Financial economics (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Financial economics" in English language version.

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23web.archive.org

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actuaries.org.uk

C. Lewin (1970). An early book on compound interest Archived 2016-12-21 at the Wayback Machine, Institute and Faculty of Actuaries

aeaweb.org

pubs.aeaweb.org

Varian, Hal R. (1987). "The Arbitrage Principle in Financial Economics". Economic Perspectives. 1 (2): 55–72. doi:10.1257/jep.1.2.55. JSTOR 1942981.

ams.org

Freddy Delbaen and Walter Schachermayer. (2004). "What is... a Free Lunch?" Archived 2016-03-04 at the Wayback Machine (pdf). Notices of the AMS 51 (5): 526–528

arxiv.org

Farmer J. Doyne, Geanakoplos John (2009). "The virtues and vices of equilibrium and the future of financial economics" (PDF). Complexity. 14 (3): 11–38. arXiv:0803.2996. Bibcode:2009Cmplx..14c..11F. doi:10.1002/cplx.20261. S2CID 4506630.
See, e.g., Mizuta, Takanobu (2019). "An agent-based model for designing a financial market that works well". 2020 IEEE Symposium Series on Computational Intelligence (SSCI).

au.dk

pure.au.dk

"Post-Crisis Pricing of Swaps using xVAs" Archived 2016-09-17 at the Wayback Machine, Christian Kjølhede & Anders Bech, Master thesis, Aarhus University

books.google.com

From The New Palgrave Dictionary of Economics, Online Editions, 2011, 2012, with abstract links:
   • "regulatory responses to the financial crisis: an interim assessment" Archived 2013-05-29 at the Wayback Machine by Howard Davies
   • "Credit Crunch Chronology: April 2007–September 2009" Archived 2013-05-29 at the Wayback Machine by The Statesman's Yearbook team
   • "Minsky crisis" Archived 2013-05-29 at the Wayback Machine by L. Randall Wray
   • "euro zone crisis 2010" Archived 2013-05-29 at the Wayback Machine by Daniel Gros and Cinzia Alcidi.
   • Carmen M. Reinhart and Kenneth S. Rogoff, 2009. This Time Is Different: Eight Centuries of Financial Folly, Princeton. Description Archived 2013-01-18 at the Wayback Machine, ch. 1 ("Varieties of Crises and their Dates". pp. 3-20) Archived 2012-09-25 at the Wayback Machine, and chapter-preview links.

brandeis.edu

peeps.unet.brandeis.edu

For a survey see: LeBaron, Blake (2006). "Agent-based Computational Finance". Handbook of Computational Economics. Elsevier

cfapubs.org

For a more formal treatment, see, for example: Eugene F. Fama. (1965). "Random Walks in Stock Market Prices". Financial Analysts Journal, September/October 1965, Vol. 21, No. 5: 55–59.

chicagobooth.edu

faculty.chicagobooth.edu

Christopher L. Culp and John H. Cochrane. (2003). ""Equilibrium Asset Pricing and Discount Factors: Overview and Implications for Derivatives Valuation and Risk Management" Archived 2016-03-04 at the Wayback Machine, in Modern Risk Management: A History. Peter Field, ed. London: Risk Books, 2003. ISBN 1904339050

columbia.edu

Broadie, M.; Glasserman, P. (1996). "Estimating Security Price Derivatives Using Simulation" (PDF). Management Science. 42 (2): 269–285. CiteSeerX 10.1.1.196.1128. doi:10.1287/mnsc.42.2.269. Retrieved June 28, 2012.

core.ac.uk

See for example: Hazem Daouk, Charles M.C. Lee, David Ng. (2006). "Capital Market Governance: How Do Security Laws Affect Market Performance?". Journal of Corporate Finance, Volume 12, Issue 3; Emilios Avgouleas (2010). "The Regulation of Short Sales and its Reform" DICE Report, Vol. 8, Iss. 1.
Katalin Boer, Arie De Bruin, Uzay Kaymak (2005). "On the Design of Artificial Stock Markets". Research In Management ERIM Report Series

depaul.edu

fac.comtech.depaul.edu

James E. Ciecka. 2008. "The First Mathematically Correct Life Annuity". Journal of Legal Economics 15(1): pp. 59-63
James E. Ciecka (2008). "Edmond Halley’s Life Table and Its Uses". Journal of Legal Economics 15(1): pp. 65-74.

