本节书摘来异步社区《量化金融R语言高级教程》一书中的第2章，第2.4节，作者： 【匈牙利】Edina Berlinger（艾迪娜•伯林格） , 等 译者： 高蓉 责编： 胡俊英，更多章节内容可以访问云栖社区“异步社区”公众号查看。
2.4 参考文献
- E.F. Fama, and K.R. French (1996), Multifactor Explanations of asset Pricing Anomalies, Journal of Finance 51, pp. 55—84.
- Z. Bodie, A. Kane, and A. Marcus (2008), Essentials of Investment, Edition 7,McGraw-Hill Irwin.
- P. Medvegyev, and J. Száz (2010), A meglepetések jellege a pénzügyi piacokon, Bankárképző, Budapest.
- P. Wilmott (2007), Paul Wilmott Introduces Quantitative Finance, Edition 2,John Wiley & Sons Ltd, West Sussex.
- G. Daróczi, M. Puhle, E. Berlinger, P. Csóka, D. Havran, M, Michaletzky,Zs. Tulassay, K. Váradi and A. Vidovics-Dancs (2013), Introduction to R for Quantitative Finance, Packt Publishing, Birmingham-Mumbai.
- S.A. Ross (1976), Return, Risk and Arbitrage: in: Risk and Return in Finance,Cambridge, Mass, Ballinger.
- Gy .Walter, E. Berlinger (1999), Faktormodellek azértékpapírpiacokon (Factormodels on securities' markets), Bankszemle, 43(4), pp. 34—43. ISSN 0133—0519.
