导论现代金融理论中的投资学要点.ppt

第2节 现代投资理论的发展线索 “The Adjustment of Stock Prices to New Information,” with L. Fisher, M.C. Jensen and R. Roll, 1969, IER. “Efficient Capital Markets: a review of theory and empirical work,” 1970, J of Finance. 《证券投资理论与实务》 * Eugene Fama 第2节 现代投资理论的发展线索 The Valuation of Options Contracts and a Test of Market Efficiency,Journal of Finance, Vol. 27, No.2, May 1972 (with Fischer Black). The Pricing of Options and Corporate Liabilities,Journal of Political Economy, Vol. 81, No. 3, May/June 1973 (with Fischer Black,who died in August 1995). 《证券投资理论与实务》 * Myron Scholes shared the Nobel memorial pri