dictionaryofeconomics.com

For example, http://www.dictionaryofeconomics.com/search_results?q=&field=content&edition=all&topicid=G00 Archived 2013-05-29 at the Wayback Machine.
From The New Palgrave Dictionary of Economics, Online Editions, 2011, 2012, with abstract links:
   • "regulatory responses to the financial crisis: an interim assessment" Archived 2013-05-29 at the Wayback Machine by Howard Davies
   • "Credit Crunch Chronology: April 2007–September 2009" Archived 2013-05-29 at the Wayback Machine by The Statesman's Yearbook team
   • "Minsky crisis" Archived 2013-05-29 at the Wayback Machine by L. Randall Wray
   • "euro zone crisis 2010" Archived 2013-05-29 at the Wayback Machine by Daniel Gros and Cinzia Alcidi.
   • Carmen M. Reinhart and Kenneth S. Rogoff, 2009. This Time Is Different: Eight Centuries of Financial Folly, Princeton. Description Archived 2013-01-18 at the Wayback Machine, ch. 1 ("Varieties of Crises and their Dates". pp. 3-20) Archived 2012-09-25 at the Wayback Machine, and chapter-preview links.

dml.cz

Merton, Robert C. (1973). "Theory of Rational Option Pricing" (PDF). Bell Journal of Economics and Management Science. 4 (1): 141–183. doi:10.2307/3003143. hdl:1721.1/49331. JSTOR 3003143. [2]

doi.org

Varian, Hal R. (1987). "The Arbitrage Principle in Financial Economics". Economic Perspectives. 1 (2): 55–72. doi:10.1257/jep.1.2.55. JSTOR 1942981.
Farmer J. Doyne, Geanakoplos John (2009). "The virtues and vices of equilibrium and the future of financial economics" (PDF). Complexity. 14 (3): 11–38. arXiv:0803.2996. Bibcode:2009Cmplx..14c..11F. doi:10.1002/cplx.20261. S2CID 4506630.
Arrow, K. J.; Debreu, G. (1954). "Existence of an equilibrium for a competitive economy". Econometrica. 22 (3): 265–290. doi:10.2307/1907353. JSTOR 1907353.
McKenzie, Lionel W. (1954). "On Equilibrium in Graham's Model of World Trade and Other Competitive Systems". Econometrica. 22 (2): 147–161. doi:10.2307/1907539. JSTOR 1907539.
Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business. 51 (4): 621–651. doi:10.1086/296025. JSTOR 2352653. S2CID 153841737.
Figlewski, Stephen (2018). "Risk-Neutral Densities: A Review Annual Review of Financial Economics". Annual Review of Financial Economics. 10: 329–359. doi:10.1146/annurev-financial-110217-022944. S2CID 158075926. SSRN 3120028.
Shiller, Robert J. (2003). "From Efficient Markets Theory to Behavioral Finance" (PDF). Journal of Economic Perspectives. 17 (1 (Winter 2003)): 83–104. doi:10.1257/089533003321164967. Archived (PDF) from the original on 2015-04-12.
Black, Fischer; Myron Scholes (1973). "The Pricing of Options and Corporate Liabilities". Journal of Political Economy. 81 (3): 637–654. doi:10.1086/260062. S2CID 154552078. [1]
Merton, Robert C. (1973). "Theory of Rational Option Pricing" (PDF). Bell Journal of Economics and Management Science. 4 (1): 141–183. doi:10.2307/3003143. hdl:1721.1/49331. JSTOR 3003143. [2]
Sharpe, William F. (1963). "A Simplified Model for Portfolio Analysis". Management Science. 9 (2): 277–93. doi:10.1287/mnsc.9.2.277. S2CID 55778045.
Ross, Stephen A (1976-12-01). "The arbitrage theory of capital asset pricing". Journal of Economic Theory. 13 (3): 341–360. doi:10.1016/0022-0531(76)90046-6. ISSN 0022-0531.
Cox, J. C.; Ross, S. A.; Rubinstein, M. (1979). "Option pricing: A simplified approach". Journal of Financial Economics. 7 (3): 229. CiteSeerX 10.1.1.379.7582. doi:10.1016/0304-405X(79)90015-1.
Richard J. Rendleman, Jr. and Brit J. Bartter. 1979. "Two-State Option Pricing". Journal of Finance 24: 1093-1110. doi:10.2307/2327237
Schwartz, E. (January 1977). "The Valuation of Warrants: Implementing a New Approach". Journal of Financial Economics. 4: 79–94. doi:10.1016/0304-405X(77)90037-X.
Boyle, Phelim P. (1977). "Options: A Monte Carlo Approach". Journal of Financial Economics. 4 (3): 323–338. doi:10.1016/0304-405x(77)90005-8. Retrieved June 28, 2012.
Carriere, Jacques (1996). "Valuation of the early-exercise price for options using simulations and nonparametric regression". Insurance: Mathematics and Economics. 19: 19–30. doi:10.1016/S0167-6687(96)00004-2.
Broadie, M.; Glasserman, P. (1996). "Estimating Security Price Derivatives Using Simulation" (PDF). Management Science. 42 (2): 269–285. CiteSeerX 10.1.1.196.1128. doi:10.1287/mnsc.42.2.269. Retrieved June 28, 2012.
Vasicek, O. (1977). "An equilibrium characterization of the term structure". Journal of Financial Economics. 5 (2): 177–188. CiteSeerX 10.1.1.164.447. doi:10.1016/0304-405X(77)90016-2.
Smith, James E.; Nau, Robert F. (1995). "Valuing Risky Projects: Option Pricing Theory and Decision Analysis" (PDF). Management Science. 41 (5): 795–816. doi:10.1287/mnsc.41.5.795. Archived (PDF) from the original on 2010-06-12. Retrieved 2017-08-17.
Kritzman, Mark (2017). "An Interview with Nobel Laureate Harry M. Markowitz". Financial Analysts Journal. 73 (4): 16–21. doi:10.2469/faj.v73.n4.3. S2CID 158093964.
Jensen, Michael; Meckling, William (1976). "Theory of the firm: Managerial behavior, agency costs and ownership structure". Journal of Financial Economics. 3 (4): 305–360. doi:10.1016/0304-405X(76)90026-X.
Mandelbrot, Benoit (1963). "The Variation of Certain Speculative Prices" (PDF). The Journal of Business. 36 (Oct): 394–419. doi:10.1086/294632.
Black, Fischer (1989). "How to use the holes in Black-Scholes". Journal of Applied Corporate Finance. 1 (Jan): 67–73. doi:10.1111/j.1745-6622.1989.tb00175.x.

