Syllabus/achievement requirements
- J.-P. Danthine and J.B. Donaldson: Intermediate Financial Theory, 3rd edition, 2014. Elsevier Academic Press. chapters 1–10.
- Eugene F Fama and Kenneth R French. The capital asset pricing model: Theory and evidence. Journal of Economic Perspectives, 18(3):25--46, summer 2004.
- Levine. Financial development and economic growth: Views and agenda. Journal of Economic Literature, 35:688--726, 1997.
- Merton H Miller. The Modigliani-Miller propositions after thirty years. Journal of Economic Perspectives, 2:99--120, 1988.
- Franco Modigliani. MM--Past, present, future. Journal of Economic Perspectives, 2:99--120, 1988.
- Andre F Perold. The Capital Asset Pricing Model. Journal of Economic Perspectives, 18(3):3--24, September 2004.
- Richard Roll. A mean/variance analysis of tracking error. Journal of Portfolio Management, (13--22), summer 1992.
- Stephen A Ross. Comment on the Modigliani-Miller propositions. Journal of Economic Perspectives, 2:127--133, 1988.
- Joseph E Stiglitz. Why financial structure matter. Journal of Economic Perspectives, 2:121--126, 1988.
- Hal Varian. The arbitrage principle in financial economics. Journal of Economic Perspectives, 1(2):55--72, 1987.
Published Nov. 22, 2016 2:11 PM
- Last modified Mar. 31, 2017 2:23 PM