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題名:結合技術指標與市場狀態對共同基金操作策略之研究
書刊名:證券市場發展季刊
作者:詹家昌 引用關係賴弘程
作者(外文):Chan, Chia-chungLai, Hung-cheng
出版日期:2003
卷期:15:1=57
頁次:頁41-76
主題關鍵詞:操作策略共同基金追漲殺跌策略反向策略Mutual fundsTrading strategyMomentum strategyContrarian strategy
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(2) 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:2
  • 共同引用共同引用:24
  • 點閱點閱:48
期刊論文
1.邱顯比、林清珮(19990800)。共同基金分類與基金績效持續性之研究。中國財務學刊,7(2),63-88。new window  延伸查詢new window
2.游智賢、姚瑜忠(20000800)。台灣共同基金操作策略之研究。中國財務學刊,8(2),49-76。new window  延伸查詢new window
3.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
4.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
5.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
6.Levy, Robert A.(1967)。Relative Strength as a Criterion for Investment Selection。Journal of Finance,22(4),595-610。  new window
7.Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。  new window
8.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
9.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
10.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
11.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
12.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
研究報告
1.Lyons, R. K.、Kaminsky, G.、Schmukler, S. L.(2000)。Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets。沒有紀錄。  new window
學位論文
1.高梓森(1993)。臺灣股市技術分析之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.林伊玫(199606)。機構投資人從眾行為研究--以封閉式基金為例(碩士論文)。國立中山大學。  延伸查詢new window
3.洪志豪(1999)。技術指標KD、MACD、RSI與WMS%R之操作績效實證,沒有紀錄。  延伸查詢new window
 
 
 
 
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