4JamesLFarrell JrandWalterJ 齐寅峰译.Reinhart Portfolio Management:Theory and Application[M].北京:机械工业出版社,2000.43-67. 被引量：1
5Robert A Haugen.Modern Investment Theory[M].New Jersey:Prentice Hall,1999.197-255. 被引量：1
6Black, Fischer, 1972, Capital market equilibrium with restricted borrowing, Journal of Business 45, 444-455. 被引量：1
7Black, Fischer, Michael C. Jensen, and Myron Scholes, 1972, The capital asset pricing model: some empirical tests, in M. Jensen, ed: Studies in the Theory of Capital Markets (Praeger). 被引量：1
8Fama, Eugene F. , and James MacBeth, 1973, Risk, return, and equilibrium: empirical test, Journal of Political Economy 81, 607 - 636. 被引量：1
9Reinganum, Marc R. , 1981, A new empirical perspective on the CAPM, Journal of Financial and Quantitative Analysis 16, 439-462. 被引量：1
10Lakonishok, Josef, and Alan C. Shapiro, 1986, Systematic risk, total risk, and size as determinants of stock market returns, Journal of Banking and Finance 10, 115 - 132. 被引量：1
