign Debt Crisis.pdf
    • The Fall of Enron.pdf
    • The Impact of Immigrants on Host Country Wages, Employment and Growth.pdf
    • The Minimum Legal Drinking Age and Public Health.pdf
    • Understanding Why Crime Fell in the 1990s_ Four Factors That Explain the Decline and Six That Do Not.pdf
    • What Do Laboratory Experiments Measuring Social Preferences Reveal about the Real World_.pdf
    • Why was the Arab World Poised for Revolution_ Schooling, Economic Opportunities, and the Arab Spring.pdf
  • 30.07 MB
  • 2014-8-16

  • journal of financial economics.zip

    本附件包括：
    • Borrow Cheap, Buy High_ The Determinants of Leverage and Pricing in Buyouts.pdf
    • Consumption Volatility Risk.pdf
    • Country Size, Currency Unions, and International Asset Returns.pdf
    • Do Hedge Funds Manipulate Stock Prices_.pdf
    • Dynamic Trading with Predictable Returns and Transaction Costs.pdf
    • Economic Nationalism in Mergers and Acquisitions.pdf
    • Exit as Governance_ An Empirical Analysis.pdf
    • Fire Sales in a Model of Complexity.pdf
    • International Asset Pricing with Recursive Preferences.pdf
    • Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology.pdf
  • 4.73 MB
  • 2014-8-15

  • Markov Switching in Portfolio Choice and Asset Pricing Models A Survey.rar

    本附件包括：
    • Markov Switching in Portfolio Choice and Asset Pricing Models A Survey.pdf
  • 634.57 KB
  • 2014-7-16

  • jf97b.pdf
       Empirical Performance of Alternative Option Pricing Models

  • 4.9 MB
  • 2014-5-26

  • topic5.pdf
        Multifactor Pricing Models

  • 132.51 KB
  • 2013-3-27

  • topic4.pdf
       The Capital Asset Pricing Model

  • 8.16 MB
  • 2013-3-27

  • A Capital Asset Pricing Model with Time-Varying Covariances.pdf.zip

    本附件包括：
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
  • 238.06 KB
  • 2012-12-10

  • 定价理论的经典文献2.zip
       经典第一部分

    本附件包括：
    • (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
    • A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
    • A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
    • Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • coherent measures of risk.pdf
    • Hedging with Stochastic and Local Volatility.pdf
    • Louis Bachelier’s “Theory of Speculation.pdf
    • ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
    • Option Pricing Kernels and the ICAPM.PDF
    • Option Pricing with Lévy Process .pdf
    • Option Valuation with Jumps in Returns and volatility.pdf
    • Peter Carr.pdf
    • RJarrow%20MarketEfficiency6.pdf
    • stcochastic local volatility.pdf
    • The Pricing of Commodity Contracts.pdf
  • 7.64 MB
  • 2012-7-25

