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題名:臺灣證券交易所發行量加權指數未納入現金股利之再投資因素對投資報酬率及基金績效衡量之影響
書刊名:證券市場發展季刊
作者:周行一 引用關係陳怡雯
作者(外文):Chow, Edward H.Chen, Yi-wen
出版日期:2002
卷期:14:1=53
頁次:頁1-24
主題關鍵詞:標竿錯誤現金股利臺股指數基金績效Benchmark errorCash dividendTAIEXMutual fund performance
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(5) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:5
  • 共同引用共同引用:0
  • 點閱點閱:24
期刊論文
1.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
2.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
3.Modest, D. M.、Lehmann, B. N.(1987)。Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons。The Journal of Finance,42,233-265。  new window
4.Clarke, G.、Statman, M.(2000)。The DJIA Crossed 652, 230。The Journal of Portfolio Management,26,89-93。  new window
5.Reilly, K.、Akhtar, A.(1995)。The Benchmark Error Problem with Global Capital Markets。The Journal of Portfolio Management,21,33-52。  new window
6.Roll, R.(1980)。Performance Evaluation and Benchmark Error I。The Journal of Portfolio Management,6,5-12。  new window
7.Roll, R.(1981)。Performance Evaluation and Benchmark Error II。The Journal of Portfolio Management,7,17-22。  new window
8.Coggin, T. D.、Fabozzi, F. J.、Rahman, S.(1993)。The Investment Performance of U. S. Equity Pension Fund Managers: An Empirical Investigation。The Journal of Finance,48(3),1039-1055。  new window
圖書
1.賴英照(1990)。證券交易法逐條釋義-第二冊。證券交易法逐條釋義-第二冊。臺北。  延伸查詢new window
 
 
 
 
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