duke.edu

public.econ.duke.edu

See, e.g., Tim Bollerslev (2019). "Risk and Return in Equilibrium: The Capital Asset Pricing Model (CAPM)"

people.duke.edu

Guangliang He and Robert Litterman (1999). "The Intuition Behind Black-Litterman Model Portfolios". Goldman Sachs Quantitative Resources Group

faculty.fuqua.duke.edu

Smith, James E.; Nau, Robert F. (1995). "Valuing Risky Projects: Option Pricing Theory and Decision Analysis" (PDF). Management Science. 41 (5): 795–816. doi:10.1287/mnsc.41.5.795. Archived (PDF) from the original on 2010-06-12. Retrieved 2017-08-17.

emanuelderman.com

Emanuel Derman, A Scientific Approach to CAPM and Options Valuation Archived 2016-03-30 at the Wayback Machine

escholarship.org

Mark Rubinstein (2001). "Rational Markets: Yes or No? The Affirmative Case". Financial Analysts Journal, May - Jun., 2001, Vol. 57, No. 3: 15-29

fooledbyrandomness.com

Nassim Taleb and Benoit Mandelbrot. "How the Finance Gurus Get Risk All Wrong" (PDF). Archived from the original (PDF) on 2010-12-07. Retrieved 2010-06-15.

