C1资本市场理论研究框架PRINT
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研究生课程专题研究
《现代资本市场理论》Contemporary Capital Market Theory
华侨大学工商管理学院
Huaqiao University, China
2010.9
Reference:
Capital Markets Institutions and Instruments (2E): Frank J. Fabozzi, Fraco Modigliani 1996 Corporate Finance (5E)：Stephen A. Ross, Randolph W. Westerfield, Jeffrey F. Jaffe 1999 Investments(5E)：William Sharpe, Gordon Alexander & Jeffery Bailey, 1998
Essentials of Investments (4E): Zvi Bodie, Alex Kane, Alan J. Marcus, 陈雨露译, 2003, 人大出版社Investments (7E): (美)滋维-博迪, 亚历克斯-凯恩, 艾伦, J.马库斯著, 2009, 机械工业出版社Introduction to investment: Levy, H. 1999, 任淮秀等译
Portfolio Management: Theory and Application (2E), Farrell Jr. Reinhart W. J. 齐寅峰等译, 机械工业出版社, 2000
现代资本市场理论研究, 郭敏等编, 人大出版社, 2006
现代证券金融理论前沿与中国实证, 杨朝军,蔡明超,杨一文著, 上海交通大学, 2004年
现代投资学－－组合投资分析与管理, 戴晓凤, 晏艳阳著, 湖南人民出版社, 2003年
现代投资学,孔爱国著, 上海人民出版社, 2003年
投资学, 张宗新编著, 复旦大学出版社, 2006年
资产定价理论, 杨大楷等, 上海财经大学, 2004年
金融经济学(Financial Economics), Brian Kettell, 刘利, 中国金融出版社, 2005
金融经济学, 汪昌云, 中国人民大学出版社, 2006
高级财务学, 王化成, 中国人民大学出版社, 2006
10 classical papers on finance market
Porfolio Selection, by Harry Markowitz, The Journal of Finance, Vol. 7, No. 1, March 1952.
Capital Asset Prices: A Theory of Market Equilibrium Under conditions of Risk, by William F. Sharp, The Journal of Finance, Vol. 19, No. 3, Sep 1964.
How to Rate Management of Investment Funds, by JackL. Treynor, Harvard Business Review, Vol.
43, No. 1, Jan/Feb 1965.
The Cost of Capital, Corporation Finance and the Theory of Investment, by Franco Modigliani and Merton H. Miller, The American economic review, Vol. 48, No. 3, June 1958.
Dividend Policy, Growth, and the Valuation of Shares, by Merton H. Miller and Franco Modigliani, The Journal of Business, Vol. 34, No. 4 Oct, 1961.
Distribution of Incomes of Corporations Among Dividends, Retained Earnings, and Taxes, by John Lintner, The American Economic Review, Vol. 46, No. 2, May 1956.
Dividend Policies and common Stock Prices, by James E. Walter, The Journal of Finance, Vol. 11, No.
1, Mar 1956.
A Theory of Price-Earnings Ratios, by Molodovsky, The Analysts Journal, Vol. 9, No. 5, Nov 1953. Stock Prices and Current Earnings, by Molodovsky, The Analysts Journal, vol. 11, No. 4, Aug 1955. The Behavior of Stock-Market Prices, by Fama, The Journal of Business, Vol. 38, No. 1, Jan 1965. Growth Stocks and the Petersburg Paradox, by Durand, Journal of Finance, Vol. 12, No.3, Sep 1957. Brownian Motion in the Stock Market, by Osborne, Operations Research, Vol.7, Mar-Apr 1959.
How to Use Security Analysis to Improve Portfolio Selection, by Treynor and Fischer Black, The Journal of Business, Vol. 46, No. 1, January 1973.
Evolution of Modern Portfolio Theory, by Professor William F. Sharpe.