金融経済学
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^ 池田 2000, p. 122
^ Oksendal, Bernt (2003), Stochastic differential equations (6 ed.), Springer-Verlag Berlin Heidelberg, p. 282, .mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation.cs-ja1 q,.mw-parser-output .citation.cs-ja2 q{quotes:"「""」""『""』"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free a,.mw-parser-output .citation .cs1-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited a,.mw-parser-output .id-lock-registration a,.mw-parser-output .citation .cs1-lock-limited a,.mw-parser-output .citation .cs1-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription a,.mw-parser-output .citation .cs1-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:#d33}.mw-parser-output .cs1-visible-error{color:#d33}.mw-parser-output .cs1-maint{display:none;color:#3a3;margin-left:0.3em}.mw-parser-output .cs1-format{font-size:95%}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}ISBN 9783540047582
^ a b Fama 1970
^ Dybvig and Ross 2003, p. 620
^ The economic sciences prize committee of the royal Swedish academy of sciences 2013, p. 10
^ Ferson, Wayne E. (2003), “Tests of multifactor pricing models, volatility bounds and portfolio performance”, in Constantinides, George M.; Harris, Milton; Stulz, Rene M., Handbook of the Economics of Finance 1, Elsevier, pp. 743-802, doi:10.1016/S1574-0102(03)01021-5, ISBN 9780444513632
^ a b The economic sciences prize committee of the royal Swedish academy of sciences 2013, p. 9
^ Modiliani, Franco; Miller, Merton H. (1958), “The cost of capital, corporation finance and the theory of investment”, American Economic Review 48 (3): 261-297, JSTOR 1809766, https://jstor.org/stable/1809766
^ Myers, Stewart C. (2003), “Financing of corporations”, in Constantinides, George M.; Harris, Milton; Stulz, Rene M., Handbook of the Economics of Finance 1, Elsevier, pp. 215-253, doi:10.1016/S1574-0102(03)01008-2, ISBN 9780444513625
^ The economic sciences prize committee of the royal Swedish academy of sciences 2013, p. 5
^ The economic sciences prize committee of the royal Swedish academy of sciences 2013, p. 4
^ Dybvig and Ross 2003, p. 616
^ 池田 2000, p. 34
^ a b Dybvig and Ross 2003, p. 624
^ Markowitz, Harry M. (1952), “Portfolio selection”, The Journal of Finance 7 (1): 77-91, doi:10.1111/j.1540-6261.1952.tb01525.x
^ Tobin, James (1958), “Liquidity preference as behavior towards risk”, Review of Economic Studies 25 (2): 65-86, doi:10.2307/2296205
^ 池田 2000, p. 54
^ Sharpe, William F. (1964), “Capital asset prices: A theory of market equilibrium under conditions of risk”, The Journal of Finance 19 (3): 425-442, doi:10.1111/j.1540-6261.1964.tb02865.x
^ Lintner, John (1965), “The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets”, The Review of Economics and Statistics 47 (1): 13-37, JSTOR 1924119, https://jstor.org/stable/1924119
^ Mossin, Jan (1966), “Equilibrium in a capital asset market”, Econometrica 34 (4): 768-783, JSTOR 1910098, https://jstor.org/stable/1910098
^ 池田 2000, p. 82
^ Black, Fischer (1972), “Capital market equilibrium with restricted borrowing”, The Journal of Business 45 (3): 444-455, JSTOR 2351499, https://jstor.org/stable/2351499
^ Sharpe, William F. (1966), “Mutual fund performance”, The Journal of Business 39 (1): 119-138, JSTOR 2351741, https://jstor.org/stable/2351741
^ Merton, Robert C. (1973), “An intertemporal capital asset pricing model”, Econometrica 41 (5): 867-887, JSTOR 1913811, https://jstor.org/stable/1913811
^ Dybvig and Ross 2003, pp. 633?634
^ Ross, Stephen A. (1976), “The arbitrage theory of capital asset pricing”, Journal of Economic Theory 13 (3): 341-360, doi:10.1016/0022-0531(76)90046-6
^ Dybvig and Ross 2003, pp. 621?622
^ Black, Fischer; Scholes, Myron (1973), “The pricing of options and corporate liabilities”, Journal of Political Economy 81 (3): 637-654, JSTOR 1831029, https://jstor.org/stable/1831029
^ Shreve 2004, p. 157
^ Shreve 2004, p. 158
^ Shreve 2004, p. 159
^ Whaley, Robert E. (2003), “Derivatives”, in Constantinides, George M.; Harris, Milton; Stulz, Rene M., Handbook of the Economics of Finance 1, Elsevier, pp. 1129-1206, doi:10.1016/S1574-0102(03)01028-8, ISBN 9780444513632
^ Merton, Robert C. (1973), “Theory of rational option pricing”, The Bell Journal of Economics and Management Science 4 (1): 141-183, JSTOR 3003143, https://jstor.org/stable/3003143
^ Shreve 2004, p. 189
^ Harrison, J. Michael; Kreps, David M. (1979), “Martingales and arbitrage in multiperiod securities markets”, Journal of Economic Theory 20 (3): 381-408, doi:10.1016/0022-0531(79)90043-7
^ Harrison, J. Michael; Pliska, Stanley R. (1981), “Martingales and stochastic integrals in the theory of continuous trading”, Stochastic Processes and their Applications 11 (3): 215-260, doi:10.1016/0304-4149(81)90026-0
^ Harrison, J. Michael; Pliska, Stanley R. (1983), “A stochastic calculus model of continuous trading: complete markets”, Stochastic Processes and their Applications 15 (3): 313-316, doi:10.1016/0304-4149(83)90038-8
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