| 期刊論文| 1. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。   | | 2. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 | | 3. | 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。 | | 4. | Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica，34(4)，768-783。 | | 5. | Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance，19(3)，425-442。 | | 6. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 | 單篇論文| 1. | Treynor, J. L.(1961)。Market value, time, and risk。 | 圖書論文| 1. | Treynor, J. L.(1999)。Toward a Theory of Market Value of Risky Assets。Asset Pricing and Portfolio Performance: Models, Strategy and Performance Metrics。Risk Books。 | |