  • The New Palgrave Dictionary of Economics C.rar

    本附件包括：
    • capital asset pricing model The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (empirical performance) The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (theory) The New Palgrave Dictionary of Economics.mht
    • currency unions The New Palgrave Dictionary of Economics.mht
    • Currie, Lauchlin (1902–1993) The New Palgrave Dictionary of Economics.mht
    • cyclical markups The New Palgrave Dictionary of Economics.mht
    • Cairnes, John Elliott (1823–1875) The New Palgrave Dictionary of Economics.mht
    • calculus of variations The New Palgrave Dictionary of Economics.mht
    • calibration The New Palgrave Dictionary of Economics.mht
    • cameralism The New Palgrave Dictionary of Economics.mht
    • campaign finance, economics of The New Palgrave Dictionary of Economics.mht
    • Canada, economics in The New Palgrave Dictionary of Economics.mht
    • Canard, Nicolas-Francois (c1750–1833) The New Palgrave Dictionary of Economics.mht
    • Cantillon, Richard (1697–1734) The New Palgrave Dictionary of Economics.mht
    • capital controls The New Palgrave Dictionary of Economics.mht
    • capital gains and losses The New Palgrave Dictionary of Economics.mht
    • capital gains taxation The New Palgrave Dictionary of Economics.mht
    • capital measurement The New Palgrave Dictionary of Economics.mht
    • capital theory The New Palgrave Dictionary of Economics.mht
    • capital theory (paradoxes) The New Palgrave Dictionary of Economics.mht
    • capital utilization The New Palgrave Dictionary of Economics.mht
    • capitalism The New Palgrave Dictionary of Economics.mht
    • Carey, Henry Charles (1793–1879) The New Palgrave Dictionary of Economics.mht
    • Carlyle, Thomas (1795–1881) The New Palgrave Dictionary of Economics.mht
    • cartels The New Palgrave Dictionary of Economics.mht
    • case-based decision theory The New Palgrave Dictionary of Economics.mht
    • Cassel, Gustav (1866–1944) The New Palgrave Dictionary of Economics.mht
    • caste system The New Palgrave Dictionary of Economics.mht
    • catallactics The New Palgrave Dictionary of Economics.mht
    • catastrophic risk The New Palgrave Dictionary of Economics.mht
    • Catchings, Waddill (1879–1967) The New Palgrave Dictionary of Economics.mht
    • categorical data The New Palgrave Dictionary of Economics.mht
    • Catholic economic thought The New Palgrave Dictionary of Economics.mht
    • causality in economics and econometrics The New Palgrave Dictionary of Economics.mht
    • central bank communication The New Palgrave Dictionary of Economics.mht
    • central bank independence The New Palgrave Dictionary of Economics.mht
    • central limit theorems The New Palgrave Dictionary of Economics.mht
    • central place theory The New Palgrave Dictionary of Economics.mht
    • certainty equivalence The New Palgrave Dictionary of Economics.mht
    • CES production function The New Palgrave Dictionary of Economics.mht
    • ceteris paribus The New Palgrave Dictionary of Economics.mht
    • Ceva, Giovanni (1647-48–1734) The New Palgrave Dictionary of Economics.mht
    • Chalmers, Thomas (1780–1847) The New Palgrave Dictionary of Economics.mht
    • Champernowne, David Gawen (1912–2000) The New Palgrave Dictionary of Economics.mht
    • chaotic dynamics in economics The New Palgrave Dictionary of Economics.mht
    • charitable giving The New Palgrave Dictionary of Economics.mht
    • cheap talk The New Palgrave Dictionary of Economics.mht
    • chemical industry The New Palgrave Dictionary of Economics.mht
    • Chenery, Hollis B_ (1918–1994) The New Palgrave Dictionary of Economics.mht
    • Chevalier, Michel (1806–1879) The New Palgrave Dictionary of Economics.mht
    • Chicago School The New Palgrave Dictionary of Economics.mht
    • Chicago School (new perspectives) The New Palgrave Dictionary of Economics.mht
    • child health and mortality The New Palgrave Dictionary of Economics.mht
    • child labour The New Palgrave Dictionary of Economics.mht
    • Child, Josiah (1630–1699) The New Palgrave Dictionary of Economics.mht
    • childcare The New Palgrave Dictionary of Economics.mht
    • China, economics in The New Palgrave Dictionary of Economics.mht
    • Chinese economic reforms The New Palgrave Dictionary of Economics.mht
    • Christaller, Walter (1894–1975) The New Palgrave Dictionary of Economics.mht
    • circular flow The New Palgrave Dictionary of Economics.mht
    • circulating capital The New Palgrave Dictionary of Economics.mht
    • city and economic development The New Palgrave Dictionary of Economics.mht
    • Clapham, John Harold (1873–1946) The New Palgrave Dictionary of Economics.mht
    • Clark, Colin Grant (1905–1989) The New Palgrave Dictionary of Economics.mht
    • Clark, John Bates (1847–1938) The New Palgrave Dictionary of Economics.mht
    • Clark, John Maurice (1884–1963) The New Palgrave Dictionary of Economics.mht
    • class The New Palgrave Dictionary of Economics.mht
    • classical distribution theories The New Palgrave Dictionary of Economics.mht
    • classical economics and economic growth The New Palgrave Dictionary of Economics.mht
    • classical growth model The New Palgrave Dictionary of Economics.mht
    • classical production theories The New Palgrave Dictionary of Economics.mht
    • climate change, economics of The New Palgrave Dictionary of Economics.mht
    • cliometrics The New Palgrave Dictionary of Economics.mht
    • clubs The New Palgrave Dictionary of Economics.mht
    • coalitions The New Palgrave Dictionary of Economics.mht
    • Coase theorem The New Palgrave Dictionary of Economics.mht
    • Coase, Ronald Harry (born 1910) The New Palgrave Dictionary of Economics.mht
    • Cobb–Douglas functions The New Palgrave Dictionary of Economics.mht
    • Cobden, Richard (1804–1865) The New Palgrave Dictionary of Economics.mht
    • cobweb theorem The New Palgrave Dictionary of Economics.mht
    • cognitive ability The New Palgrave Dictionary of Economics.mht
    • Cohen Stuart, Arnold Jacob (1855–1921) The New Palgrave Dictionary of Economics.mht
    • cointegration The New Palgrave Dictionary of Economics.mht
    • Colbert, Jean-Baptiste (1619–1683) The New Palgrave Dictionary of Economics.mht
    • collective action The New Palgrave Dictionary of Economics.mht
    • collective action (new perspectives) The New Palgrave Dictionary of Economics.mht
    • collective bargaining The New Palgrave Dictionary of Economics.mht
    • collective choice experiments The New Palgrave Dictionary of Economics.mht
