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序號
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刊名
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1
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The Capital Asset Pricing Model: Some Empirical Tests
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2
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A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
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3
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An intertemporal asset pricing model with stochastic consumption and investment opportunities
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4
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An Intertemporal Capital Asset Pricing Model
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5
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Asset pricing and the bid-ask spread
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6
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Multifactor Explanations of Asset Pricing Anomalies
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7
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Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
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8
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Transform Analysis and Asset Pricing for Affine Jump-diffusions
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9
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A model of international asset pricing
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10
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Common risk factors in the returns on stocks and bonds
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11
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Curvilinearity in the diversification–performance linkage: an examination of over three decades of research
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12
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Investor Diversification and International Equity Markets
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13
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Tobin's Q, Corporate Diversification and Firm Performance
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14
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Diversification strategy and profitability
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15
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Does industrial structure explain the benefits of international diversification?
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16
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International Diversification: Effects on Innovation and Firm Performance in Product-Diversified Firms
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17
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Product and international diversification among Japanese multinational firms
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18
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SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION
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19
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International Diversification of Investment Portfolios
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20
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Diversification strategy, profit performance and the entropy measure
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21
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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22
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A Mean/Variance Analysis of Tracking Error
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23
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A reexamination of mean-variance analysis of bank capital regulation
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24
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Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
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25
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MULTI-PERIOD MEAN-VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE
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26
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Is mean-variance analysis applicable to hedge funds?
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27
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Mean–variance analysis of the newsvendor model with stockout cost
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28
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Mean/Variance Analysis of Currency Overlays
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29
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ON THE UTILITY THEORETIC FOUNDATIONS OF MEAN-VARIANCE ANALYSIS
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30
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Mean–variance analysis of a single supplier and retailer supply chain under a returns policy
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| 31 |
高波动股市下的条件相关与风险分散效果 |
| 32 |
流動性對台灣股票報酬率的影響 |
| 33 |
資本市場證劵投資組合之實證研究 |
| 34 |
台灣上市（櫃）公司投資決策之建構 |