英文部分
1. Bawa, V. S. “Optimal Rules for Ordering Uncertain Prospects,”Journal of Financial Economics, Vol. 2, March 1975, pp. 95-121.
2. Black, F., “Capital Market Equilibrium with Restricted Borrowing,” Journal of Business, 45, July 1972, pp. 444-455.
3. Black, F., Jensen. M. C. and Scholes. M, “The Capital Asset Pricing Model: Some Empirical Tests,” in M.C. Jensen, ed., Studies in the Theory of Capital Market, 1972, pp. 9-12.
4. Blume, M., “Portfolio Theory: A Step Toward its Particle Application,” Journal of Business, 1970.
5. Bodie, Z., Kane, A., and Marcus, A. J., Investment, 5th ed., NewYork: McGraw-Hill, 2002.
6. Chordia, T., Roll, R., and Subrahmanyam, A, ”Commonality in Liquidity,”Journal of Financial Economics, April 2000, pp. 3-28.
7. Fama, E.F. and Macbeth .J. D., “Risk, Return and Equilibrium: Empirical Tests,”Journal of Political Economy, vol. 81, May/June, 1973, pp.607-636.
8. Hogan, W. W., and Warren, J. M. ”Toward the Development of an Equilibrium Capital Market model Based on Semivariance,” Journal of Financial and Quantitative Analysis, Vol. 9, January 1974, pp. 1-12.
9. Janhankhani, A., “E-V & E-S Capital Asset Pricing Models: Some Empirical Tests,” Journal of Financial and Quantitative Analysis, Vol. 11, November 1976, pp.513-528.
10. Lintner, J., “The Valuation of Risk Assets and Selection of Risky Investment in Stock Portfolio and Capital Budget,” The Review of Economics and Statistics, 47, February 1965, pp. 13-37.
11. Markowitz, H. H., “Portfolio Selection,” Journal of Finance, Vol. 7, No. 1, March 1952, pp. 77-91.
12. Modiglian, F., and Pogue, G., “An Introduction to Risk and Return,”Financial Analysis Journal, March-April 1974.
13. Mossin, J., ”Equilibrium in A Capital Asset Market ”, Econometric, Vol.34, 1966, pp. 768-783.
14. Nantell, Timothy J., and Price, Barbara, “An Analytical Comparison of Variance and Semivariance Capital Market Theories,”Journal of Financial and Quantitative Analysis, Vol. XIV, No. 2, June 1979, pp. 221-242.
15. Nantell, Timothy J., Price, Kelly, and Price, Barbara, “Mean-Lower Partial Moment Asset Pricing Model:Some Empirical Evidence,” Journal of Financial and Quantitative Analysis, Vo. XVII, No. 5, December 1982, pp.763-782.
16. Tobin, J., ”Liquidity Preference as Behavior Toward Risk,” Review of Economic Studies, 25, February 1958, pp. 65-86.
17. Sharpe, W.f.,” Capital Asset Prices :A Theory of Market Equilibrium Under Condition of Risk,” Journal of Finance, 19, September 1964, pp. 425-442.
中文部份
1. 王毓敏,「β係數穩定性分析 : 資本資產訂價模型適用性之實證研究」,淡江大學金融研究所碩士論文,民國81年。2. 沈連賜,「『平均數-吉尼係數』資本資產定價模型之檢定問題臺灣股市之實證研究」,淡江大學金融研究所碩士論文,民國81年。3. 邱素姬,「資本資產訂價模型在台灣股市適用性之實證研究」,淡江大學金融研究所碩士論文,民國78年。4. 麥海浩,「公司特性與傳統貝他值(BETA)之研究」,淡江大學金融研究所碩士論文,民國87年。5. 陳鄔福(1979),「資本資產定價模式運用於臺灣股票市場之研究」,政治大學企業管理學研究所碩士論文,民國68年。6. 潘振華,「資本資產訂價模型之投資期間在台灣股市之實證研究」,淡江大學金融研究所碩士論文,民國79年。