Free Economics Dissertations - Modern Portfolio Theory and Investment Analysis - Elton, Edwin, J., Gruber, Martin, J., Brown, Stephen, J., And Goetzmann,
Elton, Edwin, J., Gruber, Martin, J., Brown, Stephen, J., and Goetzmann, William N., Modern Portfolio Theory and Investment Analysis, (2002), John Wiley and Sons.
Harrington, Diana R., Modern Portfolio Theory, the Capital Asset Pricing Model and Arbitrage Pricing Theory: A User’s Guide, (1986), Prentice Hall
Kolb, Robert W., Futures, Options and Swaps, 3rd edition, (2000), Blackwell Publishers
Pike, Richard and Neale, Bill, Corporate Finance and Investment : Decisions and Strategies, 3rd edition, (1999) London : Prentice Hall Europe
Reilly, Frank K., and Brown, Keith C., Investment Analysis and Portfolio Management, 6th edition, (2000), The Dryden Press, Harcourt College Publishers
Brigham, Eugene F. and Houston, Joel F., Fundamentals of Financial Management, 8th edition, (1998), The Dryden Press, Harcourt Brace College Publishers.
Fabozzi, Frank J., Fixed Income Analysis, (2000), Frank J. Fabozzi Associates.
Journals and Articles
Allan W. Kleidon; Paul Pfleiderer, International Arbitrage Pricing Theory: Discussion, The Journal of Finance, Vol. 38, No. 2, Papers and Proceedings Forty-First Annual Meeting American Finance Association New York, N.Y. December 28
Dorothy H. Bower; Richard S. Bower; Dennis E. Logue, Arbitrage Pricing Theory and Utility Stock Returns The Journal of Finance, Vol. 39, No. 4 (Sep., 1984), pp. 1041-1054
Jay Shanken, The Current State of the Arbitrage Pricing Theory, The Journal of Finance, Vol. 47, No. 4 (Sep., 1992), pp. 1569-1574
K. C. John Wei, An Asset-Pricing Theory Unifying the CAPM and APT, The Journal of Finance, Vol. 43, No. 4 (Sep., 1988), pp. 881-892
Marshall E. Blume and Irwin Friend, A New Look at the Capital Asset Pricing Model, The Journal of Finance, Vol. 28, No. 1 (Mar., 1973), pp. 19-33
Nai-Fu Chen, Some Empirical Tests of the Theory of Arbitrage Pricing, The Journal of Finance, Vol. 38, No. 5 (Dec., 1983), pp. 1393-1414
Ravi Bansal; S. Viswanathan, No Arbitrage and Arbitrage Pricing: A New Approach, The Journal of Finance, Vol. 48, No. 4 (Sep., 1993), pp. 1231-1262
Richard Roll; Stephen A. Ross, An Empirical Investigation of the Arbitrage Pricing, Theory The Journal of Finance, Vol. 35, No. 5 (Dec., 1980), pp. 1073-1103
Stephen A. Ross, The Current Status of the Capital Asset Pricing Model (CAPM), The Journal of Finance Vol. 33, No. 3, Papers and Proceedings of the Thirty-Sixth Annual Meeting American Finance Association, New York City December
William F. Sharpe , Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, The Journal of Finance, Vol. 19, No. 3 (Sep., 1964), pp. 425-442
W. F. Sharpe, New Evidence on the Capital Asset Pricing Model: Discussion, The Journal of Finance, Vol. 33, No.
Dissertations - Free Economics Dissertations
