登陆注册
9030700000061

第61章 参考文献(3)

Black, Fischer, Michael Jensen, and Myron Scholes. 1972. “The CapitalAsset Pricing Model: Some Empirical Tests.” Pages 79–121in Jensen(1972).

Black, Fischer, and Robert Jones. 1987. “Simplifying Portfolio Insurance.”Journal of Portfolio Management 14(No. 1, Fall): 48–51.

Black, Fischer, and Robert Jones. 1988.“Simplifying Portfolio Insurancefor Corporate Pension Plans.” Journal of Portfolio Management 14(No.4, Summer): 33–37.

Black, Fischer, and Piotr Karasinski. 1991. “Bond and Option PricingWhen Short Rates Are Lognormal.” Financial Analysts Journal 47(No. 4,July/August): 52–59.

Black, Fischer, and Robert Litterman. 1991.“Asset Allocation: CombiningInvestor Views with Market Equilibrium.” Journal of Fixed Income1(September): 7–18.

Black, Fischer, and Robert Litterman. 1992. “Global Portfolio Optimization.”Financial Analysts Journal 48(No. 5, September/October):28–43.

Black, Fischer, Merton Miller, and Richard Posner. 1978.“An Approachto the Regulation of Bank Holding Companies.” Journal of Business51(No. 3, July): 379–412.

Black, Fischer, and Andre F. Perold. 1992.“Theory of Constant ProportionPortfolio Insurance.” Journal of Economic Dynamics and Control 16:403–426.

Black, Fischer, and Ramine Rouhani. 1989.“Constant Proportion PortfolioInsurance and the Synthetic Put Option:A Comparison.” Pages695–708in Investment Management, edited by Frank J. Fabozzi. Cambridge,Mass.: Ballinger.

Black, Fischer, and Myron Scholes. 1972. “The Valuation of OptionContracts and a Test of Market Efficiency.” Journal of Finance 27(No.2, May): 399–418.

Black, Fischer, and Myron Scholes. 1973.“The Pricing of Options andCorporate Liabilities.” Journal of Political Economy 81(May–June):637–654.

Black, Fischer, and Myron Scholes. 1974a. “The Effects of DividendYield and Dividend Policy on Common Stock Prices and Returns.”

Journal of Financial Economics 1(No. 1, May): 1–22.

Black, Fischer, and Myron Scholes. 1974b. “From Theory to aNew Financial Product.” Journal of Finance 19(No. 2, May):399–412.

Booth, David. 1973. “Selling Unconventional Financial Concepts: CanIt Be Done?” Unpublished memo.

Bosworth, Barry, and James S. Duesenberry. 1974. “A Flow of FundsModel and Its Implications.” Pages 39–149in Issues in Federal DebtManagement. Monetary Conference,Volume 10. Boston: Federal ReserveBank of Boston.

Brady Commission. 1988. Report of the Presidential Task Force on MarketMechanisms.Washington,D.C.: Government Printing Office.

Brealey, Richard A., and Stewart C. Myers. 1981. Principles of CorporateFinance. New York: McGraw-Hill.

Breeden, Douglas T. 1979.“An Intertemporal Asset Pricing Model withStochastic Consumption and Investment Opportunities.” Journal ofFinancial Economics 7(September): 265–296.

Brock,William A. 1982.“Asset Prices in a Production Economy.” In TheEconomics of Information and Uncertainty, edited by John C. McCall.Chicago: University of Chicago Press.

Bronfenbrenner, M. 1962. “Observations on the ‘Chicago School(s).’ ”Journal of Political Economy 70(No. 1, February): 72–75.

Bruner, Jerome S. 1960. The Process of Education. Cambridge, Mass: HarvardUniversity Press.

Bruner, Jerome S. 1962. On Knowing: Essays for the Left Hand. Cambridge,Mass.: Belknap Press of Harvard University Press.

Bruner, Jerome, and W. J. J. Gordon. 1957. Conference on Creativity as aProcess. Boston: Institute of Contemporary Art.

