| 期刊論文| 1. | Myers, S. C.、Turnbull, S. M.(1977)。Capital budgeting and the capital asset pricing model: Good news and bad news。Journal of Finance，32(2)，321-333。   | | 2. | Lintner, J.(1969)。The aggregation of investor's diverse judgements and preferences in purely competitive markets。Journal of Financial and Quantitative Analysis，4，346-382。 | | 3. | Merton, R. C.(1972)。An analytical derivation of the efficient portfolio frontier。Journal of Financial and Quantitative Analysis，7(4)，1851-1872。 | | 4. | Tobin, J.(1958)。Liquidity preferences as behavior towards risk。Review of Financial Studies，25，65-86。 | | 5. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 | | 6. | Black, Fischer(1972)。Capital Market Equilibrium with Restricted Borrowing。Journal of Business，45(3)，444-455。 | | 7. | Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics，47(1)，13-37。 | | 8. | Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica，34(4)，768-783。 | | 9. | Roll, Richard(1977)。A Critique of the Asset pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory。Journal of Financial Economics，4(2)，129-176。 | | 10. | Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance，19(3)，425-442。 | 圖書| 1. | Brealey, Richard A.、Myers, Stewart C.(1988)。Principles of Corporate Finance。New York：McGraw Hill。 | | 2. | 黃奇輔、Litzenberger, Robert H.(1988)。Foundations for Financial Economics。North-Holland。 | | 3. | Sharpe, W. F.、Alexander, G. J.(1990)。Investments。Englewood Cliffs, NJ：Prentice Hall。 | 其他| 1. | Merton, R.(1982)。Finance Theory。 | |