Основы финансового менеджмента - Джеймс К. Ван Хорн - Рекомендуемая литература

    Содержание материала

    Рекомендуемая литература

    Alexander, Gordon J., William F. Sharpe, and Jeffrey V. Bailey, Fundamentals of Investment, 3rd ed. (Upper Satdle River, NJ: Prentice Hall, 2001).

    Campbell, John Y., Martin Lettau, Burton G. Malkiel, and Yexiao Xu, "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" Journal of Finance 56 (February 2001), p. 1-43.

    Evans, Jack, and Stephen H. Archer, "Diversification and the Reduction of Dispersion: An Empirical Analysis" Journal of Finance 23 (December 1968), p. 761-767.

    Fabozzi, Frank J. Investment Management, 2nd ed. (Upper Satdle River, NJ: Prentice Hall,

    1999). Fama, Eugene F., "Efficient Capital Markets: A Review of Theory and Empirical Work",

    Journal of Finance 25 (May 1970), p. 384-387.

    , "Components of Investment Performance", Journal of Finance 27 (June 1972), p. 551-567.

    , and Kenneth R. French, "The Cross-Section of Expected Stock Returns", Journal of Finance 47 (June 1992), p. 427-465.

    , and Kenneth R. French, "Common Risk Factors in the Returns on Stocks and Bonds" Journal of Financial Economics 33 (February 1993), p. 3-56.

    , and Kenneth R. French, "Multifactor Explanations of Asset Pricing Anomalies", Journal of Finance 51 (March 1996), p. 55-84. Ferson, Wayne, and  Robert A.  Korajczyk,  "Do Arbitrage Pricing Models  Explain the

    Predictability of Stock Returns?'Journal of Business 68 (1995), p. 309-349. Grundy,  Kevin, and Burton  G. Malkiel, "Reports of Beta's Death Have Been Greatly Exaggerated", Journal of Portfolio Management 22 (Spring 1996), p. 36-44.

    Haugen, Robert A., Modern Investment Theory, 4th ed. (Upper Satdle River, NJ: Prentice

    Hall, 1997). Horim, M. Ben, and H. Levy, "Total Risk, Diversifiable Risk and Nondiversifiable Risk: A

    Pedagogic Note" Journal of Financial and Quantitative Analysis 15 (June  1980), p. 289-297. Jagannathan, Ravi, and Ellen R. McGrattan, "The CAPM Debate", Federal Reserve Bank of

    Minneapolis, Quarterly Review 19 (Fall 1995), p. 1-17. Kothari, S. P., and Jay Shanken, "In Defense of Beta" Journal of Applied Corporate Finance

    8 (Spring 1995), p. 53-58. Levy,   Haim,  Deborah   Gunthorpe,   and John  Wachowicz, Jr.,   "Beta  and  an   Investor's

    Holding Period", Review of Business 15 (Spring 1994), p. 32-35. Lindahl, Mary, and John Wachowicz Jr., "Judging Your Portfolio's Return, Given its Risk",

    Review of Business (готовится к выходу в свет). Modigliani, Franco, and Gerald A. Pogue, "An Introduction to Risk and Return", Financial

    Analysts Journal 30 (March-April 1974), p. 68-80, (May-June 1974), p. 69-86. Mullins, David W., Jr., "Does the Capital Asset Pricing Model Work?" Harvard Business

    Review 60 (January-February 1982), p. 105-114. Reilly, Frank K, and Keith C. Brown, Investment Analysis and Portfolio Management, 6th ed.

    (Orlando, FL: Dryden Press, 2000).

    Roll, Richard, "Performance Evaluation and Benchmark Errors", Journal of Portfolio Management 6 (Summer 1980), p. 5-12.

    j and Stephen A. Ross, "The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning", Financial Analysts Journal 40 (May-June 1984), p, 14-26.

    Rosenberg, Barr, "The Capital Asset Pricing Model and the Market Model", Journal of Portfolio Management 7 ( W i n t e r 1981), p, 5-16.

    Ross, Stephen A., "The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory 13 (December 1976), p. 341-360.

    Shanken, Jay, and Clifford W. Smith, "Implications of Capital Markets Research for Corporate F i n a n c e " , Financial Management 25 (Spring 1996), p. 98-104.

    Sharpe, William, "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk" Journal of Finance 19 (September 1964), p. 425-442.

    , Gordon J. Alexander, and Jeffrey V. Bailey, Investments, 6Ih ed, (Upper Satdle River, NJ: Prentice Hall, 1999).

    Shrieves, Ronald E„ and John M. Wachowicz Jr., "A Utility Theoretic Basis for 'Generalized' Mean-Coefficient of Variation ( M C V ) Analysis", Journal of Financial and Quantitative Analysis 16 (December 1981), p. 671-683.

    Siegel, Jeremy J., "The Application of the DCF Methodology for Determining the Cost of Equity Capital", Financial Management 14 (Spring 1985), p. 46-53.

    Stocks, Bonds, Bills and Inflation: Valuation Edition 1999 Yearbook. (Chicago: Ibbotson Associates, 1999).

    Wachowicz, John M., Jr. and Ronald E. Shrieves., "An Argument for 'Generalized' Mean-Coefficient of Variation Analysis", Financial Management 9 ( W i n t e r 1980), p. 51-58.

    Часть II Web-сайта, посвященного данному учебнику (Wachowicz's Web World), содержит ссылки на многие "финансовые" Web-сайты, а также ссылки на статьи в Интернете, связанные с темами, освещаемыми в этой главе, (web.utk.edu/~jwachowi/ part2.html)


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