金融笔记编年表
大多数金融笔记经过多次修改。如有经连续修改的草稿,则由字母A、B等表明修改顺序。以下编年表列出了现存最早的手稿的日期和题目;如有终稿发表,还列出了论文的发表日期。
Most of the Financial Notes went through multiple drafts, successivedrafts being indicated by the letters A, B, and so forth.The chronologybelow lists the date and title of the first surviving draft, and the date ofthe published article in cases where the final draft was published.
No. 1:“Financial Risk” (August 21, 1967).
No. 2: “Corporate Investment Decisions” (September 12, 1967), publishedas Treynor and Black (1976).
No. 3:“Measuring Portfolio Performance” (November 15, 1967).
No. 4A:“How to Use Security Analysis to Improve Portfolio Selection”(February 1, 1968), published as Treynor-Black (1973).
No. 5: “Differences in Ability among Professional Portfolio Managers”( June 10, 1968).
No. 6: “The Time Diversification of Investments” ( July 1, 1968), publishedas Black (1988c).
No. 7:“Banking, Money, and Interest Rates” (September 5, 1968), publishedas Black (1970).
No. 8B:“Equilibrium in the Creation of Investment Goods under Uncertainty”(October 23, 1969), published as Black (1972c).
No. 9:“How to Evaluate a Merger” (September 15, 1969).
No. 10: “Expanding the Market for Short Term Securities” (November26, 1969).
No. 11:“Variable Options” (December 3, 1969).
No. 12: “Investment with Leverage and without Taxes” (December 9,1969).
No. 9:“How to Evaluate a Merger” (September 15, 1969).
No. 10: “Expanding the Market for Short Term Securities” (November26, 1969).
No. 11:“Variable Options” (December 3, 1969).
No. 12: “Investment with Leverage and without Taxes” (December 9,1969).
No. 13: “Implications of the Random Walk Hypothesis for InvestmentManagement” (December 11, 1969), published as Black (1971a).
No. 14:“The Term Structure of Interest Rates” (February 6, 1970).
No. 15: “Capital Market Equilibrium with No Riskless Borrowing orLending” (August 26, 1970), published as Black (1972b).
No. 16: (with Scholes) “A Theoretical Valuation Formula for Options,Warrants, and Other Securities” (August 1970), published as Blackand Scholes (1973).
No. 17: “Dynamic Equilibrium and Monetary Policy” (December 1,1970), published as Black (1972a).
No. 18:“Means of Payment with Uncontrolled Banking” (December 4,1970).
No. 19: (with Scholes) “The Effects of Dividends on Common StockPrices:A New Methodology” ( January 26, 1971), published as Blackand Scholes (1974a).
No. 20:“A Fully Computerized Stock Exchange” (February 15, 1971),published as Black (1971b).
No. 21:“Taxes and Capital Market Equilibrium” (April 23, 1971).
No. 22:“Capital Mobility and the Public Debt in a Neoclassical Model”( June 1971).
No. 23:“Barriers to Trade in a Neoclassical Model” (November 1971).
No. 24:“Capital Market Theory” (December 1971).
No. 25:“Trade Theory with Free Flow of Securities” (February 1972).
No. 26C:“Rational Economic Behavior and the Balance of Payments”( January 1973), published as Black (1987, Ch. 3).
No. 27B: “The Uniqueness of the Price Level in Monetary GrowthModels with Rational Expectations” (November 1972), published asBlack (1974c).
No. 28: “The Investment Policy Spectrum: Individuals, EndowmentFunds, and Pension Funds” ( July 1973), published as Black (1976d).
No. 29:“Optimality of Equilibrium” ( July 1973).
No. 30:“Bank Funds Management in an Efficient Market” ( July 1973),published as Black (1975a).