litbaza книги онлайнДомашняяФундаментальные идеи финансового мира. Эволюция - Питер Л. Бернстайн

Шрифт:

-
+

Интервал:

-
+

Закладка:

Сделать
1 ... 71 72 73 74 75 76 77 78 79 80
Перейти на страницу:

Heisenberg, Werner, 1927. «Ueber den anschaulichen Inhalt der quantentheoretischen Kinematik and Mechanik» [ «On the anschaulich [intelligible or physical] content of quantum theoretical kinematics and mechanics»], Zeitschrift für Physik, Vol. 43, pp. 172–98.

Hill, Joanne, 2006. «Alpha as a Net Zero-Sum Game,» The Journal of Portfolio Management, Vol. 32, No. 4 (Summer), pp. 24–32.

Homer, Sidney, and Martin Leibowitz, 1972. Inside the Yield Book: New Tools for Bond Market Strategy, Englewood Cliffs, NJ: Prentice-Hall and New York: New York Institute of Finance.

Homer, Sidney, and Martin Leibowitz, 2004. Inside the Yield Book: The Classic That Created the Science of Bond Analysis, Princeton, NJ: Bloomberg Press.

Ineichen, Alexander, 2006. Asymmetric Returns: The Future of Active Asset Management, Hoboken, NJ: John Wiley & Sons.

Jacobs, Bruce, Kenneth Levy, and Harry Markowitz, 2003. «Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions,» Operations Research, July/August.

Jacobs, Bruce, Kenneth Levy, and Harry Markowitz, 2004. «Financial Market Simulation,» The Journal of Portfolio Management, 30th Anniversary Issue (September), pp. 142–152.

Jacobs, Bruce, Kenneth Levy, and Harry Markowitz, 2006. «Trimability and Fast Optimizations of Long-Short Portfolios,» Financial Analysts Journal, March/April.

Jensen, Michael, 1965. «The Performance of Mutual Funds in the Period 1945–1964,» Journal of Finance, Vol. 23 (December), pp. 587–616.

Jones, Bob, 2006. Pensions & Investments, April 3, p. 20.

Jung, Jeeman, and Robert Shiller, 2005. «Samuelson’s Dictum and the Stock Market,» Economic Inquiry, Vol. 43, No. 5, pp. 221–228.

Kahneman, Daniel, 2002. Autobiography and Nobel Address. Available at http://nobelprize.org/economics/laureates/2002.

Kahneman, Daniel, 2003. «Maps of Bounded Rationality: Psychology for Behavioral Economics,» American Economic Review, Vol. 93, No. 5 (Fall), pp. 1449–1475.

Kahneman, Daniel, Harry Markowitz, Robert C. Merton, Myron Scholes, Bill Sharpe, and Peter Bernstein, 2005. «Most Nobel Minds,» CFA Magazine, November-December, pp. 36–43.

Kahneman, Daniel, Paul Slovic, and Amos Tversky, 1974. «Judgment Under Uncertainty,» Science, Vol. 185, pp. 1124–1131.

Kahneman, Daniel, Paul Slovic, and Amos Tversky, 1982. Judgment Under Uncertainty: Heuristics and Biases, New York: Cambridge University Press.

Kahneman, Daniel, and Tversky, Amos, 1979. «Prospect Theory,» Econometrica, Vol. 47, No. 2 (March).

Kim, E. Han, Adair Morse, and Luigi Zingales, 2006. «What Has Mattered to Economics Since 1970?» Journal of Economic Perspectives, Vol. 20, No. 4 (Fall), pp. 189–202.

Kosowski, Robert, Allan Timmerman, Russ Wermers, and Hal White, 2006. «Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis,» Journal of Finance, Vol. 61, No. 6 (December).

Kritzman, Mark, and Lee Thomas, 2004. «Re-Engineering Investment Management,» The Journal of Portfolio Management, 30th Anniversary Issue (September), pp. 70–79.

