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題名:共同基金經理團隊屬性與基金績效之研究
書刊名:證券市場發展季刊
作者:陳安琳 引用關係洪嘉苓李文智 引用關係
作者(外文):Chen, AnlinHung, Chia-lingLee, Wenchih
出版日期:2001
卷期:13:3=51
頁次:頁1-27
主題關鍵詞:共同基金經理團隊基金績效績效持續性Fama-French模式Mutual fundsFund managerPerformancePersistenceFama-French model
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(23) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:23
  • 共同引用共同引用:9
  • 點閱點閱:145
期刊論文
1.Treynor, Jack L.、Mazuy, Kay K.(1966)。Can mutual fund outguess the market?。Harvard Business Review,44(4),131-136。  new window
2.Daniel, K.、Titman, S.(1997)。Evidence on the Characteristics of Cross Sectional Variation in Stock Return。The Journal of Finance,52(1),1-33。  new window
3.Goetzmann, William N.、Ibbotson, Roger G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Performance。Journal of Portfolio Management,20(2),9-18。  new window
4.Ippolito, R. A.(1989)。Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984。The Quarterly Journal of Economics,104(1),1-24。  new window
5.Chevalier, J.、Ellison, G.(1999)。Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance。Journal of Finance,54(3),875-900。  new window
6.Kim, T.(1978)。An Assessment of the Performance of Mutual Fund Management: 1969-1975。Journal of Financial and Quantitative Analysis,13(3),385-406。  new window
7.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
8.Brown, Keith C.、Harlow, W. V.、Starks, Laura T.(1996)。Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry。Journal of Finance,51(1),85-110。  new window
9.Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。  new window
10.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
11.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。  new window
12.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
13.Daniel, Kent、Titman, Sheridan(1998)。Characteristics or Covariances?。Journal of Portfolio Management,24(4),24-33。  new window
14.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
15.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
16.Fama, Eugene F.、French, Kenneth R.(1997)。Industry Costs of Equity。Journal of Financial Economics,43(2),153-193。  new window
17.Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。  new window
18.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
19.劉玉珍、徐敏富(19990300)。公營事業民營化釋股對股票市場的衝擊。中山管理評論,7(1),129-151。new window  延伸查詢new window
20.White, Halbert L. Jr.(1980)。A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity。Econometrica: Journal of the Econometric Society,48(4),817-838。  new window
21.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
22.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
23.許溪南、呂鴻德(2000)。封閉型基金與開放型基金相對績效之研究-新績效評估指標。交大管理學報,20(1),71-102。new window  延伸查詢new window
24.菅瑞昌(1996)。封閉型基金改型為開放型基金的決定因素。管理與資訊學報,1,61-71。new window  延伸查詢new window
25.葉順吉、劉維琪(1995)。臺灣股市封閉型基金折溢價迷思之探討。企銀季刊,19(1),107-122。  延伸查詢new window
26.Gorman, L.(1991)。A study of the relationship between mutual fund return and asset size, 1974-1987。Akron Business and Economic Review,4,53-61。  new window
27.Lakonishok, J.(1981)。Performance of mutual funds versus their expenses。Journal of Bank Research,2,110-113。  new window
會議論文
1.陳安琳、張舜(2000)。規模、淨值市價投資策略與投資組合之績效評估-共同基金之研究。沒有紀錄。new window  延伸查詢new window
2.周賓凰、林淑惠、林美珍(1999)。Mutual Funds Styles, Performance Evaluation and Investment Horizons: Evidence from U. S. Mutual Funds。0。  new window
學位論文
1.阮俊嘉(1997)。台灣地區共同基金型態之績效評估研究(碩士論文)。朝陽技術學院。  延伸查詢new window
2.楊晉昌(1995)。共同基金型態與操作績效之研究(碩士論文)。國立政治大學。  延伸查詢new window
3.蘇新業(1989)。評估國內共同基金投資績效之實證研究(碩士論文)。國立成功大學。  延伸查詢new window
4.王俊華(1989)。臺灣地區共同基金績效評估與研究,0。  延伸查詢new window
圖書
1.Gujarati, Damodar N.(1995)。Basic Econometrics。McGraw-Hill, Inc.。  new window
 
 
 
 
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