期刊論文| 1. | Capozza, D. R.、Li, Yu-Ming(1994)。The Intensity and Timing of Investment: The Case of Land。The American Economic Review，84(4)，889-904。   |
| 2. | Elton, E. J.、Gruber, M. J.、Das, S.、Hlavka, M.(1993)。Efficiency with Costly Information: A Re-interpretation of Evidence from Managed Portfolios。Review of Financial Studies，6，1-23。 |
| 3. | Goetzmann, William N.、Ibbotson, Roger G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Performance。Journal of Portfolio Management，20(2)，9-18。 |
| 4. | Hendricks, D.、Patel, J.、Zeckhauser, R.(1993)。Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988。Journal of Finance，48(1)，93-130。 |
| 5. | Elton, E. J.、Blake, C. R.、Gruber, M. J.(1996)。The Persistence of Risk-Adjusted Mutual Fund Performance。The Journal of Business，69(2)，133-157。 |
| 6. | 繆震宇、邱顯比(20021200)。固定提撥費率下退休基金動態資產配置之探討。臺灣管理學刊，2(2)，77-97。 延伸查詢 |
| 7. | Jense, M. C.(1969)。Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios。Journal of Business，42(2)，167-247。 |
| 8. | 繆震宇(20011000)。臺灣退休基金最適提撥與資產配置之研究。證券市場發展，13(3)=51，101-130。 延伸查詢 |
| 9. | Chang, S. C.、Tzeng, L. Y.、Miao, J. C. Y.(2003)。Optimal Pension Funding Incorporating Downside Risks。Insurance: Mathematics and Economics，32(2)，217-228。 |
| 10. | Josa-Fombellida, R.、Rincon-Zapatero, J. P.(2001)。Minimization of Risks in Pension Funding by Means of Contributions and Portfolio Selection。Insurance: Mathematics and Economics，29，35-45。 |
| 11. | 繆震宇(20030200)。確定給付制退休基金的最適資產配置。管理學報，20(1)，177-199。 延伸查詢 |
| 12. | Grinblatt, M.、Titman, S.(1989)。Adverse Risk Incentives and the Design of Performance-Based Contracts。Management Science，35，807-822。 |
| 13. | 邱顯比(19970400)。臺灣退休基金資產分配之試評。證券市場發展，9(2)=34，29-57。 延伸查詢 |
| 14. | Brinson, Gary P.、Singer, Brian D.、Beebower, Gilbert L.(1991)。Determinants of Portfolio Performance II: An Update。Financial Analysts Journal，47(3)，40-48。 |
| 15. | Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance，50(2)，679-698。 |
| 16. | Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance，47(5)，1977-1984。 |
| 17. | Bierman, H., Jr.(1997)。Portfolio Allocation and the Investment Horizon。The Journal of Portfolio Management，23(4)，51-55。 |
| 18. | Gray, J. A.(1976)。Wage Indexation: A Macroeconomic Approach。Journal of Monetary Economics，10，221-235。 |
| 19. | Gray, J.(1978)。On Indexation and Contract Length。Journal of Political Economy，86，1-18。 |
| 20. | Tierney, D. E.、Bailey, Jeffery V.(1995)。Benchmark Orthogonality Properties。The Journal of Portfolio Management，Spring，27-31。 |
| 21. | Alvarez, L. H. R.(1996)。Demand Uncertainty and the Value of Supply Opportunities。Journal of Economics，64(2)，163-175。 |
| 22. | Bailey, Jeffery V.(1990)。Some Thoughts on Performance-based Fees。Financial Analysts Journal，46(4)，31-40。 |
| 23. | Bailey, Jeffery V.(1992)。Evaluating Benchmark Quality。Financial Analysts Journal，48(3)，33-39。 |
| 24. | Tierney, D. E.、Bailey, Jeffery V.(1993)。Gaming Manager Benchmarks。The Journal of Portfolio Management，Summer，37-40。 |
| 25. | 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。 |
| 26. | Cohen, S. I.、Starks, L. T.(1988)。Estimation Risk and Incentive Contracts for Portfolio Managers。Management Science，34，1067-1080。 |
| 27. | Dellaert, N. P.、Frenk, J. B. G.、Rijsoort, L. P.(1993)。Optimal Claim Behaviour for Vehicle Damage Insurances。Insurance: Mathematics and Economics，12，225-244。 |
| 28. | Dye, R. A.(1985)。Costly Optimal Length of Labor Contracts。International Economic Review，26，251-270。 |
| 29. | Elton, E. J.、Gruber, M. J.、Martin, J.、Rentzler, J.(1990)。The Performance of Publicly Offered Commodity Funds。Financial Analysts Journal，46，23-30。 |
| 30. | Heinkel, R.、Stoughton, N. M.(1994)。The Dynamics of Portfolio Management Contracts。Review of Financial Studies，7，351-387。 |
| 31. | Palomino, F.、Prat, A.(2003)。Risk Taking and Optimal Contracts for Money Managers。The RAND Journal of Economics，34(1)，113-137。 |
| 32. | Stoughton, N. M.(1993)。Moral Hazard and the Portfolio Management Problem。The Journal of Finance，48，2009-2028。 |
| 33. | Yilmaz, F.(2001)。Conditional Investment Policy under Uncertainty and Irreversibility。European Journal of Operational Research，132，681-686。 |