fsu.edu

math.fsu.edu

For a derivation see, for example, "Understanding Market Price of Risk" (David Mandel, Florida State University, 2015)

govinfo.gov

The Risks of Financial Modeling: VAR and the Economic Meltdown, Hearing before the Subcommittee on Investigations and Oversight, Committee on Science and Technology, House of Representatives, One Hundred Eleventh Congress, first session, September 10, 2009

handle.net

hdl.handle.net

Merton, Robert C. (1973). "Theory of Rational Option Pricing" (PDF). Bell Journal of Economics and Management Science. 4 (1): 141–183. doi:10.2307/3003143. hdl:1721.1/49331. JSTOR 3003143. [2]

harvard.edu

ui.adsabs.harvard.edu

Farmer J. Doyne, Geanakoplos John (2009). "The virtues and vices of equilibrium and the future of financial economics" (PDF). Complexity. 14 (3): 11–38. arXiv:0803.2996. Bibcode:2009Cmplx..14c..11F. doi:10.1002/cplx.20261. S2CID 4506630.

hbr.org

See for example: Magee, John F. (1964). "Decision Trees for Decision Making". Harvard Business Review. July 1964: 795–816. Archived from the original on 2017-08-16. Retrieved 2017-08-16.

iastate.edu

www2.econ.iastate.edu

LeBaron, B. (2002). "Building the Santa Fe artificial stock market". Physica A, 1, 20.

ifo.de

dice.ifo.de

See for example: Hazem Daouk, Charles M.C. Lee, David Ng. (2006). "Capital Market Governance: How Do Security Laws Affect Market Performance?". Journal of Corporate Finance, Volume 12, Issue 3; Emilios Avgouleas (2010). "The Regulation of Short Sales and its Reform" DICE Report, Vol. 8, Iss. 1.

iijournals.com

Black F. and Litterman R. (1991). "Asset Allocation Combining Investor Views with Market Equilibrium". Journal of Fixed Income. September 1991, Vol. 1, No. 2: pp. 7-18

in-the-money.com

Mark Rubinstein (2002). "Great Moments in Financial Economics: I. Present Value". Archived from the original on 2007-07-13. Retrieved 2007-06-28.

ivo-welch.info

book.ivo-welch.info

"Capital Budgeting Applications and Pitfalls" Archived 2017-08-15 at the Wayback Machine. Ch 13 in Ivo Welch (2017). Corporate Finance: 4th Edition

jstor.org

Varian, Hal R. (1987). "The Arbitrage Principle in Financial Economics". Economic Perspectives. 1 (2): 55–72. doi:10.1257/jep.1.2.55. JSTOR 1942981.
Arrow, K. J.; Debreu, G. (1954). "Existence of an equilibrium for a competitive economy". Econometrica. 22 (3): 265–290. doi:10.2307/1907353. JSTOR 1907353.
McKenzie, Lionel W. (1954). "On Equilibrium in Graham's Model of World Trade and Other Competitive Systems". Econometrica. 22 (2): 147–161. doi:10.2307/1907539. JSTOR 1907539.
Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business. 51 (4): 621–651. doi:10.1086/296025. JSTOR 2352653. S2CID 153841737.
Modigliani, F.; Miller, M. (1958). "The Cost of Capital, Corporation Finance and the Theory of Investment". American Economic Review. 48 (3): 261–297. JSTOR 1809766.
Modigliani, F.; Miller, M. (1963). "Corporate income taxes and the cost of capital: a correction". American Economic Review. 53 (3): 433–443. JSTOR 1809167.
Fama, Eugene (1970). "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance. Vol. 25, No. 2.
Black, Fischer; Myron Scholes (1973). "The Pricing of Options and Corporate Liabilities". Journal of Political Economy. 81 (3): 637–654. doi:10.1086/260062. S2CID 154552078. [1]
Merton, Robert C. (1973). "Theory of Rational Option Pricing" (PDF). Bell Journal of Economics and Management Science. 4 (1): 141–183. doi:10.2307/3003143. hdl:1721.1/49331. JSTOR 3003143. [2]
David Heath, Robert A. Jarrow, and Andrew Morton (1987). Bond pricing and the term structure of interest rates: a new methodology – working paper, Cornell University

lse.ac.uk

eprints.lse.ac.uk

These include: Jarrow and Rudd (1982); Corrado and Su (1996); Brown and Robinson (2002); Backus, Foresi, and Wu (2004). See, e.g.: E. Jurczenko, B. Maillet, and B. Negrea (2002). "Revisited multi-moment approximate option pricing models: a general comparison (Part 1)". Working paper, London School of Economics and Political Science.