Butters, J. Keith, and John Lintner. 1945. Effects of Federal Taxes onGrowing Enterprises. Boston: Graduate School of Business, HarvardUniversity.

Butters, J. Keith, John Lintner, and W. L. Cary. 1951. Effects of Taxationon Corporate Mergers. Boston: Graduate School of Business, HarvardUniversity.

Carpenter, Ralph E. 1954. The Arts and Crafts of Newport, Rhode Island,1640–1820. Newport, Rhode Island: Preservation Society ofNewport.

Carpenter, Ralph E. 1955. The Fifty Best Historic American Houses, Colonialand Federal, Now Furnished and Open to the Public. New York: Dutton.

Cary,William L., and Craig B. Bright. 1969. The Law and the Lore of EndowmentFunds. New York: Ford Foundation.

Chesnut, Mary Boykin. 1905. A Diary from Dixie. New York: D. Appleton& Co.

Chomsky, Noam. 1986. Knowledge of Language: Its Nature, Origin, andUse.Westport, Connecticut: Praeger.

Cohen, Avi, and Geoff Harcourt. 2003. “Whatever Happened to theCambridge Capital Theory Controversies?” Journal of Economic Perspectives17(No. 1,Winter): 199–214.

Cootner, Paul H. 1964. The Random Character of Stock Market Prices.Cambridge, Mass.: MIT Press.

Copeland, Morris A. 1952. A Study of Moneyflows in the United States.New York: National Bureau of Economic Research.

Cox, John C., Jonathan E. Ingersoll Jr., and Stephen A. Ross. 1981.“TheRelation between Forward Prices and Futures Prices.” Journal of FinancialEconomics 9(December): 321–346.

Cox, John C., Jonathan E. Ingersoll Jr., and Stephen A. Ross. 1985.“ATheory of the Term Structure of Interest Rates.” Econometrica 53(No. 2, March): 385–408.

Cox, John, Stephen Ross, and Mark Rubinstein. 1979.“Option Pricing:A Simplified Approach.” Journal of Financial Economics 7(October):229–264.

Cox, John, and Mark Rubinstein. 1985. Options Markets. EnglewoodCliffs, New Jersey: Prentice-Hall.

Crevier, Daniel. 1993. AI:The Tumultuous History of the Search for ArtificialIntelligence. New York: Basic Books.

Cuneo, Larry J., and Wayne H.Wagner. 1975. “Reducing the Cost ofStock Trading.” Financial Analysts Journal 31(No. 6, November/December):3–12.

DeBondt,Werner F. M., and Richard Thaler. 1985. “Does the StockMarket Overreact?” Journal of Finance 40(No. 3, July): 793–805.Derman, Emanuel. 2004. My Life as a Quant, Reflections on Physics andFinance. Hoboken, New Jersey: John Wiley & Sons.

同类推荐
  • 帅哥美女经济学

    帅哥美女经济学

    12000名专业人士披露两性社交误区背后的深层原因,彻底颠覆人们与异性交往的一般认识和做法!剖析两性社交误区背后的深层原因,学会跨过重重障碍成功与异性交往。
  • 杨格与国民政府战时财政(1937—1945)

    杨格与国民政府战时财政(1937—1945)

    本书是“经济与社会变迁系列从书”之一种。本书研究对象是国民政府的美籍财经顾问阿瑟·恩·杨格先生,他是除了赫德以外在中国政府任职时间最长的外籍人士。本书对杨格的个人经历进行了梳理,对其战时在财政金融领域的重要活动加以叙述,重现了八年抗战时期中国如何渡过财政上的种种难关。通过杨格研究的个人化视角,重新审视国民政府时期的经济史,对中国近代史和金融史的研究具有一定的价值。
  • 戴尔营销

    戴尔营销

    本书对戴尔公司的独特经营模式定制化营销进行了深入的剖析,介绍了戴尔企业文化、直销、客户战略、大规模定制与零库存等。
  • 每天读点金融史I-公司兼并背后的资本力量