Kroszner, Randall, 2006. «The Conquest of Worldwide Inflation: Currency Competition and Its Implications for Interest Rates and the Yield Curve,» Cato Monetary Policy Conference, November 16.

Kurz, Mordecai, 1994. «On the Structure and Diversity of Rational Beliefs,» Economic Theory, Springer-Verlag, Vol. 4, pp. 877–900.

Kurz, Mordecai, ed., 1997. Endogenous Economic Fluctuations: Studies in the Theory of Rational Beliefs, Springer Series in Economic Theory, No. 6 (August), Springer-Verlag.

Kurz, Mordecai, M. Jin, and M. Motolese, 2005. «Determinants of Stock-Market Volatility and Risk Premia,» Annals of Finance, Vol. I, pp. 109–147.

Lamont, Owen, and Jeremy Stein, 2006. «Investor Sentiment and Corporate Finance: Micro and Macro,» American Economic Review (May), pp. 198–204.

Leibowitz, Martin, 1992. Investing: The Collected Works of Martin L. Leibowitz, Chicago: Probus Publishing Company.

Leibowitz, Martin, 2004. «The Beta-Plus Measure in Asset Allocation,» The Journal of Portfolio Management, Vol. 30, No.3 (Spring), pp. 26–36.

Leibowitz, Martin, 2005. «Alpha Hunters and Beta Grazers,» Financial Analysts Journal, September/October, pp. 32–39.

Leibowitz, Martin, and Anthony Bova, 2005a. «Allocation Betas,» Financial Analysts Journal, September/October.

Leibowitz, Martin, and Anthony Bova, 2005b. «Beta-Based Asset Allocation: A Summary,» Morgan Stanley, November 30.

Litterman, Bob, 2003. «Beyond Equilibrium: The Black-Litterman Approach,» in Bob Litterman and the Quantitative Resources Group of Goldman Sachs Asset Management, Modern Investment Management: An Equilibrium Approach, Hoboken, NJ: John Wiley & Sons, pp. 76–88.

Litterman, Bob, 2004. «The Active Risk Puzzle: Implications for the Asset Management Industry,» The Journal of Portfolio Management, September, pp. 88–93.

Lo, Andrew, 2004. «The Adaptive Market Hypothesis,» The Journal of Portfolio Management, 30th Anniversary Issue (September), pp. 15–29.

Lo, Andrew, 2005. «Risk Management for Hedge Funds: Introduction and Overview,» Financial Analysts Journal, November/December, pp. 16–33.

Lowenstein, Roger, 2000. When Genius Failed: The Rise and Fall of Long-Term Capital Management, New York: Random House.

MacKenzie, Donald, 2006. An Engine, Not a Camera: How Financial Models Shape Markets, Cambridge, MA: MIT Press.

MacKinlay, A. Craig, and Andrew Lo, 1999. A Non-Random Walk Down Wall Street, Princeton, NJ: Princeton University Press.

Malkiel, Burton, 1996. A Random Walk Down Wall Street, 6th Ed., New York: W.W. Norton.

Malkiel, Burton, 2005a. «Reflections on the Efficient Market Hypothesis: 30 Years Later,» Financial Review, Vol. 40, No. 1 (February), pp. 1–9.

Malkiel, Burton, 2005b. «Market Efficiency Versus Behavioral Finance,» Journal of Applied Corporate Finance, Vol. 17, No. 3 (Summer), p. 125.

Markowitz, Harry, 1952. «Portfolio Selection,» Journal of Finance, Vol. 7, No. 1 (March), pp. 77–91.

Markowitz, Harry, 1959. Portfolio Selection: Efficient Diversification of Investments, New York: John Wiley & Sons.

Markowitz, Harry, 2005. «Market Efficiency: A Theoretical Distinction and So What?» Financial Analysts Journal, September/October, pp. 17–30.

1 ... 71 72 73 74 75 76 77 78 79 80
Перейти на страницу:

Комментарии
Минимальная длина комментария - 20 знаков. Уважайте себя и других!
Комментариев еще нет. Хотите быть первым?