@ = material available online
Books
Danthine, J.-P. and Donaldson, J. B. Intermediate Financial Theory, 2014. Amsterdam: Elsevier. ISBN: 9780123865496, 3rd edition. Chapters 1-10.
Hull, J. Options, futures, and other derivatives, 2015 or 2017. Boston: Pearson. ISBN 9780133456318, 9th or 10th edition.
Articles
@ Dalquist, M., Polk, C., Priestley, R. and ?degaard, B. A. Norges Bank’s Expert Group on Principles for Risk Adjustment of Performance Figures – Final Report, 2015.
@ Fama, E. F. and French, K. R. The Capital Asset Pricing Model: Theory and Evidence, 2004. Journal of Economic Perspectives, 18(3): pp. 25-46
@ Malkiel, B. G. The Efficient Market Hypothesis and Its Critics, 2003. The Journal of Economic Perspectives 17(1): pp. 59-82
@ Roll, R. A Mean/Variance Analysis of Tracking Error, 1992. The Journal of Portfolio Management, pp: 13-22.
@ Shiller, R. J. From Efficient Markets Theory to Behavioral Finance, 2003. The Journal of Economic Perspectives 17(1): pp. 83-104
@ Varian, H. R. The Arbitrage Principle in Financial Economics, 1987. Economic Perspective, 1(2): pp. 55-72