期刊論文1. | Aqarwal, V.、Naik, N. Y.(2000)。Multi-period performance persistence analysis of hedge funds。Journal of Financial and Quantitative Analysis,35(3),327-342。 |
2. | Hendricks, Darryll、Patel, Jayendu、Zeckhauser, Richard(1997)。The J-shape of Performance Persistence Given Survivorship Bias。The Review of Economics and Statistics,79(2),161-166。 |
3. | 陳信憲、王南喻(20051200)。美國開放式股票型基金之長短期績效持續性研究。臺灣金融財務季刊,6(4),21-39。 延伸查詢 |
4. | Goetzmann, William N.、Ibbotson, Roger G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Performance。Journal of Portfolio Management,20(2),9-18。 |
5. | 王佳真、徐辜元宏(20040600)。風險值的應用與臺灣共同基金績效指標之持續性。臺大管理論叢,14(2),23-47。 延伸查詢 |
6. | 池祥萱、林煜恩、周賓凰(20070600)。基金績效持續與聰明錢效果:臺灣實證。管理學報,24(3),307-330。 延伸查詢 |
7. | 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 |
8. | 郭維裕、李愷莉(20061200)。臺灣共同基金短期績效持續性的研究--以「漂移者-停駐者」模型為例。經濟論文,34(4),469-504。 延伸查詢 |
9. | Bollen, Nicolas P. B.、Busse, Jeffrey A.(2004)。Short-term persistence in mutual fund performance。Review of Financial Studies,18(2),569-597。 |
10. | 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。 |
11. | Carhart, M. M.、Carpenter, J. N.、Lynch, A. W.、Musto, D. K.(2002)。Mutual Fund Survivorship。The Review of Financial Studies,15(5),1439-1463。 |
12. | Berk, Jonathan B.、Green, Richard C.(2004)。Mutual fund flows and performance in rational markets。Journal of Political Economy,112(6),1269-1295。 |
13. | Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。 |
14. | 徐清俊、姜志堅(2003)。基金績效持續性與基金類型之相關性研究。遠東學報,20(4),785-798。 延伸查詢 |
15. | Elton, E. J.、Gruber, M. J.、Blake, C. R.(1993)。The Performance of Bond Mutual Funds。The Journal of Business,66(3),371-403。 |
16. | Droms, W. G.、Walker, D. A.(2001)。Persistence of mutual fund operating characteristics: Returns, turnover rates, and expense ratios。Applied Financial Economics,11(4),457-466。 |
17. | Kahn, Ronald N.、Rudd, Andrew(1995)。Does Historical Performance Predict Future Performance?。Financial Analysis Journal,51,43-52。 |
18. | Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。 |
19. | 高蘭芬、陳安琳、余育欣、盧正壽(20070700)。運氣好或操作策略好?--拔靴法下共同基金之績效衡量。管理與系統,14(3),341-358。 延伸查詢 |
20. | Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies,11(3),489-519。 |
21. | Shu, P. G.、Yeh, Y. H.、Yamada, T.(2002)。The Behavior of Taiwan Mutual Fund Investors-Performance and Fund Flows。Pacific-Basin Finance Journal,10(5),583-600。 |
22. | 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。 延伸查詢 |
23. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。 |
24. | 邱顯比(19930700)。基金績效評估之理論與實務。證券市場發展,19,33-45。 延伸查詢 |
25. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。 |
26. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 |
27. | Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance,50(2),679-698。 |
28. | Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。 |
29. | 邱顯比(19940700)。基金績效評估之模擬研究。臺大管理論叢,5(2),47-81。 延伸查詢 |
30. | Carlson, Robert S.(1970)。Aggregate Performance of Mutual Funds, 1948-1967。Journal of Financial and Quantitative Analysis,5(1),1-32。 |
31. | Dun, Patricia C.、Theisen, Rolf D.(1983)。How Consistently Do Active Managers Win?。Journal of Portfolio Management,9(4),47-50。 |
32. | Huij, Joop、Verbeek, Marno J. C. M.(2007)。Cross-sectional learning and short-run persistence in mutual fund performance。Journal of Banking & Finance,31(3),973-997。 |
33. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 |
34. | 陳信憲、王南喻、陳怡珮(2006)。檢視共同基金績效之持續性與其動能週期。臺灣銀行季刊,第五十七卷第一期,77-88。 延伸查詢 |
35. | Blumen, I., M. Kogan and P. J. McCarthy,(1955)。The Industrial Mobility of Labor as a Probability Process。Journal of the American Statistical Association,51(276),702-704。 |
36. | Carpenter, J. N. and A. W. Lynch,(1999)。Survivorship Bias and Attrition Effects in Measures of Performance Persistence。Journal of Financial Economics,54(3),337-374。 |
37. | Deaves, R.,(2004)。Data-Conditioning Biases, Performance,Persistence and Flows: The Case of Canadian Equity Funds。Journal of Banking & Finance,28(3),673-694。 |
38. | Droms, W. G.,(2006)。Hot Hands, Cold Hands: Does Past Performance Predict Future Returns?。Journal of Financial Planning,19(5),60-69。 |
39. | Droms, W. G. and D. A. Walker,(2001)。Performance Persistence of International Mutual Funds。Global Finance Journal,12(2),237-248。 |
40. | Hendricks, D., J. Patel and R. Zeckhauser,(1993)。Hot Hand in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988。The Journal of Finance,48(1),93-130。 |
41. | Horst, J. T. and M. Verbeek,(2000)。Estimating Short-Run Persistence in Mutual Fund Performance。The Review of Economics and Statistics,82(4),646-655。 |
42. | Hsu, C. S. and J. R. Lin,(2007)。Mutual Fund Performance and Persistence in Taiwan: A Non-Parametric Approach。The Service Industries Journal,27(5),509-523。 |
43. | Huij, J. and J. Derwall,(2008)。“Hot Hands”。Journal of Banking & Finance,32(4),559-572。 |
44. | Brown, S. J., W. Goetzmann, R. G. Ibbotson and S. A.Ross(1992)。Survivorship Bias in Performance Studies。The Review of Financial Studies,5(4),553-580。 |