资产定价读书笔记

当前在读

理论资产定价

Cochrane J H. Asset pricing: Revised edition[M]. Princeton university press, 2005.

未来计划

理论资产定价

Back K E. Asset pricing and portfolio choice theory[M]. 2017.

Campbell J Y. Financial decisions and markets: a course in asset pricing[M]. Princeton University Press, 2017.

实证资产定价

Bali T G, Engle R F, Murray S. Empirical asset pricing: The cross section of stock returns[M]. John Wiley & Sons, 2016.

Ferson W. Empirical asset pricing: Models and methods[M]. 2019.