Asset pricing

• Z. Bodie, A. Kane, and A. Marcus (2004), Investments, Edition 6, McGraw-Hill Irwin.

• J. H. Cochrane (2005), Asset pricing, Princeton University Press, New Jersey.

• J. Lintner (1965), Security Prices, Risk, and Maximal Gains from Diversification, Journal of Finance 20, No. 4, 587-615.

• J. Lintner (1965), The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budget, Review of Economics and Statistics 47, No. 1, 13-37.

• P. Medvegyev and J. Száz (2010), A meglepetések jellege a pénzügyi piacokon. Bankárképző, Budapest.

• M. Miller and M. Scholes (1972), Rates of Return in Relation to Risk: A Re-examination of Some Recent Findings, in: Studies in the Theory of Capital Markets, New York, Praeger, 47-78.

• S. A. Ross (1976), Return, Risk and Arbitrage, in: Risk and Return in Finance, Cambridge, Mass, Ballinger.

• W. F. Sharpe (1964), Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk, Journal of Finance 19, No. 3, 425-442.

• P. Wilmott (2007), Paul Wilmott Introduces Quantitative Finance, Edition 2, John Wiley & Sons Ltd, West Sussex.