Foundations for Financial Economics.
本书系统介绍金融经济学基础理论，涵盖偏好表示、风险厌恶、随机占优、投资组合前沿、两基金分离、线性估值、配置效率、或有权益估值、复杂证券与期权定价、多期均衡与套利定价、信息差异下的金融市场以及CAPM检验的计量问题。
1. Preferences Representation and Risk Aversion. 2. Stachastic Dominance. 3. Mathematics of the Portfolio Frontier. 4. Two Fund Separation and Linear Valuation. 5. Allocative Efficiency and the Valuation of State Contingent Securities. 6. Valuation of Complex Securities and Options with Preference Restrictions. 7. Multiperiod Securities Markets I: Equilibrium Valuation. 8. Multiperiod Securities Markets II: Valuation by Arbitrage. 9. Financial Markets with Differential Information. 10. Econometric Issues in Testing the Capital Asset Pricing Model.