lsu.edu

bus.lsu.edu

Don M. Chance (2008). "Option Prices and State Prices" Archived 2012-02-09 at the Wayback Machine
Don M. Chance (2008). "Option Prices and Expected Returns" Archived 2015-09-23 at the Wayback Machine

newschool.edu

cepa.newschool.edu

The New School. "Finance Theory". Archived from the original on 2006-07-02. Retrieved 2006-06-28.

nobelprize.org

Robert C. Merton "Nobel Lecture" (PDF). Archived (PDF) from the original on 2009-03-19. Retrieved 2009-08-06.

norges-bank.no

Randi Næs, Johannes Skjeltorp (2006). "Is the market microstructure of stock markets important?". Norges Bank Economic Bulletin 3/06 (Vol. 77)

nyu.edu

pages.stern.nyu.edu

See: David K. Backus (2015). Fundamentals of Asset Pricing, Stern NYU
Corporate Finance: First Principles, from Aswath Damodaran (2022). Applied Corporate Finance: A User's Manual. Wiley. ISBN 978-1118808931

stern.nyu.edu

Aswath Damodaran (2007). "Probabilistic Approaches: Scenario Analysis, Decision Trees and Simulations". In Strategic Risk Taking: A Framework for Risk Management. Prentice Hall. ISBN 0137043775
Damodaran, Aswath (2005). "The Promise and Peril of Real Options" (PDF). NYU Working Paper (S-DRP-05-02). Archived (PDF) from the original on 2001-06-13. Retrieved 2016-12-14.

princeton.edu

press.princeton.edu

From The New Palgrave Dictionary of Economics, Online Editions, 2011, 2012, with abstract links:
   • "regulatory responses to the financial crisis: an interim assessment" Archived 2013-05-29 at the Wayback Machine by Howard Davies
   • "Credit Crunch Chronology: April 2007–September 2009" Archived 2013-05-29 at the Wayback Machine by The Statesman's Yearbook team
   • "Minsky crisis" Archived 2013-05-29 at the Wayback Machine by L. Randall Wray
   • "euro zone crisis 2010" Archived 2013-05-29 at the Wayback Machine by Daniel Gros and Cinzia Alcidi.
   • Carmen M. Reinhart and Kenneth S. Rogoff, 2009. This Time Is Different: Eight Centuries of Financial Folly, Princeton. Description Archived 2013-01-18 at the Wayback Machine, ch. 1 ("Varieties of Crises and their Dates". pp. 3-20) Archived 2012-09-25 at the Wayback Machine, and chapter-preview links.

psu.edu

citeseerx.ist.psu.edu

Haug, E. G. and Taleb, N. N. (2008). Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula, Wilmott Magazine January 2008
Cox, J. C.; Ross, S. A.; Rubinstein, M. (1979). "Option pricing: A simplified approach". Journal of Financial Economics. 7 (3): 229. CiteSeerX 10.1.1.379.7582. doi:10.1016/0304-405X(79)90015-1.
Broadie, M.; Glasserman, P. (1996). "Estimating Security Price Derivatives Using Simulation" (PDF). Management Science. 42 (2): 269–285. CiteSeerX 10.1.1.196.1128. doi:10.1287/mnsc.42.2.269. Retrieved June 28, 2012.
Vasicek, O. (1977). "An equilibrium characterization of the term structure". Journal of Financial Economics. 5 (2): 177–188. CiteSeerX 10.1.1.164.447. doi:10.1016/0304-405X(77)90016-2.

repec.org

ideas.repec.org

Schwartz, E. (January 1977). "The Valuation of Warrants: Implementing a New Approach". Journal of Financial Economics. 4: 79–94. doi:10.1016/0304-405X(77)90037-X.
Boyle, Phelim P. (1977). "Options: A Monte Carlo Approach". Journal of Financial Economics. 4 (3): 323–338. doi:10.1016/0304-405x(77)90005-8. Retrieved June 28, 2012.
See, e.g., Westerhoff, Frank H. (2008). "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies", Journal of Economics and Statistics

