【英文部分】
1. Harry Markowitz, Portfolio Selection. The Journal of Finance, volume 7, issue 1, 77-91, March,1952.![new window](/gs32/images/newin.png)
2.William F. Sharpe, Capital Asset Prices: a Theory of Market Equilibrium Under Conditions of Risk, The Journal of Finance, Volume 19, Issue 3, pages 425–442, September, 1964.
3.J Lintner. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets.The review of economics and statistics, 47(1), 13-37, 1965.![new window](/gs32/images/newin.png)
4.J Lintner, Security prices, risk, and maximal gains from diversification. The Journal ofFinance, 20(4), 587–615, 1965.
5.Jan Mossin, Equilibrium in a Capital Asset Market. The Econometric Society, 34(4), 768-783, 1966.
6.Granvile, Joseph E, “A Strategy of Daily Stock Market Timing for Maximum Profit”,1960.
7.Granvile, Joseph E, “New Key for Stock Market Profit”, Prentice-Hall Inc.,1963.
8.Larry Williams, How I made one million dollars in the commodity market last year, Conceptual Management, Monterey, CA , 1973.
9.Welles Wilder, Jr., New Concepts in Technical Trading Systems, Trend Research, New York, 1978.
10. Altman, N. S., "An introduction to kernel and nearest-neighbor nonparametric regression". The American Statistician 46 (3): 175–185,1992.
11. Marcia P. and Amrik S.S., “Effective quick response practices in a supply chain partnership”, International Journal of Operations &; production management, Vol. 21 NO. 5/6, pp. 840-854, 2001.
12. Fildes, R., “The evaluation of extrapolative forecasting methods with discussion”, International Journal of Forecasting 8, 81-111, 1992.
13. Lawrence, M., &; O'Connor, M., “Sale forecasting updates: how good are they in practices? ”, International Journal of Forecasting 16,369-382, 2000.
14. Goodwin, P., &; Fildes, R., “Judgmental forecasts of time series affected by special event: does providing a statistical forecast improve accuracy?”, Journal of Behavioral Decision Making 12,37-53, 1999.
15. Nordhasu, W., “Forecasting efficiency: concepts and applications”, Review of Economics and Static 69,667-674, 1987.
16. Bollerslev, T., Engle, R., Wooldridge, J.M,A capital asset pricing model with time varying covariances. Journal of Political Economy 96, 116-131. 1988.
17. Robert Rhea, The Dow Theory, Flint Hill, VA: Fraser Publishing, 1993.
18. Bollerslev, T., "Modelling the Coherence in Short-Run Nominal Exchange Rates: A MultivariateGeneralized Arch Model." The Review of Economics and Statistics 72(3): 498-505, 1990.
19. Jagannathan R., and Z. Wang, "The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, 51, p. 3-53, 1996.
20. Pettengill, G. N., Sundaram, S. and I. Mathur, “The Conditional Relation Between Beta and Returns,” Journal of Financial and Quantitative Analysis 30, pp.101-116, 1995.
21. Fletcher, J., "An Examination of the Cross-Sectional Relationship of Beta and Return: UK Evidence.", Journal of Economics and Business 49: 211-221, 1997.
22. Fletcher, J., "On the Conditional Relationship between Beta and Return in International Stock Returns.", International Review of Financial Analysis 9: 235-245, 2000.
23. Towers Watson, Understanding Smart Beta, July 2013.
24. Tom Lydon, The Growing Smart-Beta ETF Space, ETF TRENDS, March 17, 2015.
25. Anthony Effinger, Eric Balchunas, Funds Run by Robots Now Accounts for 400 Billion, Bloomberg Business, March 16, 2015.
26. Thomas J. Dorsey, Point and Figure Charting, John Wiley &; Sons, Inc, 2007.
27. Heather Bell, Tom Dorsey: 'Smart Beta' Is ETF Alchemy, ETF Report, June 01, 2015.
【中文部分】
28.陳進忠,錢進股市必備技術分析,臺北縣:華立文化事業有限公司,頁247~248、276、297~298, 2007年。
29.邱一平,「技術分析首部曲」,寰宇出版股份有限公司,頁272~274, 2008年。
30.邱建良、吳佩珊、姜淑美、林佩蓉,「與時變動系統性風險之研究:台灣股票多頭與空頭市場之實證」,華岡經濟論叢。3 卷,第2 期,45-68, 2004年。
31.陳安琳、李文智、葉仲康,系統風險與規模效果對股票報酬的影響持有期間報酬之分析,中華管理評論,Vol.3, No.4, pp.1~14,Nov., 2000年。
32.謝明霖、雷立芬,臺灣上市公司隨時間變動系統風險之結構性轉變研究,臺灣銀行季刊,頁244~256, 2010年。![new window](/gs32/images/newin.png)
33.曹偉超,曹偉超: 討論Smart Beta作為另類策略,信報財經新聞,Oct. 2013年。
34.乾隆來,「被動操盤」憑什麼成為大贏家?,金週刊890期,1月9日,2014年。
35.陳瑞哲,「PIMCO棄債從股,擴大佈局Smart Beta股票型基金」,MoneyDJ財經知識庫,1月9日, 2015年。