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題名:國內共同基金績效評估及其影響因素之實證研究
書刊名:人文及管理學報
作者:李竹芬范遠華
作者(外文):Li, Chu-fenFan, Yuan-hua
出版日期:2007
卷期:4
頁次:頁235-257
主題關鍵詞:共同基金績效持續性績效評估資料包絡分析法Mutual fundPerformance persistencePerformance evaluationData envelopment analysisDEA
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(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:61
期刊論文
1.Tarim, A. S.、Karan, M. B.(2001)。Investment Fund Performance Measurement Using Weight-Restricted Data Envelopment Analysis。Russian and East European Finance and Trade,37,4-84。  new window
2.McMullen, P. R.、Strong, R. A.(1998)。Selection of Mutual Funds Using Data Envelopment Analysis。Journal of Business and Economics Studies,4,1-12。  new window
3.Murthi, B. P. S.、Choi, Yoon K.、Desai, Preyas(1997)。Efficiency of Mutual Funds and Portfolio Performance Measurement: A Non-Parametric Approach。European Journal of Operational Research,98(2),408-418。  new window
4.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
5.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
6.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
7.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。  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
學位論文
1.林美菁(2000)。利用融入參考點之資料包絡分析模式評估共同基金之相對投資績效(碩士論文)。國立中央大學。  延伸查詢new window
2.陳暐中(1999)。共同基金技術效率評估(碩士論文)。國立中正大學。  延伸查詢new window
3.譚志忠(1999)。DEA投資組合效率指數--應用於台灣地區股票型共同基金績效評估(碩士論文)。淡江大學。  延伸查詢new window
 
 
 
 
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