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References

29 四月, 2015 - 15:03
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  7. http://ciber.fuqua.duke.edu/~charvey/Teaching/BA453_2006/Campbell_Viceira.pdf
  8. Campbell, J & Vicera, M "Strategic Asset Allocation: Portfolio Choice for Long Term Investors". Clarendon Lectures in Economics, 2002. ISBN 978-0-19-829694-2
  9. Merton, R.C. (1973). "An Intertemporal Capital Asset Pricing Model". Econometrica 41 (5): 867–887.
  10. Breeden, Douglas (September, 1979). "An intertemporal asset pricing model with stochastic consumption and investment opportunities". Journal of Financial Economics 7 (3): 265–296. doi:10.1016/0304-405X(79)90016-3.
  11. Shefrin, H.; Statman, M. (2000). "Behavioral Portfolio Theory". Journal of Financial and Quantitative Analysis 35 (2): 127–151. doi:10.2307/2676187.
  12. De Brouwer, Ph. (2009). "Maslowian Portfolio Theory: An alternative formulation of the Behavioural Portfolio Theory". Journal of Asset Management 9 (6): 359–365. doi:10.1057/jam.2008.35.
  13. Fama, Eugene F.; French, Kenneth R. (1993). "Common Risk Factors in the Returns on Stocks and Bonds". Journal of Financial Economics 33 (1): 3–56. doi:10.1016/0304-405X(93)90023-5.
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