Читать книгу Risk Management and Financial Institutions - Hull John C. - Страница 15
CHAPTER 1
Introduction
FURTHER READING
ОглавлениеMarkowitz, H. “Portfolio Selection.” Journal of Finance 7, no. 1 (March 1952): 77–91.
Ross, S. “The Arbitrage Theory of Capital Asset Pricing.” Journal of Economic Theory 13, no. 3 (December 1976): 341–360.
Sharpe, W. “Capital Asset Prices: A Theory of Market Equilibrium.” Journal of Finance 19, no. 3 (September 1964): 425–442.
Smith, C. W., and R. M. Stulz. “The Determinants of a Firm's Hedging Policy.” Journal of Financial and Quantitative Analysis 20 (1985): 391–406.
Stulz, R. M. Risk Management and Derivatives. Mason, OH: South-Western, 2003.
