《证券投资分析》课程参考书

《证券投资分析》课程

主要参考文献

经典教科书 序号 作者 时间 文献名 出版社 Prentice-Hall,Inc. 中国人民大学出版社 1 William F. Sharpe Gordon J. 1995 INVESTMENTS /5th ed. Alexander Jeffery V. Bailey （美）威廉．夏普、戈登．亚历山大、杰弗里．贝利 1998 投资学（1995年版） 2 James L. Farrell Walter J. 1997 PORTFOLIO MANAGEMENT: Theory McGraw-Hill, Inc. Reinhart （美）小詹姆斯．法雷尔、沃尔特．雷哈特 3 Zvi Bodie Alex Kane Alan 1999 INVESTMENTS /4th ed. J. Marcus （美）滋维．博迪、亚历克斯．凯恩、艾伦．马库斯 4 Zvi Bodie Robert C. Merton 2000 Finance （美）滋维．博迪、罗伯特．莫顿 2000 金融学 Prentice-Hall,Inc. 中国人民大学出版社 2000 投资学（1999年版） 机械工业出版社 McGraw-Hill,Inc. and Application 2000 投资组合管理—理论及应用（1997年版） 机械工业出版社 5 Edwin J. Elton Martin J. 1984 Modern Portfolio Theory and Investment John Wiley&Sons. Gruber 6 Robert A. Hauge 7 Francis, Jack Clark Analysis 1986 Modern Portfolio Theory Prentice-Hall,Inc. 1991 Investments: Analysis and Management McGraw-Hill,Inc. /5th ed. 标准金融经济学文献 序号 作者 时间 文献名 出版社 1 Harry M. Markowitz 1987 MEAN—VARIANCE ANALYSIS IN Basil Blackwell PORTFOLIO CHOICE AND CAPITAL MARKETS （美）哈里．马克威茨 1999 资产组合选择和资本市场的均值—方差上海人民出版社 分析（1987年版） 2 Harry M. Markowitz （美）哈里．马克威茨 1991 PORTFOLIO SELECTION Efficient Blackwell Diversification of Investments 2000 资产选择—投资的有效分散化（1990年首都经济贸易大学版） 出版社 McGraw-Hill 机械工业出版社 John Wiley&Sons.Inc. 3 William F. Sharpe （美）威廉．夏普 2000 Portfolio Theory and Capital Markets 2001 投资组合理论与资本市场 1996 INVESTMENT VALUATION 4 Aswath Damodaran （美）迪莫戴伦 1999 投资估价—评估任何资产价值的工具和清华大学出版社 技术（1996年版） 序号 1 2 3 作者 时间 文献名 刊物 Journal of Finance Harry Markowitz 1952 Portfolio Selection Franco Modigliani Merton H. 1958 The cost of Capital, Corporation Finance American Economic Miller Kenneth J. 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A.Raviv 4 张维迎 J.Green, Victor Murinde 1963 Corporate Income Taxes and the Cost of American Economic 1988 Corporate control contests and capital JFEC/vol20 structure 1991 The theory of capital structure 1995 公司融资结构的契约理论：一个综述 Journal finance/vol.49 改革/5 of 5 Sanjiva Prasad, Christopher 2001 Company financing, capital structure, and ownership: a survey, and implications for developing economies 金融工程文献 序号 作者 时间 文献名 出版社 1 John C. Hull （美）约翰．赫尔 1989 OPTIONS，FUTURES AND OTHER Prentice-Hall,Inc. DERIVATIVE SECURITIES 1997 期权、期货和衍生证券（1989年版） 华夏出版社 2 Lawrence. Galitz （英）洛伦兹．格利茨 1995 FINANCIAL ENGINEERING Tools and Pitman Publishing Techniques to Manage Financial Risk 1998 金融工程学（1995年版） IN 经济科学出版社 FINANCIAL Prentice-Hall,Inc. 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Shiller （美）罗伯特．希勒 2000 Irrational Exuberance 2001 非理性繁荣 Princeton University Press 人民大学出版社 序号 作者 时间 文献名 刊物 1 Daniel Kahneman, Tversdy 2 Eugene F. Fama 3 Robert J. Shiller 1979 Prospect theory: an analysis of decision Econometrica/47 making under risk 1998 Market Efficiency, Long-Term Returns, and Journal of Financial Behavioral Finance Financial System Economics/283-306 of Macroeconomics/Vol.1 Journal of Financial and No.2 Quantitative Analysis/Vol.35, 1999 Human Behavior and the Efficeincy of the Handbook 4 Hersh Shefrin, Meir Statman 2000 Behavioral Portfolio Theory 5 Nicholas Thaler Barberis,Richard 2001 A Survey of Behavioral Finance /August