sciencedirect.com

See for example: Hazem Daouk, Charles M.C. Lee, David Ng. (2006). "Capital Market Governance: How Do Security Laws Affect Market Performance?". Journal of Corporate Finance, Volume 12, Issue 3; Emilios Avgouleas (2010). "The Regulation of Short Sales and its Reform" DICE Report, Vol. 8, Iss. 1.
King, Michael, Osler, Carol and Rime, Dagfinn (2013). "The market microstructure approach to foreign exchange: Looking back and looking forward", Journal of International Money and Finance. Volume 38, November 2013, Pages 95-119
For a survey see: LeBaron, Blake (2006). "Agent-based Computational Finance". Handbook of Computational Economics. Elsevier

semanticscholar.org

api.semanticscholar.org

Farmer J. Doyne, Geanakoplos John (2009). "The virtues and vices of equilibrium and the future of financial economics" (PDF). Complexity. 14 (3): 11–38. arXiv:0803.2996. Bibcode:2009Cmplx..14c..11F. doi:10.1002/cplx.20261. S2CID 4506630.
Breeden, Douglas T.; Litzenberger, Robert H. (1978). "Prices of State-Contingent Claims Implicit in Option Prices". Journal of Business. 51 (4): 621–651. doi:10.1086/296025. JSTOR 2352653. S2CID 153841737.
Figlewski, Stephen (2018). "Risk-Neutral Densities: A Review Annual Review of Financial Economics". Annual Review of Financial Economics. 10: 329–359. doi:10.1146/annurev-financial-110217-022944. S2CID 158075926. SSRN 3120028.
Black, Fischer; Myron Scholes (1973). "The Pricing of Options and Corporate Liabilities". Journal of Political Economy. 81 (3): 637–654. doi:10.1086/260062. S2CID 154552078. [1]
Sharpe, William F. (1963). "A Simplified Model for Portfolio Analysis". Management Science. 9 (2): 277–93. doi:10.1287/mnsc.9.2.277. S2CID 55778045.
Kritzman, Mark (2017). "An Interview with Nobel Laureate Harry M. Markowitz". Financial Analysts Journal. 73 (4): 16–21. doi:10.2469/faj.v73.n4.3. S2CID 158093964.

ssrn.com

papers.ssrn.com

Figlewski, Stephen (2018). "Risk-Neutral Densities: A Review Annual Review of Financial Economics". Annual Review of Financial Economics. 10: 329–359. doi:10.1146/annurev-financial-110217-022944. S2CID 158075926. SSRN 3120028.
John C. Hull and Alan White (2014). Collateral and Credit Issues in Derivatives Pricing. Rotman School of Management Working Paper No. 2212953
Pablo Fernandez (2019). "Common Sense and Illogical Models: Finance and Financial Economics". SSRN 2906887.

ssrn.com

Didier Kouokap Youmbi (2017). "Derivatives Pricing after the 2007-2008 Crisis: How the Crisis Changed the Pricing Approach". Bank of England – Prudential Regulation Authority

st-andrews.ac.uk

mathshistory.st-andrews.ac.uk

Black, Fischer MacTutor History of Mathematics Archive

stanford.edu

William F. Sharpe, "Financial Economics" Archived 2004-06-04 at the Wayback Machine, in "Macro-Investment Analysis". Stanford University (manuscript). Archived from the original on 2014-07-14. Retrieved 2009-08-06.
William F. Sharpe (1991). "The Arithmetic of Active Management" Archived 2013-11-13 at the Wayback Machine. Financial Analysts Journal Vol. 47, No. 1, January/February
William F. Sharpe (2002). Indexed Investing: A Prosaic Way to Beat the Average Investor Archived 2013-11-14 at the Wayback Machine. Presentation: Monterey Institute of International Studies. Retrieved May 20, 2010.

web.stanford.edu

William F. Sharpe, "Financial Economics" Archived 2004-06-04 at the Wayback Machine, in "Macro-Investment Analysis". Stanford University (manuscript). Archived from the original on 2014-07-14. Retrieved 2009-08-06.

unisalento.it

dse.unisalento.it

Samuelson Paul (1965). "A Rational Theory of Warrant Pricing" (PDF). Industrial Management Review. 6: 2. Archived (PDF) from the original on 2017-03-01. Retrieved 2017-02-28.

web.archive.org

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