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Title: Author: MC SYSTEM Last modified by: LiYong Created Date: 9/18/2006 6:16:36 AM Document presentation format: (4:3) – PowerPoint PPT presentation

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Title: e-mail: YongLee@ustc.edu.cn


1
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  • ????405
  • ??3606365
  • e-mail YongLee_at_ustc.edu.cn

2
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  • ?????????????????????????????,??????????????
    ???????????????????????????????????????,????????
    ??????????????????????????????????????????????????
    ???????????????????????????????????????????
    (CAPM)??????? (APT)???????????????????????????????
    ???????????????????????????????????????

3
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  • ??????,????????????????????????,????????
    ???????????????????????

4
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  2. ??????????????
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  4. ?????????????
  5. ????????
  6. ?????
  7. ??????
  8. ??????
  9. ??????
  10. MM?????????
  11. ??????????
  12. ?????

5
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??????????????????????
6
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????? ????????? 2006 ?? ????? ????????
7
????
8
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???, ???????, ???????,2004?
9
???????
  • Huang, Chi-fu R. H. Litzenberger, Foundations
    for Financial Economics, Prentice Hall, Englewood
    Cliffs, NJ, 1988. (???2003???)

10
??????
  • Ingersoll, J. E. Jr., Theory of Financial
    Decision Making, Rowman Littlefield
    Publishers, Maryland. 1987.

11
???????
  • LeRoy, S. F. and J. Werner, Principles of
    Financial Economics, Cambridge University Press,
    Cambridge, 2001.

12
??????????
13
???????
14
????
  • Bernstein, Peter L., Capital Ideas, The
    Improbable Origins of Modern Wall Street, Simon
    Schster, New York, 1992 (???????,???????????,??
    ?????,2001)

15
???
  • Jarrow, R. A., V. Maksimovic W. T. Ziemba
    (eds), Finance, Elsevier, Amsterdam, 1995,
    Chaps., 1, 2, 4, and 9. (???2007???)
  • Jarrow, R. A., Finance Theory, Prentice Hall,
    Englewood Cliffs, NJ, 1988.
  • Huang, Chi-fu R. H. Litzenberger, Foundations
    for Financial Economics, Prentice Hall, Englewood
    Cliffs, NJ, 1988. (???2003???)
  • Ingersoll, J. E. Jr., Theory of Financial
    Decision Making, Rowman Littlefield
    Publishers, Maryland. 1987.

16
????????(?)
  • LeRoy, S. F. and J. Werner, Principles of
    Financial Economics, Cambridge University Press,
    Cambridge, 2001.
  • Cochrane, John H., Asset Pricing, Princeton
    University Press, Princeton, 2001, 2005.
  • Bernstein, Peter L., Capital Ideas, The
    Improbable Origins of Modern Wall Street, Simon
    Schster, New York, 1992 (???????,???????????,??
    ?????,2001)
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