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消费资本资产定价模型的实证研究作者：王一富学位授予单位：复旦大学参考文献(34条)1.BreedenDouglasTAnIntertemporalAssetPricingModelwithStochasticConsumptionandInvestmentOpportunities19792.BreedenDouglasTConsumptionRiskinFuturesMarkets3.PapersandProceedingsThirty-EighthAnnualMeetingAmericanFinanceAssociation19794.BreedenDouglasT.RobertHLitzenberger,PricesofState-ContingentClaimsImplicitinOptionPrices1978(04)5.BreedenDouglasT.MichaelRGibbons.RobertHLitzenbergerEmpiricalTestoftheConsumption-OrientedCAPM1989(02)6.CampbellJohnYAssetPricingattheMillennium[外文期刊]7.PapersandProceedingsoftheSixtiethAnnualMeetingoftheAmericanFinanceAssociation20008.CampbellJohnY.AndrewWLoACraigMacKinlay,TheEconomicsofFinancialMarkets19979.CampbellJohnY.JohnHCochraneExplainingthePoorPerformanceofConsumption-BasedAssetPricingModels[外文期刊]2000(06)10.ChanKCConsumption,InflationRiskandRealInterestRate:AnEmpiricalAnalysis1994(01)11.ChanKC.SilverioForesi.LarryHPLangDoesMoneyExplainAssetReturns?TheoryandEmpiricalAnalysis1996(01)12.CochraneJohnH.LarsPeterHansenAssetPricingLessonsforMacroeconomics199213.EpsteinLarryG.StanleyEZinSubstitution,RiskAversion,andtheTemporalBehaviorofConsumptionandAssetReturns:AnEmpiricalAnalysis199114.FersonWayneE.RudiWSchadt,MeasuringFundStrategyandPerformanceinChangingEconomicConditions199615.JagannathanRavi.ZhenyuWangTheConditionalCAPMandtheCross-SectionofExpectedReturns1996(01)16.KazemiHosseinBAnAlternativeTestableFormoftheConsumptionCAPM1988(01)17.LitzenbergerRobertH.EhudIRonnAUtility-BasedModelofCommonStockPriceMovements1986(01)18.LynchAnthonyWDecisionFrequencyandSynchronizationAcrossAgents:ImplicationsforAggregateConsumptionandEquityReturn1996(04)19.MankiwNGregory.MatthewDShapiroRiskandReturn:ConsumptionVersusMarketBeta198620.PliskaStanleyRIntroductiontoMathematicalFinance200021.ShillerRobertJConsumption,AssetMarkets,andMacroeconomicFluctuations198222.SundaresanSureshMIntertemporallyDependentPreferencesandtheVolatilityofConsumptionandWealth1989(01)23.WhitelawRobertFStockMarketRiskandReturn2000(03)24.陈浪南.屈文洲资本资产定价模型的实证研究[期刊论文]-经济研究2000(4)25.崔劲中美资产定价模型的实证研究比较200326.李剑锋资本资产定价模型对上海股市的研究200227.刘红忠投资学200328.刘志新中国股市预期收益率的横截面研究[期刊论文]-经济科学2000(3)29.邵宇微观金融学及其数学基础200330.施东晖上海股票市场的实证研究1996(10)31.孙刚资本资产定价模型在中国股票市场的实证研究[期刊论文]-统计与信息论坛2003(5)32.向方霓对资本资产定价模型(CAPM)的检验[期刊论文]-数理统计与管理2001(3)33.徐宏毅.夏新平B股市场资本资产定价模型(CAPM)的实证分析[期刊论文]-科技进步与对策2002(2)34.张晓峒计量经济分析2000本文链接：