    • collective models of the household The New Palgrave Dictionary of Economics.mht
    • collective rationality The New Palgrave Dictionary of Economics.mht
    • Collet, Clara Elizabeth (1860–1948) The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820)1 The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820) The New Palgrave Dictionary of Economics.mht
    • command economy The New Palgrave Dictionary of Economics.mht
    • commodity fetishism The New Palgrave Dictionary of Economics.mht
    • commodity money The New Palgrave Dictionary of Economics.mht
    • common factors The New Palgrave Dictionary of Economics.mht
    • common property resources The New Palgrave Dictionary of Economics.mht
    • common rights in land The New Palgrave Dictionary of Economics.mht
    • Commons, John Rogers (1862–1945) The New Palgrave Dictionary of Economics.mht
    • community indifference curves The New Palgrave Dictionary of Economics.mht
    • comparative advantage The New Palgrave Dictionary of Economics.mht
    • comparative statics The New Palgrave Dictionary of Economics.mht
    • compensating differentials The New Palgrave Dictionary of Economics.mht
    • compensation principle The New Palgrave Dictionary of Economics.mht
    • competing risks model The New Palgrave Dictionary of Economics.mht
    • competition The New Palgrave Dictionary of Economics.mht
    • competition and selection The New Palgrave Dictionary of Economics.mht
    • competition, Austrian The New Palgrave Dictionary of Economics.mht
    • competition, classical The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria (new developments) The New Palgrave Dictionary of Economics.mht
    • computational methods in econometrics The New Palgrave Dictionary of Economics.mht
    • computer industry The New Palgrave Dictionary of Economics.mht
    • computer science and game theory The New Palgrave Dictionary of Economics.mht
    • computing in mechanism design The New Palgrave Dictionary of Economics.mht
    • concentration measures The New Palgrave Dictionary of Economics.mht
    • Condillac, Etienne Bonnot de, Abbé de Mureau (1714–1780) The New Palgrave Dictionary of Economics.mht
    • Condorcet, Marie Jean Antoine Nicolas Caritat, Marquis de (1743–1794) The New Palgrave Dictionary of Economics.mht
    • congestion The New Palgrave Dictionary of Economics.mht
    • conjectural equilibria The New Palgrave Dictionary of Economics.mht
    • conspicuous consumption The New Palgrave Dictionary of Economics.mht
    • constitutions, economic approach to The New Palgrave Dictionary of Economics.mht
    • consumer expenditure The New Palgrave Dictionary of Economics.mht
    • consumer expenditure (new developments and the state of research) The New Palgrave Dictionary of Economics.mht
    • consumer surplus The New Palgrave Dictionary of Economics.mht
    • consumption externalities The New Palgrave Dictionary of Economics.mht
    • consumption sets The New Palgrave Dictionary of Economics.mht
    • consumption taxation The New Palgrave Dictionary of Economics.mht
    • contemporary capitalism The New Palgrave Dictionary of Economics.mht
    • contestable markets The New Palgrave Dictionary of Economics.mht
    • contingent commodities The New Palgrave Dictionary of Economics.mht
    • contingent valuation The New Palgrave Dictionary of Economics.mht
    • continuous and discrete time models The New Palgrave Dictionary of Economics.mht
    • contract theory The New Palgrave Dictionary of Economics.mht
    • contracting in firms The New Palgrave Dictionary of Economics.mht
    • control functions The New Palgrave Dictionary of Economics.mht
    • conventionalism The New Palgrave Dictionary of Economics.mht
    • convergence The New Palgrave Dictionary of Economics.mht
    • convex programming The New Palgrave Dictionary of Economics.mht
    • convexity The New Palgrave Dictionary of Economics.mht
    • convict labour The New Palgrave Dictionary of Economics.mht
    • cooperation The New Palgrave Dictionary of Economics.mht
    • coordination problems and communication The New Palgrave Dictionary of Economics.mht
    • copulas The New Palgrave Dictionary of Economics.mht
    • core convergence The New Palgrave Dictionary of Economics.mht
    • cores The New Palgrave Dictionary of Economics.mht
    • Corn Laws, free trade and protectionism The New Palgrave Dictionary of Economics.mht
    • corporate governance The New Palgrave Dictionary of Economics.mht
    • corporate law, economic analysis of The New Palgrave Dictionary of Economics.mht
    • corporations The New Palgrave Dictionary of Economics.mht
    • correspondence principle The New Palgrave Dictionary of Economics.mht
    • correspondences The New Palgrave Dictionary of Economics.mht
    • cost functions The New Palgrave Dictionary of Economics.mht
    • cost minimization and utility maximization The New Palgrave Dictionary of Economics.mht
    • cost–benefit analysis The New Palgrave Dictionary of Economics.mht
    • cost-push inflation The New Palgrave Dictionary of Economics.mht
    • countertrade The New Palgrave Dictionary of Economics.mht
    • countervailing power The New Palgrave Dictionary of Economics.mht
    • Courcelle-Seneuil, Jean Gustave (1813–1892) The New Palgrave Dictionary of Economics.mht
    • Cournot competition The New Palgrave Dictionary of Economics.mht
    • Cournot, Antoine Augustin (1801–1877) The New Palgrave Dictionary of Economics.mht
    • creative destruction The New Palgrave Dictionary of Economics.mht
    • creative destruction (Schumpeterian conception) The New Palgrave Dictionary of Economics.mht
    • credit card industry The New Palgrave Dictionary of Economics.mht
    • credit cycle The New Palgrave Dictionary of Economics.mht
    • credit rationing The New Palgrave Dictionary of Economics.mht
    • crime and the city The New Palgrave Dictionary of Economics.mht
    • cross-cultural experiments The New Palgrave Dictionary of Economics.mht
    • crowding out The New Palgrave Dictionary of Economics.mht
    • cultural transmission The New Palgrave Dictionary of Economics.mht
    • culture and economics The New Palgrave Dictionary of Economics.mht
    • Cunningham, William (1849–1919) The New Palgrave Dictionary of Economics.mht
    • Cunynghame, Henry Hardinge (1848–1935) The New Palgrave Dictionary of Economics.mht
    • currency boards The New Palgrave Dictionary of Economics.mht
    • currency competition The New Palgrave Dictionary of Economics.mht
    • currency crises The New Palgrave Dictionary of Economics.mht
    • currency crises models The New Palgrave Dictionary of Economics.mht
  • 13.79 MB
  • 2012-5-13

