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Volumn 87, Issue 3, 1999, Pages 256-263

The new science of finance

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Indexed keywords


EID: 0040220183     PISSN: 00030996     EISSN: None     Source Type: Journal    
DOI: 10.1511/1999.24.898     Document Type: Article
Times cited : (4)

References (20)
  • 1
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F., and M. Scholes. 1973. The pricing of options and corporate liabilities. The Journal of Political Economy 81:637-659.
    • (1973) The Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 2
    • 0000643179 scopus 로고
    • A brief account of microscopical observations made in the months of June, July and August, 1827, on the particles contained in the pollen of plants; and on the general existence of active molecules in organic and inorganic bodies
    • Brown, R. 1828. A brief account of microscopical observations made in the months of June, July and August, 1827, on the particles contained in the pollen of plants; and on the general existence of active molecules in organic and inorganic bodies. Philosophical Magazine 4:161-173.
    • (1828) Philosophical Magazine , vol.4 , pp. 161-173
    • Brown, R.1
  • 3
    • 85014086563 scopus 로고    scopus 로고
    • The pricing of equity swaps and swaptions
    • Chance, D. M., and D. Rich. 1998. The pricing of equity swaps and swaptions. The Journal of Derivatives 5:19-31.
    • (1998) The Journal of Derivatives , vol.5 , pp. 19-31
    • Chance, D.M.1    Rich, D.2
  • 4
    • 0000472452 scopus 로고
    • On the movement of small particles suspended in stationary liquids required by the molecular-kinetic theory of heat
    • Einstein, A. 1905. On the movement of small particles suspended in stationary liquids required by the molecular-kinetic theory of heat. Annalen der Physik 17:549-560.
    • (1905) Annalen der Physik , vol.17 , pp. 549-560
    • Einstein, A.1
  • 7
    • 0003114587 scopus 로고
    • The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
    • Lintner, J. 1965. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. The Review of Economics and Statistics 47:13-37.
    • (1965) The Review of Economics and Statistics , vol.47 , pp. 13-37
    • Lintner, J.1
  • 12
    • 0000294096 scopus 로고
    • The cost of capital, corporate finance and the theory of investment
    • Modigliani, F., and M. H. Miller. 1958. The cost of capital, corporate finance and the theory of investment. The American Economic Review 48:261-297.
    • (1958) The American Economic Review , vol.48 , pp. 261-297
    • Modigliani, F.1    Miller, M.H.2
  • 13
    • 0001138028 scopus 로고
    • Brownian motion in the stock market
    • Osborne, M. F. M. 1959. Brownian motion in the stock market. Operations Research 7:145-173.
    • (1959) Operations Research , vol.7 , pp. 145-173
    • Osborne, M.F.M.1
  • 15
    • 0039473752 scopus 로고
    • A critique of the asset pricing theory's tests: Part 1: On past and potential testability of the theory
    • Roll, R. 1977. A critique of the asset pricing theory's tests: Part 1: On past and potential testability of the theory. Journal of Financial Economics 4:129-176.
    • (1977) Journal of Financial Economics , vol.4 , pp. 129-176
    • Roll, R.1
  • 16
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • Ross, S. A., 1976. The arbitrage theory of capital asset pricing. The Journal of Economic Theory 13:341-360.
    • (1976) The Journal of Economic Theory , vol.13 , pp. 341-360
    • Ross, S.A.1
  • 17
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
    • Sharpe, W. F. 1964. Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance 19:425-442.
    • (1964) The Journal of Finance , vol.19 , pp. 425-442
    • Sharpe, W.F.1
  • 18


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.