    每天读点金融史I-公司兼并背后的资本力量

    本书追溯至19世纪后半期开始的兼并重组,讲述了资本主义经济进入到寡头垄断时期的关键历史事件,并向你展现随詹发生的四次兼并浪潮是怎样彻底改变了世界经济的发展脉络,也颠覆了企业成长的路径模式。你会发现,探讨“公司兼并背后的资本力量”是深化对兼并重组认识的重要方法。本书共分18章,内容包括:早期的美国铁路大兼并、标准石油的兼并之路、家喻户晓的卡内基钢铁并购案、反垄断法与垄断势力的较量、迅速扩张的大宇集团等。
  • 突破点:走进市场的国有企业

    突破点:走进市场的国有企业

    本书分为三篇,对中国社会主义市场经济条件下的公有制国有企业实现形式及其如何利用股份经营的问题进行研究。
热门推荐
  • 至尊造化录

    至尊造化录

    一首属于残破世界的传奇史诗。二十四位至尊位,谁能执掌?诸天气荡荡,我道日兴隆。至尊,造化,战争,战斗。那人有情转绝情,绝情入杀神剑道。那人称天命唯我,违天命者皆可斩。那人一生皆征战,率百万从者踏天。
  • 天行

    天行

    号称“北辰骑神”的天才玩家以自创的“牧马冲锋流”战术击败了国服第一弓手北冥雪,被誉为天纵战榜第一骑士的他,却受到小人排挤,最终离开了效力已久的银狐俱乐部。是沉沦,还是再次崛起?恰逢其时,月恒集团第四款游戏“天行”正式上线,虚拟世界再起风云!
  • 一世常欢

    一世常欢

    亡国公主,无家无守,斯是乱世,无人关结,波诡云谲,留有一声叹
  • 宠婚成瘾:总裁老公请多指教

    宠婚成瘾:总裁老公请多指教

    黎棠只是在不经意间邂逅到了在B市只手遮天的顾煜。却没想到他竟然对她展开了疯狂的追求,还扬言她这辈子只能是他的女人!她双手抵在他结实的胸膛上,慌张反抗道:你再乱来,我就曝光你,我可是记者。他轻舔着她的耳垂,满是宠溺:黎大记者,不知你有没有兴趣采访我的夜生活呢?黎棠双眼放光,以为他会放出什么花边新闻。谁知采访夜生活竟然是将她吃的一干两净,食髓知味!
  • 嫡女三嫁

    嫡女三嫁

    “你肚里的孽种是谁的?”他抓着她质问。“反正不是你的!”她扬着下巴勇敢回答。“你找死!”他额上青筋尽现。一嫁:她隐姓埋名进入王府,冲当他的侍妾,侍寝之时以鸡血蒙混过关。二嫁:洞房花烛,她用匕首刺入他胸膛。三嫁:身怀六甲的她被他强行纳入后宫,再也无法逃脱!
  • 恶鬼当道

    恶鬼当道

    漂亮女老师的“关怀备至”;性感女邻居的“邻里爱”;更有美女警花做贴身保镖,阿了一个老帅老帅的大学生,同时被三个极品美女追捧,就在阿了无限感叹此生足以的时候,死神降临,被告知他竟得了绝症,想活命就只有一条路可以选择……
  • 神陆之战狼传说

    神陆之战狼传说

    战狼军团,无可匹敌!纵横九天,谁与争锋!
  • 美女之贴身高手

    美女之贴身高手

    他被女友抛弃,一不小心出了车祸,就这样他得到了上古仙人的传承。
  • 英雄与木马

    英雄与木马

    我一直试图写一些东西,可没有阅历学历浅薄总使我止步不前,但我还是想写一些东西,用我珍贵的想象力,写写猎人与狼,英雄与木马,又或是少年与朝阳的故事,甚至还可以是我自己的故事。它们之中有对手,有毫无关联的,也有密切相关的,唯一不同的是这一次我一定要写完它们,打死也要写完……
  • 超品贴身护卫

    超品贴身护卫

    一个从恶人城里走出的少年,成为了王朝里最受宠小公主的贴身护卫。三年入世修行,八千里路云和月,从交易到朋友,再到知己、恋人,两个相同年纪的人,在最美好的年华里相遇……