  • FRM-Reading-Part 2.zip

    本附件包括：
    • 30 RM&M-Fixed Income Securities, Tuckman-CH 6,7,9.pdf
    • 33 RM&M-Measuring Market Risk, 2ed-CH3-5,7.pdf
    • 34 RM&M-Mortgage-Backed Securities Products, Structuring, and Analytical Techniques-CH1,2,10.pdf
    • 35 CRM&M-Understanding the Securitization of Subprime Mortgage Credit.pdf
    • 36 CRM&M-Measuring and Marking Counterparty Risk.pdf
    • 40 CRM&M-Options Futures and Other Derivatives 8ed-CH23,24.pdf
    • 41 CRM&M-Understanding Market, Credit and Operational Risk-CH4.pdf
    • 42 CRM&M-Risk Management & Derivatives-CH18.pdf
    • 43 CRM&M-Internal Credit Risk Models-CH6.pdf
    • 44 O&IRM-Risk Management-CH14.pdf
    • 45 O&IRM-Range of Practices and Issues in Economic Capital Modeling.pdf
    • 46 O&IRM-Measuring Market Risk, 2ed-CH14,16.pdf
    • 48 O&IRM-Enterprise Risk Management-Theory and Practice.pdf
    • 49 O&IRM-A review of the key issues in operational risk capital modeling.pdf
    • 51 O&IRM-Implications of Alternative Operational Risk Modeling Techniques.pdf
    • 52 O&IRM-Failure Mechanics of Dealer Banks.pdf
    • 53 O&IRM-Basel II International Convergence of Capital Measurement and Capital Standards A Revised Framework - Comprehensive Version.pdf
    • 54 O&IRM-Basel III-A global regulatory framework for more resilient banks and banking systems.pdf
    • 55 O&IRM-Basel III International Framework for Liquidity Risk Measurement, Standards and Monitoring.pdf
    • 56 O&IRM-Revisions to the Basel II Market Risk Framework—Final Version.pdf
    • 57 O&IRM-Developments in Modelling Risk Aggregation.pdf
    • 58 RM&IM-Active Portfolio Management(2ed.Grinold,Kahn)-CH14.pdf
    • 59 RM&IM-The Capital Asset Pricing Model Theory and Evidence.pdf
    • 60 RM&IM-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH7,17.pdf
    • 61 RM&IM-Modern Investment Management-An Equilibrium Approach.pdf
    • 62 RM&IM-Investments 8th,Bodie-CH24.pdf
    • 64 RM&IM-Trust and Delegation.pdf
    • 65 RM&IM-Madoff A Riot of Red Flags.pdf
    • 66 RM&IM-An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity.pdf
    • 67 RM&IM-Risk Management for Hedge FundsIntroduction and Overview.pdf
    • 69 CI in FM-The U.S. and Irish Credit Crises Their Distinctive Differences.pdf
    • 70 CI in FM-Report to the Boards of Directors.pdf
    • 71 CI in FM-Slapped in the Face by the Invisible Hand Banking and the Panic of 2007+.pdf
    • 72 CI in FM-Global Financial Stability Report (Summary Version)-CH3.pdf
  • 16 MB
  • 2012-4-24

