期刊論文1. | 陳振遠、高蘭芬、吳香蘭(20050500)。股票型共同基金相關性預測模型之比較。輔仁管理評論,12(2),127-156。 延伸查詢![new window](/gs32/images/newin.png) |
2. | 林修葳、王佳真(20030800)。臺灣共同基金績效持續性之研究。管理學報,20(4),655-688。 延伸查詢![new window](/gs32/images/newin.png) |
3. | 陳安琳、洪嘉苓、李文智(20011000)。共同基金經理團隊屬性與基金績效之研究。證券市場發展,13(3)=51,1-27。 延伸查詢![new window](/gs32/images/newin.png) |
4. | Ahmed, P.(2001)。Forecasting Correlation among Equity Mutual Funds。Journal of Banking and Finance,25(6),1187-1208。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Roll, R.(1978)。Ambiguity when Performance is Measured by the Security Market Line。Journal of Finance,33(4),1051-1069。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Pastor, L.、Stambaugh, R. F.(2002)。Investing in Equity Mutual Fund。Journal of Financial Economics,63(3),351-380。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Jobson, J. D.(1984)。On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note。Journal of Finance,39(1),245-252。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Lee, C. F.、Jen, F. C.(1978)。Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio。Journal of Financial and Quantitative Analysis,13(2),299-312。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Kosowski, Robert、Timmermann, Allan、Wermers, Russ、White, Hal(2006)。Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis。Journal of Finance,61(6),2551-2595。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Kim, T.(1978)。An Assessment of the Performance of Mutual Fund Management: 1969-1975。Journal of Financial and Quantitative Analysis,13(3),385-406。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Efron, Bradley(1979)。Bootstrap methods: another look at the jackknife。The Annals of Statistics,7(1),1-26。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Dybvig, P. H.、Ross, S. A.(1985)。The Analytics of Performance Measurement Using a Security Market Line。Journal of Finance,40(2),401-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Chen, A.、Tu, E. H.(2002)。The determinants for stock returns in emerging market: The case of Taiwan。Studies in Economics and Finance,21(1),61-80。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | 高蘭芬、陳安琳、湯惠雯、曹美蘭(20050900)。共同基金績效之衡量--模擬分析法之應用。中山管理評論,13(3),667-694。 延伸查詢![new window](/gs32/images/newin.png) |
16. | Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | 陳安琳(20020600)。臺灣股票報酬之穩定因素--交叉確認、因素分析與模擬分析。管理學報,19(3),519-542。 延伸查詢![new window](/gs32/images/newin.png) |
24. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |