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題名:基金特性及多角化對基金績效之研究
書刊名:臺灣銀行季刊
作者:陳信憲 引用關係曾詩萍
出版日期:2009
卷期:60:4
頁次:頁95-115
主題關鍵詞:基金多角化基金績效共同基金
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:8
  • 點閱點閱:10
期刊論文
1.Pollet, J. M.、Wilson, M.(2008)。How does Size Affect Mutual Fund Behavior?。Journal of Finance,63(6),2941-2969。  new window
2.陳森松、黃憲彰、王南喻、張華然(20070900)。檢視債券型基金績效與流量之動態關連--應用多元隨機波動模式。企業管理學報,74,41-65。new window  延伸查詢new window
3.許和鈞、巫永森、王琮瑜(19970400)。共同基金的類型、規模與其操作績效關係之研究。交大管理學報,17(1),91-112。new window  延伸查詢new window
4.Chen, Joseph、Hong, Harrison、Huang, Ming、Kubik, Jeffrey D.(2004)。Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization。American Economic Review,94(5),1276-1302。  new window
5.Gruber, M. J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。  new window
6.Fant, L. F.、O'Neal, E. S.(2000)。The Changes in the Determinants of Mutual Fund Flows。Journal of Financial Research,23,353-371。  new window
7.Spitz, A. E.(1970)。Mutual fund performance and cash inflows。Applied Economics,2,141-145。  new window
8.Berk, Jonathan B.、Green, Richard C.(2004)。Mutual fund flows and performance in rational markets。Journal of Political Economy,112(6),1269-1295。  new window
9.Edwards, F. R.、Zhang, X.(1998)。Mutual Funds and Stock and Bond Market Stability。Journal of Financial Services Research,13(3),257-282。  new window
10.Stein, J. C.(2002)。Information production and capital allocation: Decentralized vs. hierarchical firms。Journal of Finance,57,1891-1921。  new window
11.Welch, I.(2000)。Views of financial economists on the equity premium and on professional controversies。Journal of Business,73,501-537。  new window
12.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
13.Smith, K. V.(1978)。Is fund growth related to fund performance?。Journal of Portfolio Management,4(3),49-54。  new window
14.Chan, Louis K. C.、Chen, Hsiu-Lang、Lakonishok, J.(2002)。On Mutual Fund Investment Styles。Review of Financial Studies,15(5),1407-1437。  new window
15.Ippolito, R. A.(1992)。Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry。Journal of Law and Economics,35(1),45-70。  new window
16.Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance,53(5),1589-1622。  new window
17.Shawky, Hany A.、Smith, David M.(2005)。Optimal number of stock holdings in mutual fund portfolios based on market performance。Financial Review,40(4),481-495。  new window
18.Campbell, John Y.、Lettau, Martin、Malkiel, Burton G.、Xu, Yexiao(2001)。Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk。Journal of Finance,56(1),1-43。  new window
19.Chevalier, Judith、Ellison, Glenn(1997)。Risk Taking by Mutual Funds as a Response To Incentives。Journal of Political Economy,105(6),1167-1200。  new window
20.Lynch, Anthony W.、Musto, David K.(2003)。How Investors Interpret Past Fund Returns。Journal of Finance,58(5),2033-2058。  new window
21.王睿、趙子銥(2008)。基於平行數據的基金流量影響因素的實證分析。貴州財經學院學報,2008(4),65-69。  延伸查詢new window
22.黃熹、朱丹(2006)。基金規模對開放式基金擇機選股能力影響探析。商場現代化,485,24-25。  延伸查詢new window
23.鄧超、蔡奕奕(2005)。我國配置型開放式基金規模與回報關係的實證研究。中南大學學報(社會科學版),2005(11),620-624。  延伸查詢new window
24.Ciccotello, C. R.、Grant, C. T.(2001)。Equity Fund Size and Growth: Implications for Performance and Selection。Financial Services Review,5,1-12。  new window
25.Dorms, W. G.(2006)。Hot Hands, Cold Hands: Does Past Performance Predict Future Returns?。Journal of Financial Planning,19(5),60-69。  new window
26.Johnson, W. T.(2005)。Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders。Journal of Finance,59(5),1979-2012。  new window
27.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
28.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
29.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
30.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
31.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
研究報告
1.許培基(2002)。共同基金流量、投資風格與績效 (計畫編號:NSC91-2416-H-030-009)。  延伸查詢new window
2.Heaney, R. A.(2007)。Australian Equity Mutual Fund Size Effects。  new window
3.Matthew, R. M.(2000)。Mutual Fund Age and Morningstar Ratings。  new window
學位論文
1.Roston, M. N.(1996)。Mutual fund managers and lifecycle risk: An empirical investigation(博士論文)。University of Chicago。  new window
圖書
1.Chen, H.、Faff, R. W.、Gallagher, D. R.、Looi, A.(2008)。Fund Size, Fund Flow, Transaction Costs and Performance: Size Matters。  new window
 
 
 
 
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