  • Option Pricing Models And Volatility Using Excel VBA.rar
       e-book, no CD

    本附件包括：
    • Option Pricing Models And Volatility Using Excel VBA.pdf
  • 10.83 MB
  • 2011-9-30

  • Black-Scholes and beyond~ Option Pricing Models 1997 Niel Chris.rar

    本附件包括：
    • Black-Scholes and beyond~ Option Pricing Models 1997 Niel Chris.chm
  • 3.71 MB
  • 2011-9-3

  • Stochastic Calculus for Finance I The Binominals Pricing Model_Steven E. Shreve.rar
       金融随机分析(第1卷)(英文版)

    本附件包括：
    • Stochastic Calculus for Finance I The Binominals Pricing Model_Steven E. Shreve.djvu
  • 2.41 MB
  • 2011-8-25

  • Stochastic Calculus for Finance I.rar

    本附件包括：
    • Stochastic Calculus for Finance I The Binomial Asset Pricing Model.pdf
  • 6.44 MB
  • 2011-6-13

  • 5.rar

    本附件包括：
    • The binomial option pricing model.pdf
    • Value-at-Risk.pdf
    • Term structure of interest rates.pdf
    • Binomial term structure models.pdf
    • Black-Scholes and exotic options.pdf
  • 1.39 MB
  • 2011-5-26

  • s Option Pricing Models - Exposition and Appraisal.rar

    本附件包括：
    • Vinzenz Bronzin's Option Pricing Models - Exposition and Appraisal.pdf
  • 5.01 MB
  • 2011-2-12

  • Handbook of the economics of finance.rar
       全部19章

    本附件包括：
    • Tests of mutlifactor pricing models volatility bounds and portfolio performance.pdf
    • Consumption based assets pricing.pdf
    • Corporate Governance And Control.pdf
    • Empirical Studies of Financial Innovation Lots of Talk, Little Action.pdf
    • Financial Intermediation.pdf
    • Fixed Income Pricing.pdf
    • Intertemporal Asset Pricing Theory.pdf
    • Investment Banking and Securities Issuance.pdf
    • Market Microstructure.pdf
    • The equity risk premium in retrospect.pdf
    • The equity risk premium a sollution.pdf
    • Derivatives.pdf
    • Payout Policy.pdf
    • A survey of behavioral finance .pdf
    • Financial Innovation.pdf
    • Agency, Information and Corporate Investment.pdf
    • Anomalies and Market Efficiency.pdf
    • Arbitragye,State Prices and Portfolio Theory Handbook of the Economics of Finance.pdf
    • Are Financial Assets Priced Locally or Globally.pdf
  • 7.62 MB
  • 2010-9-14

  • 悉尼大学数量金融课件.rar
       悉尼大学数量金融课件

    本附件包括：
    • apt.ppt
    • Binomial.ppt
    • Capital Asset Pricing Model (CAPM).ppt
    • Capital Markets, Consumption, and Investment.ppt
    • Investment Decisions (updated).ppt
    • Mean-Variance Portfolio Theory II.ppt
    • Option_Introduction.ppt
    • Reviews.ppt
    • State Preference Theory.ppt
    • Utility Theory (updated).ppt
    • Utility Theory II.ppt
  • 2.4 MB
  • 2010-6-24

  • 2000 to 2009.rar

    本附件包括：
    • 2005 Are Emerging Financial Markets Efficient-Some Evidence From The Models Of The Thai Stock Market.doc
    • 2005 Reflections On The Efficient Market Hypothesis-30 Years Later.pdf
    • 2006 A Dynamic Characterization Of Efficiency.pdf
    • 2006 An Alternative Definition Of Market Efficiency And Some Comments On Its Empirical Testing.pdf
    • 2006 An Empirical Test Of The Efficiency Hypothesis On The Renminbi Ndf In Hong Kong Market.pdf
    • 2006 Simulating Stock Returns Under Switching Regimes-A New Test Of Market Efficiency.pdf
    • 2007 On The Importance Of Clean Accounting Measures For The Tests Of Stock Market Efficiency.pdf
    • 2007 Weak Form Efficiency In Indian Stock Markets.pdf
    • 2008 A Note On The Use Of Moving Average Trading Rules To Test For Weak Form Efficiency In Capital Markets.pdf
    • 2008 Measuring The Functional Efficiency Of Capital Markets.pdf
    • 2008 Testing Downside Risk Efficiency Under Market Distress.pdf
    • 2009 Empirical Evidence On Indian Stock Market Efficiency In Context Of The Global Financial Crisis.pdf
    • 2009 Testing The Predictability And Efficiency Of Securitized Real Estate Markets.pdf
    • 2009 Testing The Semi-Strong Form Efficiency Of Indian Stock Market With Respect To Information Content Of Stock Split Announcement-A Study In It Industry.pdf
    • 2000 Information, Nonexcludability, And Financial Market Structure.pdf
    • 2000 Is The Stock Market Overvalued.pdf
    • 2000 Rational Markets-Yes Or No-The Affirmative Case.pdf
    • 2000 The Efficient Market Hypothesis.pdf
    • 2001 A Surprising Development-Tests Of The Capital Asset Pricing Model And The Efficient Market Hypothesis In Turkey'S Securities Markets.pdf
    • 2002 Market Timing And Capital Structure.pdf
    • 2003 A Survey Of Behavioral Finance.pdf
    • 2003 Modeling And Forecasting Realized Volatility.pdf
    • 2003 The Efficient Market Hypothesis And Its Critics.pdf
    • 2004 The Capital Asset Pricing Model-Theory And Evidence.pdf
    • 2004 The Efficiency Of Canadian Capital Markets-Some Bank Of Canada Research.pdf
  • 9.97 MB
  • 2010-5-5

