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Lectures recommandées et références
Alexander, Gordon J. and Norman L. Chervany, " On the Estimation and Stability of Beta", Journal of Financial and Quantitative Analysis", March 1980.
Arrow, Kenneth J., "Essays in Risk Bearing", North Holland Press, Amsterdam, 1970.
Bierman, Harold, Jr. And Seymour Smidt, "The Capital Budgeting Decision", 5th ed., Macmillan, New York, 1980.
Bowser, Norman N., "Rise and Fall of Interest Rates", Federal Bank of St. Louis Review, August-September 1980.
Cook, Timothy J., "Some Factors Affecting Long-Term Yield Spreads in Recent Years." Federal Reserve Bank of Richmond Monthly Review, September 1973.
Cox, John C et al, "A Reexamination of Traditional Hypotheses About the Term Structure of Interest Rates", Journal of Finance, September 1981.
Fabbozi, Frank J., and Jack C. Francis, " Beta As a Random Coefficient", Journal of Financial and Quantitative Analysis", March 1978.
Fama, Eugene F., "Foundations of Finance", Basic Books, New York, 1976.
Fisher, Irving, "the Theory of Interest", Macmillan, New York, 1930.
Friedman, Milton, "Factors Affecting the Level of Interest Rates", Proceedings of the 1968 Conference on Savings and Residential Financing, U.S. Savings and Loan League, Chicago, 1969.
Herbst, Anthony F., "Capital Budgeting, Theory, Quantitative Methods and Applications", Harper & Row, Cambridge, MA, 1982.
Hirshleifer, J., "Investment, Interest and Capital", Prentice-Hall, Englewood Clifs, NJ, 1970.
Ibbotson, Roger G. and Rex A. Sinquefield, "Stocks, Bonds, Bills and Inflation: 1989 Yearbook", Ibbotson Associates, Inc., Chicago, 1989.
Keynes, John M., "The General Theory of Employment, Interest, and Money", Macmillan, London, 1936.
Lumby, Stephen ., "Investment appraisal and financing decisions : a first course in financial management", London ; New York : Chapman & Hall, 1991.
Markowitz, Harry M., "Portfolio Selection", Yale University Press, New Haven, CT, 1959.
Malkiel, Burton, "The Term Structure of Interest Rates: Theory, Empirical Evidence, and Application", McCaleb-Seiler Publishing, New York 1970.
Meiselman, David, "The Term Structure of Interest Rates", Prentice-Hall, Englewood Cliffs, NJ, 1962.
Modigliani, F., "Liquidity Preference and the Theory of Interest and Money", Econometrica, January 1944.
Mossin, Jan, "Theory of Financial Markets", Prentice-Hall, Englewood Cliffs, NJ, 1973.
Patinkin, Don, "Money, Interest, and Prices: An Integration of Monetary and Value Theory", 2nd ed., Harper & Row, New York, 1965.
Richeson, A. W., "Financial mathematics," New York, Prentice-Hall, inc., 1935.
Ross, Stephen, "The Arbitrage Theory of Capital Asset Pricing", Journal of Economic Theory, 1976.
Scheuble, Philip A., Jr., "How to Figure Equipment Replacement", Harvard Business Review, September-October 1955.
Scott, Elton, and Stewart Brown, "Biased Estimators and Unstable Betas", Journal of Finance, March 1980.
Sharp, William F., "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk", Journal of Finance, Spetember 1965.
Smithson, Charles W., "Managing financial risk: a guide to derivative products, financial engineering, and value maximization", New York : McGraw-Hill, c1998.
Stigum, Marcia, "Money Market Calculations: Yields, Break-Evens and Arbitrage", Irwin, Homewood, IL, 1981.
Tobin, James, "Liquidity Preference as Behavior Towards Risk", Review of Economic Studies, February 1958.
Van Horne, James C., "Financial Market Rates and Flows", Prentice-Hall, Englewood Cliffs, NJ, 1978.
Weston, J. Fred and Eugene F. Brigham, "Managerial Finance", 7th ed., The Dryden Press, Hinsdale, IL, 1981.
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