  • 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：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 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

  • 3.rar

    本附件包括：
    • A Lattice Framework for Option Pricing with Two State Variables.pdf
    • A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL.pdf
    • A Theory of the Term Structure of Interest Rates1985.pdf
    • AccountingforStockOptions.pdf
    • Backtesting Value-at-Risk A Duration-Based Approach.pdf
    • CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS.pdf
    • Discount of Illiquid Asset Value under Utility Indifference Pricing.pdf
    • Handen and Jagannathan bounds.pdf
    • Modeling the dynamics of Chinese spot interest rates.pdf
    • Portfolio advice for a multifactor world.pdf
    • sensitivity analysis of VAR.pdf
    • Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics.pdf
    • Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf
    • Tests of an American Option Pricing Model on the Foreign Currency Options Market.pdf
    • Tests of Market Efficiency of the Chicago Board Options Exchange.pdf
  • 7.59 MB
  • 2010-4-23

  • 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

  • 2000 to 2009.rar

    本附件包括：
    • 2005 Are Emerging Financial Markets Efficient-Some Evidence From The Models Of The Thai Stock Market.doc
    • 2005 Reflections On The Efficient Market Hypothesis-30 Years Later.pdf
    • 2006 A Dynamic Characterization Of Efficiency.pdf
    • 2006 An Alternative Definition Of Market Efficiency And Some Comments On Its Empirical Testing.pdf
    • 2006 An Empirical Test Of The Efficiency Hypothesis On The Renminbi Ndf In Hong Kong Market.pdf
    • 2006 Simulating Stock Returns Under Switching Regimes-A New Test Of Market Efficiency.pdf
    • 2007 On The Importance Of Clean Accounting Measures For The Tests Of Stock Market Efficiency.pdf
    • 2007 Weak Form Efficiency In Indian Stock Markets.pdf
    • 2008 A Note On The Use Of Moving Average Trading Rules To Test For Weak Form Efficiency In Capital Markets.pdf
    • 2008 Measuring The Functional Efficiency Of Capital Markets.pdf
    • 2008 Testing Downside Risk Efficiency Under Market Distress.pdf
    • 2009 Empirical Evidence On Indian Stock Market Efficiency In Context Of The Global Financial Crisis.pdf
    • 2009 Testing The Predictability And Efficiency Of Securitized Real Estate Markets.pdf
    • 2009 Testing The Semi-Strong Form Efficiency Of Indian Stock Market With Respect To Information Content Of Stock Split Announcement-A Study In It Industry.pdf
    • 2000 Information, Nonexcludability, And Financial Market Structure.pdf
    • 2000 Is The Stock Market Overvalued.pdf
    • 2000 Rational Markets-Yes Or No-The Affirmative Case.pdf
    • 2000 The Efficient Market Hypothesis.pdf
    • 2001 A Surprising Development-Tests Of The Capital Asset Pricing Model And The Efficient Market Hypothesis In Turkey'S Securities Markets.pdf
    • 2002 Market Timing And Capital Structure.pdf
    • 2003 A Survey Of Behavioral Finance.pdf
    • 2003 Modeling And Forecasting Realized Volatility.pdf
    • 2003 The Efficient Market Hypothesis And Its Critics.pdf
    • 2004 The Capital Asset Pricing Model-Theory And Evidence.pdf
    • 2004 The Efficiency Of Canadian Capital Markets-Some Bank Of Canada Research.pdf
  • 9.97 MB
  • 2010-3-24

  • 投资学讲义(复旦大学).rar

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • Shreve S.E. Stochastic calculus for finance I--The Binomial Asset Pricing.rar

    本附件包括：
    • Shreve S.E. Stochastic calculus for finance I--The Binomial Asset Pricing Models.djvu
  • 2.41 MB
  • 2009-12-23

  • 复旦大学投资学.rar

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • Asset Pricing1.rar

    本附件包括：
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • an intertemporal capital asset pricing model.pdf
    • 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
    • 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

  • 桌面.rar

    本附件包括：
    • Coordination, Control, and the Management of Organizations_ Course Notes (2nd of 4 CCMO documents.pdf
    • Theory of the Firm_ Managerial Behavior, Agency Costs and Ownership Structure.pdf
    • Separation of Ownership and Control.pdf
    • The Nature of Man.pdf
    • Agency Cost Of Free Cash Flow, Corporate Finance, and Takeovers.pdf
    • Self Interest, Altruism, Incentives, and Agency Theory.pdf
    • Agency Problems and Residual Claims.pdf
    • Stockholder, Manager, and Creditor Interests_ Applications of Agency Theory.pdf
    • The Adjustment of Stock Prices to New Information.pdf
    • Divisional Performance Measurement.pdf
    • CEO Incentives_It's Not How Much You Pay, But How.pdf
    • The Capital Asset Pricing Model_ Some Empirical Tests.pdf
    • Discussion of Corporate Financial Reporting_ A Methodological Review of Empirical Research_ Comment.pdf
    • Risk and the Discount Rate for Public Investment.pdf
    • Corporate Governance and 'Economic Democracy_ An Attack on Freedom.pdf
  • 9.28 MB
  • 2009-10-2

  • Shreve_Stochastic calculus for finance.rar

    本附件包括：
    • Shreve S.E. Stochastic calculus for finance I.. The binomial asset pricing model (Springer, 2004)(ISBN 0387401008)(K)(600dpi)(T)(203s).djvu
    • Shreve S.E. Stochastic calculus for finance II.. Continuous-time models (Springer, 2004)(ISBN 0387401016)(K)(600dpi)(T)(570s).djvu
  • 6.11 MB
  • 2009-9-28

  • 投资学.rar

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 投资学讲义（英文版）.rar

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 定价模式，金融工程（英文）.rar

    本附件包括：
    • pricing model of financial engineering.ppt
  • 320.46 KB
  • 2009-6-26

  • 332019.pdf
       [分享]完整版Breeden 1979- an intertemporal asset pricing model with stochastic consumptio

  • 1.96 MB
  • 2009-6-1

  • 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

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       [下载]Credit Derivatives Pricing Models - Schonbucher

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  • 2009-10-27

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       [下载]Credit Derivatives Pricing Models - Schonbucher

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  • 2009-10-27

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    本附件包括：
    • Option_Pricing_Models.pdf
  • 10.83 MB
  • 2009-4-17

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

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

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       [下载]Credit Derivatives Pricing Models - Schonbucher

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  • 2009-10-27

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       [下载]Credit Derivatives Pricing Models - Schonbucher

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  • 2009-10-27

  • 301456.rar
       投资学讲义-复旦版

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 264576.rar
       [推荐]诺奖获得者Robert F. Engle论文N篇

    本附件包括：
    • The Econometrics of Ultra-High-Frequency Data.pdf
    • [Bayesian Analysis of Stochastic Volatility Models.pdf
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
    • Band Spectrum Regression.pdf
    • Co-Integration and Error Correction-Representation, Estimation, and Testing.pdf
    • Common Volatility in International Equity Markets.pdf
    • Estimates of the Variance of U. S. Inflation Based upon the ARCH Model.pdf
    • Estimating Time Varying Risk Premia in the Term Structure-The Arch-M Model.pdf
    • Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.pdf
    • Multivariate Simultaneous Generalized Arch.pdf
    • Semiparametric ARCH Models.pdf
    • Small-Sample Properties of ARCH Estimators and Tests.pdf
    • Specification of the Disturbance for Efficient Estimation.pdf
    • Statistical Models for Financial Volatility.pdf
    • Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
    • Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
  • 7.65 MB
  • 2008-11-7

  • 245923.pdf
       [求助]请帮忙下载Solving Asset Pricing Models with Gaussian Shocks

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  • 2008-9-11

  • 245133.pdf
       学习金融编程的好书： Option pricing models and volatility using Excel-VBA

  • 14.53 MB
  • 2008-9-8

  • 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：
    • 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
    • Chpt10 The Investor's Decision Under Uncertainty- Portfolio Selection.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

  • 215242.rar
       Credit derivatives pricing models: models, pricing and implementation, Philipp J. Schonbu

  • 10.51 MB
  • 2008-5-27

  • 215241.rar
       Credit derivatives pricing models: models, pricing and implementation，Philipp J. Schonbu

  • 10.51 MB
  • 2008-5-27

  • 215240.rar
       Credit derivatives pricing models: models, pricing and implementation, Philipp J. Schonbu

  • 10.51 MB
  • 2008-5-27

  • 209217.pdf
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  • 14.53 MB
  • 2008-4-30

  • 208288.rar
       Cochrane和他的学生关于production CAPM的论文精选

    本附件包括：
    • @@Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations.pdf
    • @@2007 A Pure Production-Based Asset Pricing Model.pdf
    • @@cochrane_financial_and_real_update2006.pdf
  • 2.04 MB
  • 2008-4-26

  • 178603.pdf
       Option Pricing Models and Volatility Using Excel-VBA

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  • 2007-11-30

  • 174257.pdf
       Multi-moment Asset Allocation and Pricing Models (Wiley Finance 2006)

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  • 2007-11-16

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       [下载]Option Pricing Model & Volatility 所有VBA程序和template

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  • 2007-11-10

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       [下载]Option Pricing Model & Volatility 所有VBA程序和template

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  • 2007-11-10

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       [下载]Option Pricing Model & Volatility 所有VBA程序和template

  • 114.08 KB
  • 2007-11-10

  • 166904.pdf
       Reading assignment:Empirical Performance of Alternative Option Pricing Models

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  • 2007-10-22

  • 133384.pdf
       [下载]Option Pricing Models and Volatility Using Excel VBA 2007

  • 14.53 MB
  • 2007-7-6

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       Option Pricing Models and Volatility Using Excel-VBA

    本附件包括：
    • bbl.nfo
    • 0471794643_Wiley_-_Option.Pricing.Models.and.Volatility.Using.Excel.VBA.Apr.2007.pdf
    • MobilesBurn.url
    • VDO Funny.url
    • www.eBooks-share.info.url
  • 10.83 MB
  • 2007-6-16

  • 126423.rar
       Option Pricing Models and Volatility Using Excel-VBA

    本附件包括：
    • bbl.nfo
    • 0471794643_Wiley_-_Option.Pricing.Models.and.Volatility.Using.Excel.VBA.Apr.2007.pdf
    • MobilesBurn.url
    • VDO Funny.url
    • www.eBooks-share.info.url
  • 10.83 MB
  • 2007-6-15

  • 126248.pdf
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  • 2007-6-15

  • 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：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 119492.rar
       Multi-moment Asset Allocation and Pricing Models

    本附件包括：
    • Multi-moment Asset Allocation and Pricing Models.pdf
  • 3.82 MB
  • 2007-5-23

  • 93407.pdf
       [分享]OPTION PRICING MODELS WITH JUMPS INTEGRO-DIFFERENTIAL EQUATIONS AND INVERSE PROBLEM

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  • 2007-2-27

  • 84735.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 25 Bollerslev and Zhang-2003-Measuring and modeling systematic risk in factor pricing models using high-frequency data.pdf
    • 27 Bollerslev and Zhou-2002-Estimating stochastic volatility diffusion using conditional moments of integrated volatility.pdf
    • 26 Bollerslev and Zhou-2002-Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”.pdf
  • 1002.66 KB
  • 2007-1-15

  • 76464.pdf
       [分享]Dichotomous Asset Pricing Model

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  • 2006-12-8

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       范龙振的《投资学》课件

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

  • 60061.rar
       非常简单但实用的期货定价Model (Excel)

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    • black scholes options pricing model.xls
  • 2.57 KB
  • 2006-8-6

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       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)4-2

    本附件包括：
    • Contrarian Investment, Extrapolation, and Risk.pdf
    • Empirical Performance of Alternative Option Pricing Models.pdf
    • Continuous-Time Methods in Finance.pdf
  • 13.3 MB
  • 2006-6-13

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       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)4-1

    本附件包括：
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • An Intertemporal Capital Asset Pricing Model.pdf
    • An Intertemporal General Equilibrium Model of Asset Prices.pdf
    • Arbitrage, factor structure, and mean-variance analysis.pdf
    • Asset Prices in an Exchange Economy.pdf
    • A Simple Approach to the Valuation of Risky Streams.pdf
    • A Theory of the Term Structure of Interest Rates.pdf
  • 11.27 MB
  • 2006-6-13

  • 55323.pdf
       asset pricing models

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  • 2006-6-11

  • 52505.pdf
       [下载]Benedikt Heid: Estimating Asset Pricing Models by GMM Using Eviews

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  • 2006-5-14

  • 29586.rar
       复旦大学投资学讲义

    本附件包括：
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.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
    • 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

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       Investment Analyst and Portfolio Management 7th edition

    本附件包括：
    • 100-324-17173-0.pdf
    • 110-324-17173-0.pdf
    • 120-324-17173-0.pdf
    • 7 - An Introduction to Portfolio Management (28pgs.).pdf
    • 8 - An Introduction to Asset Pricing Models (42pgs.).pdf
    • 9 - Multifactor Models of Risk and Return (32pgs.).pdf
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  • 2005-1-2

  • 2093.rar
       funds factors and dibersification in arbitrage pricing models

    本附件包括：
    • cham1983.pdf
  • 1.23 MB
  • 2004-10-31
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